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fundamental importance. We propose a simple statistical method for short-term real-time forecasting of the number of Covid-19 …
Persistent link: https://www.econbiz.de/10012817060
How do trade patterns change after an external shock such as an economic crisis, and is this shift structural? This …
Persistent link: https://www.econbiz.de/10014327353
The outbreak of the COVID-19 pandemic has hit the foundations of the economy and provoked devastating social effects in all the countries in the world, being Latin America and the Caribbean (LAC) one of the most affected regions. This report updates the regional overview of the response measures...
Persistent link: https://www.econbiz.de/10013407263
estimation. We conclude that using prior information from a standard New Keynesian DSGE model improves the forecast performance …
Persistent link: https://www.econbiz.de/10010316078
Persistent link: https://www.econbiz.de/10012534478
uncertainty under recursive and rolling estimation schemes. We begin by summarizing some recent theoretical findings, with … particular emphasis on the construction of valid bootstrap procedures for calculating the impact of parameter estimation error …
Persistent link: https://www.econbiz.de/10010282865
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
several forecasting experiments. …
Persistent link: https://www.econbiz.de/10010293724
-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010294979
-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010295136