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Chichester : Wiley - 1.1982 -

Persistent link: https://www.econbiz.de/10008276212

A factor analysis for the Spanish economy

Cuevas, Ángel; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 3, pp. 311-338

We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in … scale-models and the implicit loss of information of small-scale models. The estimated common factor is used to forecast the …

Persistent link: https://www.econbiz.de/10010030016

Forecasting US cotton prices in a changing market

Isengildina-Massa, Olga; MacDonald, Stephen - In: Advances in business and management forecasting 9 (2013), pp. 91-113

Persistent link: https://www.econbiz.de/10010147158

A time-varying parameter vector autoregression model for forecasting emerging market exchange rates

Kumar, Manish - In: International journal of economic sciences and applied … 3 (2010) 2, pp. 21-39

. Outof-sample results in terms of conventional forecast evaluation statistics and directional accuracy show TVP-VAR model …

Persistent link: https://www.econbiz.de/10009958060

On the importance of the arrival of new information

Chumacero, Rómulo A. - In: Estudios de economía 37 (2010) 2, pp. 207-215

This paper develops a framework for evaluating the importance of the arrival of new information for forecasting, estimation, and decision making. By fusing known and recently developed statistical tests and concepts, the paper provides guidelines for detecting outliers, influential observations,...

Persistent link: https://www.econbiz.de/10009959113

Volatility modeling for forecasting stock index with fixed parameter distributional assumption

Rahman, Md. Mostafizur; Rahman, Md. Azizur; Hossain, … - In: Journal of applied finance & banking 3 (2013) 1, pp. 109-122

), Sri Lanka. The daily All Share Price Index (ASPI) of CSE from January 02, 1998 to December 29, 2006 for a total number of … forecasting performance in case of all share price index of CSE, Sri Lanka. -- GARCH model ; student-t with fixed DOF 10 ; GED …

Persistent link: https://www.econbiz.de/10010118432