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Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied; Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
and statistically significant real-time improvements in forecast accuracy. The preferred MIDAS model reduces the MSPE by … as much as 16 percent compared with the no-change forecast and has statistically significant directional accuracy as high …
Persistent link: https://www.econbiz.de/10010203447
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Study of discrete choice models and adaptive neuro-fuzzy inference system in the prediction of economic crisis periods in USA
Giovanis, Eleftherios - In: Economic analysis and policy 42 (2012) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10009554321
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Application of Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA
Giovanis, Eleftherios - 2010
expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function …
Persistent link: https://www.econbiz.de/10013138093
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Study of Discrete Choice Models and Fuzzy Rule Based Systems in the Prediction of Economic Crisis Periods in USA
Giovanis, Eleftherios - 2017
only USA but the rest of the world. The wrong government policies and the regulations in bond market among others lead to … order to predict the economic recession or expansion periods in USA. The first one is the Logit model, the second is the … in-sample period 1913-2005 and we test the models in the out-of sample period 2006-2009. The estimation results indicate …
Persistent link: https://www.econbiz.de/10012972310
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Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA
Giovanis, Eleftherios - 2016
In this study two approaches are applied for the prediction of the economic recession or expansion periods in USA. The … of the two approaches is evaluated during the out-of sample period 2007-2010. The estimation results show that the ANFIS …
Persistent link: https://www.econbiz.de/10014172190
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Academic ranking scales in economics : prediction and imputation
Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang - 2016
Publications are a vital element of any scientist’s career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...
Persistent link: https://www.econbiz.de/10011459002
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Bayesian rank selection in multivariate regression
Jiang, Bin; Panagiotelis, Anastasios; Athanasopoulos, George - 2016
Persistent link: https://www.econbiz.de/10011781655