Similar Search Results

Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

modifies the estimation routine due to the assumption that the difference between a replicable and a non-replicable forecast …Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is … based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an …

Persistent link: https://www.econbiz.de/10008840805

A tourism financial conditions index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010359773

A tourism condition index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010359784

A Tourism Conditions Index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the multivariate BEKK model for four TCI indicators...

Persistent link: https://www.econbiz.de/10010227695

A tourism conditions index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010242831

A tourism financial conditions index

Chang, Chia-Lin; Hui-Kuang, Hsu; McAleer, Michael - 2014 - Revised: May 2014

The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 – August 2013 for Taiwan that applies Chang’s (2014) novel approach for constructing a tourism financial indicator,...

Persistent link: https://www.econbiz.de/10010350798