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The object of this paper is to nowcast, forecast and track changes in Tunisian economic activity during normal and crisis times. The main target variable is quarterly real GDP (RGDP) and we have collected a large and varied set of monthly indicators as predictors. We use several mixed frequency...
Persistent link: https://www.econbiz.de/10012590322
-data sampling (UMIDAS), and a threepass regression filter (3PRF) developed at the Central Bank of Tunisia, based on a monthly …
Persistent link: https://www.econbiz.de/10012887758
The aim of this paper is to compute the conditional forecasts of a set of variables of interest on future paths of some variables in dynamic systems. We build a large dynamic factor models for a quarterly data set of 30 macroeconomic and financial indicators. Results of forecasting suggest that...
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-unitary expenditure elasticities of import demand implied by non-homothetic preferences in the previous year to be further combined with …
Persistent link: https://www.econbiz.de/10013006843
Periodic demand forecasts are the primary planning and coordination mechanism within organizations. Because most demand … examine whether a disaggregation of the forecast into various sources of demand reduces forecast error and bias. Using … proprietary data from a manufacturing organization, we find that absolute demand forecast error declines following the …
Persistent link: https://www.econbiz.de/10012856565
The dynamics of demand, moderately negative in comparison with the pessimistic forecasts, allowed the industry to avoid … situation and a drop in demand, was prepared to sacrifice growth of prices to maintain sales. However, this was not required in …
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