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Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.; Franses, Philip Hans - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro; Kunst, Robert M. - In: International journal of forecasting 37 (2021) 2, pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
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Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.; Franses, Philip Hans - 2010
For many economic time-series variables that are observed regularly and frequently, for example weekly, the underlying activity is not distributed uniformly across the year. For the aim of predicting annual data, one may consider temporal aggregation into larger subannual units based on an...
Persistent link: https://www.econbiz.de/10010294045
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Forecasting aggregate demand in West African economies: The influence of immigrant remittance flows and of asymmetric error correction
Jumah, Adusei; Kunst, Robert M. - 2005
on predictive accuracy of aggregate demand in a systematic way. The results of the prediction experiments are compared to … forecasting accuracy. …
Persistent link: https://www.econbiz.de/10010330133
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Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
Kunst, Robert M.; Franses, Philip Hans - Department of Economics and Finance Research and … - 2010
For many economic time-series variables that are observed regularly and frequently, for example weekly, the underlying activity is not distributed uniformly across the year. For the aim of predicting annual data, one may consider temporal aggregation into larger subannual units based on an...
Persistent link: https://www.econbiz.de/10008597100
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Forecasting Aggregate Demand in West African Economies. The Influence of Immigrant Remittance Flows and of Asymmetric Error Correction
Jumah, Adusei; Kunst, Robert M. - Department of Economics and Finance Research and … - 2005
on predictive accuracy of aggregate demand in a systematic way. The results of the prediction experiments are compared to … forecasting accuracy. …
Persistent link: https://www.econbiz.de/10005764267
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Forecast combinations in a DSGE-VAR lab
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - In: Journal of forecasting 36 (2017) 3, pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro; Kunst, Robert M. - 2018
Abstract Comparative ex-ante prediction experiments over expanding subsamples are a popular tool for the task of … selecting the best forecasting model class in finite samples of practical relevance. Flanking such a horse race by predictive …
Persistent link: https://www.econbiz.de/10011895825
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Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro; Kunst, Robert M. - 2009
Persistent link: https://www.econbiz.de/10003931025
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Testing for relative predictive accuracy : a critical viewpoint
Kunst, Robert M. - 2003
research reports conclude that the difference between the entertained forecasting models is 'insignificant'. This paper … Carlo experiments for simple time-series decision problems. -- information criteria ; forecasting ; hypothesis testing …
Persistent link: https://www.econbiz.de/10009726811