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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010414783
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Anticipating critical transitions of Chinese housing markets
Zhang, Qunzi; Sornette, Didier; Zhang, Hao - 2017
We introduce a novel quantitative methodology to detect real estate bubbles and forecast their critical end time, which we apply to the housing markets of China's major cities. Building on the Log-Periodic Power Law Singular (LPPLS) model of self-reinforcing feedback loops, we use the quantile...
Persistent link: https://www.econbiz.de/10011761282
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Inflation forecasting in the Western Balkans and EU : a comparison of Holt-Winters, ARIMA and NNAR models
Karadzic, Vesna; Pejovic, Bojan - In: Amfiteatru economic : an economic and business research … 23 (2021) 57, pp. 517-532
policy is not implemented in the same way and the NNAR models are better for inflation forecasting. …
Persistent link: https://www.econbiz.de/10012939069
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Macroeconomic forecasting in times of crises
Guerrón-Quintana, Pablo A.; Zhong, Molin - 2017
We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based …
Persistent link: https://www.econbiz.de/10011708260
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
, marginal likelihood comparisons and improved real-time GDP forecasting performance. …
Persistent link: https://www.econbiz.de/10012227436
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10013044329
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
Pools, and use it to investigate the relative forecasting performance of DSGE models with and without financial frictions …
Persistent link: https://www.econbiz.de/10013046125
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Would DSGE models have predicted the Great Recession in Austria?
Breuss, Fritz - 2016
story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …
Persistent link: https://www.econbiz.de/10011561187
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692