Similar Search Results

Retail sales : persistence in the short-term and long-term dynamics

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Assaf, A. … - In: IMA journal of management mathematics 25 (2014) 3, pp. 367-386

Persistent link: https://www.econbiz.de/10010388774

Periodic unobserved cycles in seasonal time series with an application to US unemployment

Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - 2006

This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …

Persistent link: https://www.econbiz.de/10011350384

Factor models for non-stationary series : estimates of monthly U.S. GDP

Hengge, Martina; Leonard, Seton - 2017

This paper presents a novel dynamic factor model for non-stationary data. We begin by constructing a simple dynamic stochastic general equilibrium growth model and show that we can represent and estimate the model using a simple linear-Gaussian (Kalman) filter. Crucially, consistent estimation...

Persistent link: https://www.econbiz.de/10011669132

Nowcasting US GDP : the role of ISM business surveys

Lahiri, Kajal; Monokroussos, George - In: International journal of forecasting 29 (2013) 4, pp. 644-658

Persistent link: https://www.econbiz.de/10010221312

Dating US business cycles with macro factors

Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547

Persistent link: https://www.econbiz.de/10011649152

Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645

Persistent link: https://www.econbiz.de/10012415313

Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence

Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518664

Reservoir computing for macroeconomic forecasting with mixed-frequency data

Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237

Persistent link: https://www.econbiz.de/10014547272

Impact of USA and Chinese exchange rate shocks on macroeconomic fundamentals of ASEAN+3+3 countries : the combine forecasting analysis

Ur Rehman, Jamshaid; Bahadur, Hadiya - In: Pakistan journal of applied economics : PJAE 33 (2023) 2, pp. 133-173

Persistent link: https://www.econbiz.de/10015200170

Automated earnings forecasts : beat analysts or combine and conquer?

Ball, Ryan T.; Ghysels, Eric - In: Management science : journal of the Institute for … 64 (2018) 10, pp. 4936-4952

Persistent link: https://www.econbiz.de/10011932653