Showing 1 - 10 of 4,889
Persistent link: https://www.econbiz.de/10005420293
The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …
Persistent link: https://www.econbiz.de/10009421234
Цель статьи заключается в прогнозировании тенденций текущего спроса местного рынка труда на основе метода статистических уравнений зависимостей и...
Persistent link: https://www.econbiz.de/10011216677
Comparative analysis of economic structure and forecasts generated from simultaneous equation, VAR and autoregressive models based on quarterly series from 1966:1 to 2007:3 of UK to those from the stochastic general equilibrium models has provided insights into objective and subjective...
Persistent link: https://www.econbiz.de/10009352791
We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models,...
Persistent link: https://www.econbiz.de/10008690986
Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk management. A wide variety of models, ranging from matrices of simple summary measures to covariance matrices implied from option prices, are available for generating such...
Persistent link: https://www.econbiz.de/10010702240
I find that the standard class of affine models produces poor forecasts of future changes in Treasury yields. Better forecasts are generated by assuming that yields follow random walks. The failure of these models is driven by one of their key features: the compensation that investors receive...
Persistent link: https://www.econbiz.de/10010702244
The goal of the article lies in forecasting tendencies of the current demand of the local labour market on the basis of … macro-economic indicators, the article builds equations of multiple regression, use of which would allow forecasting the … current demand in the local labour market in the middle-term perspective. The prospect of further studies is forecasting the …
Persistent link: https://www.econbiz.de/10010747437
relations existing between them, the central problem is the selection of strategic goals. Forecasting is the necessary precursor … forecasting are used nowadays. Econometric models can be used successfully for predicting the future development of a phenomenon …
Persistent link: https://www.econbiz.de/10009646197
, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …
Persistent link: https://www.econbiz.de/10009647399