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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany

Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242

Persistent link: https://www.econbiz.de/10010424821

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104

Structural VAR, MARMA and open economy models

Dhrymes, Phoebus J. - In: International journal of forecasting 14 (1998) 2, pp. 187-198

Persistent link: https://www.econbiz.de/10001338712

Unit labor cost growth differentials in the Euro area, Germany, and the US : lessons from PANIC and cluster analysis

Fritsche, Ulrich; Kuzin, Vladimir - 2007

Inflation differentials in the Euro area are mainly due to a sustained divergence of wage developments across the Euro … inflation using unit labour cost (ULC) growth and applying PANIC (Bai and Ng, 2004) and cluster procedures (Hobijn and Franses …

Persistent link: https://www.econbiz.de/10010426362