Similar Search Results

Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting

Manera, Matteo; Longo, Chiara; Markandya, Anil; Scarpa, … - 2013

different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

Persistent link: https://www.econbiz.de/10014053252

Measuring and modeling risk using high-frequency data

Härdle, Wolfgang (contributor); … - 2008

Measuring and modeling financial volatility is the key to derivative pricing, asset allocation and risk management.The recent availability of high-frequency data allows for refined methods in this field.In particular, more precise measures for the daily or lower frequency volatility can be...

Persistent link: https://www.econbiz.de/10003727640

Bayesian forecasts combination to improve the Romanian inflation predictions based on econometric models

Bratu, Mihaela - In: UTMS journal of economics / University of Tourism and … 5 (2014) 2, pp. 131-140

Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel), National Commission for …

Persistent link: https://www.econbiz.de/10010439151

Levels, Differences and Ecms - Principles for Improved Econometric Forecasting

Allen, P. Geoffrey; Fildes, Robert - 2004

to improve the specification of an initial general vector-autoregression model for the purposes of forecasting. The …

Persistent link: https://www.econbiz.de/10014072726

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009725301

The environment and directed technical change : Comment

Hourcade, Jean-Charles; Pottier, Antonin; Espagne, Etienne - 2011

This paper discusses the growth model with environmental constraints recently presented in (Acemoglu et al., 2011) which focuses on the redirection of technical change by climate policies with research subsidies and a carbon tax. First, Acemoglu et al.'s model and chosen parameters yield...