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Repeated surveys and the Kalman filter
Lind, Jo Thori - 2004
The time series nature of repeated surveys is seldom taken into account. The few studies that take this into account …. I present a statistical model of repeated surveys and construct a computationally simple estimator based on the Kalman …
Persistent link: https://www.econbiz.de/10010284336
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Research of Estimates of Tax Revenue: An Overview
Bayer, Ondřej - In: European Financial and Accounting Journal 8 (2013) 3-4, pp. 59-73
The paper deals with a summary of findings in the area of tax forecasts. It describes the basic methodology for predicting tax revenues, both in terms of the macroeconomic approach and from a microeconomic perspective. The microeconomic approach used microsimulation methods with methods based on...
Persistent link: https://www.econbiz.de/10010512927
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Methodological issues related to the use of online labour market data
Fabo, Brian; Kureková, Lucia M´ytna - 2022
This report provides a mapping of existing research that employs online labour market data, covering both online job vacancies (demand side) and online applicant data (CVs) (supply side). We discuss and assess a variety of tools and empirical methods that have been used to address specific...
Persistent link: https://www.econbiz.de/10013346910
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Toward a theory of evaluating predictive accuracy
Kunst, Robert M.; Jumah, Adusei - 2004
We suggest a theoretical basis for the comparative evaluation of forecasts. Instead of the general assumption that the data is generated from a stochastic model, we classify three stages of prediction experiments: pure non-stochastic prediction of given data, stochastic prediction of given data,...
Persistent link: https://www.econbiz.de/10010293709
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Forecasting trade
Keck, Alexander; Raubold, Alexander - 2006
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10010326691
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The generalized dynamic factor model: One-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - 2003
This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …
Persistent link: https://www.econbiz.de/10010328558
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Google-haut Suomen asuntojen hintojen ennustajana
Widgrén, Joona - 2016
This report examines whether Google search queries can be used to predict the present and the near future house prices in Finland. Compared to a simple benchmark model, Google searches improve the prediction of the present house price index by 7.5 % measured by mean absolute error. In addition,...
Persistent link: https://www.econbiz.de/10012037683
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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
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/10011917383
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Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis
Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN Journal of Applied Statistics 04 (2013) 2, pp. 51-68
This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these...
Persistent link: https://www.econbiz.de/10011482590
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Beyond the Business Climate: Regular and Supplementary Questions in the ifo Business Survey
Demmelhuber, Katrin; Sauer, Stefan; Wohlrabe, Klaus - 2022
In the monthly ifo Business Survey around 9,000 German companies answer questions about their current business … survey questions at the LMU-ifo Economics & Business Data Center (EBDC). On the other side, data sets of aggregated time …-series for all regularly surveyed variables can be obtained from the ifo Center for Macroeconomics and Surveys. …
Persistent link: https://www.econbiz.de/10013266631