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Econometric Models for Oil Price Forecasting: A Critical Survey
Frey, Giliola; Manera, Matteo; Markandya, Anil; Scarpa, … - In: CESifo Forum 10 (2009) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10005013101
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Money-based Inflation Risk Indicator: A Regime Switching Model
Deryugina, E.; A. Ponomarenko. - In: VOPROSY ECONOMIKI 9 (2013)
We examine the relationship between probability of large fluctuations of inflation rate and monetary developments. With this purpose we identify the periods of high inflation regime for the cross-section of 15 transition economies. The obtained results are used to estimate the panel probit...
Persistent link: https://www.econbiz.de/10010860810
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The Accuracy and Bias Evaluation of the USA Unemployment Rate Forecasts. Methods to Improve the Forecasts Accuracy
Bratu, Mihaela - In: Annals of the University of Petrosani, Economics 12 (2012) 4, pp. 17-32
In this study some alternative forecasts for the unemployment rate of USA made by four institutions (International Monetary Fund (IMF), Organization for Economic Co-operation and Development (OECD), Congressional Budget Office (CBO) and Blue Chips (BC)) are evaluated regarding the accuracy and...
Persistent link: https://www.econbiz.de/10010877287
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A STRATEGY TO IMPROVE THE GDP INDEX FORCASTS IN ROMANIA USING MOVING AVERAGE MODELS OF HISTORICAL ERRORS OF THE DOBRESCU MACROMODEL
BRATU, Mihaela - In: Romanian Journal of Economics 35 (2012) 2(44), pp. 128-138
In this paper article, two strategies based on the econometric approach are proposed in order to improve the forecast accuracy of GDP index in Romania. First, the index is predicted starting from an econometric model that reflects the relationship between the GDP index and the GDP deflator....
Persistent link: https://www.econbiz.de/10010901893
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MODELING AND FORECASTING THE EXCHANGE RATE IN ROMANIA
BRATU, Mihaela - In: Romanian Journal of Economics 33 (2011) 2(bis)(42), pp. 56-72
Econometric modeling of the exchange rate saw successive progresses, the forecasts based on the ‘70s models having a rather good accuracy, as recent researches showed. In order to explain the monthly evolution of RON/USA exchange rate during 2007-June 2011, I used three econometric models: a...
Persistent link: https://www.econbiz.de/10010901897
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Uncertainty of USA GDP Forecasts Determined by The Variables Aggregation
Bratu, Mihaela - In: Romanian Economic Journal 14 (2011) 42, pp. 25-46
The aggregation of the variables that compose an indicator, as GDP, which should be forecasted, is not mentioned explicitly in literature as a source of forecasts uncertainty. In this study based on data on U.S. GDP and its components in 1995-2010, we found that GDP one-step-ahead forecasts made...
Persistent link: https://www.econbiz.de/10010934754
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IMPROVING THE INFLATION RATE FORECASTS OF ROMANIAN EXPERTS USING A FIXED-EFFECTS MODELS APPROACH
SIMIONESCU, Mihaela - In: Review of Economic and Business Studies (2014) 13, pp. 87-102
This article proposes an empirical econometric approach to improve the degree of accuracy for predictions made by Romanian experts in forecasting. Several fixed-effects models are constructed using the inflation and unemployment rate actual values and the forecasts provided by the European...
Persistent link: https://www.econbiz.de/10010959958
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A COMPARATIVE ANALYSIS OF REAL AND PREDICTED INFLATION CONVERGENCE IN CEE COUNTRIES DURING THE ECONOMIC CRISIS
Simionescu, Mihaela - In: CES Working Papers 6(2) (2014) July, pp. 142-155
The main objective of this study is to make a comparative analysis of inflation convergence in Central-Eastern European countries (CEE countries) during the economic crisis over 2008-2013. For Bulgaria, Czech Republic, Hungary, Poland, Romania and Slovakia the inflation convergence has decreased...
Persistent link: https://www.econbiz.de/10010929269
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Estimating Output Gap and Potential Output for Russia and Its Usefulness by Forecasting Inflation
Kloudova, Dana - In: International Journal of Economic Sciences 4 (2015) 1, pp. 45-59
This paper deals with an estimation of output gap and potential output for Russian’s economy. Three methods of … estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although obtained values were not identical. Then obtained …
Persistent link: https://www.econbiz.de/10011209928
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Estimating Output Gap and Potential Output for Russia and Its Uselfulness by Forecasting Inflation
Dana, Kloudová - International Institute of Social and Economic Sciences - 2014
This paper deals with an estimation of output gap and potential output for Russian´s economy. Three methods of … estimation have been used for estimating these two unobservable variables: Hodrick-Prescott filter, production function and SVAR … model. All methods of estimation showed very similar course, although an obtained values were not identical. Then obtained …
Persistent link: https://www.econbiz.de/10011210378