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Modelling and simulation : an overview

McAleer, Michael; Chan, Felix; Oxley, Les - 2013

Persistent link: https://www.econbiz.de/10009765832

Inflation dynamics in the Netherlands : a linear and non-linear analysis and the influence of economic conditions

Ruth, Floris van - 2014

Persistent link: https://www.econbiz.de/10010393920

Lithuanian house price index: modelling and forecasting

Naruševičius, Laurynas; Ramanauskas, Tomas; … - 2019

Persistent link: https://www.econbiz.de/10012124823

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - 2014

able to provide more accurate forecasting results than linear models. Therefore, simple autoregressive processes are … observations and autoregression residuals. The proposed forecasting models are applied to a large set of macroeconomic and … autoregression residuals, are somewhat able to provide better forecasting results than simple linear models. Thus, it may be …

Persistent link: https://www.econbiz.de/10010434848

Data size requirement for forecasting daily crude oil price with neural networks

Aras, Serkan; Hamdi, Manel - In: Scientific Annals of Economics and Business 66 (2019) 3, pp. 363-388

Persistent link: https://www.econbiz.de/10012405854

Current and prospective estimate of counterparty risk through dynamic neural networks

Agnese, Alessio; Giribone, Pier Giuseppe; Querci, Francesca - In: Risk management magazine 17 (2022) 2, pp. 42-61

networks. The forecasting aspect in the calculation of such risk measure is becoming more and more important over time as …

Persistent link: https://www.econbiz.de/10013501084

Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models

Reikard, Gordon - In: International economic journal 37 (2023) 2, pp. 202-219

Persistent link: https://www.econbiz.de/10014295003

Forecasting realized volatility with machine learning : panel data perspective

Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271

Persistent link: https://www.econbiz.de/10014477028

Integrating with their feet : cross-border lending at the German-Austrian border

Fidrmuc, Jarko; Hainz, Christa - 2008

The current economic policy discussion on financial integration in the European Union concentrates on cross-border mergers. We study the impact of cross-border lending in a theoretical model where banks acquire either hard or soft information on borrowing firms and predict that the closer firms...

Persistent link: https://www.econbiz.de/10010343928

Sources of inflation and output fluctuations in Poland and Hungary : implications for full membership in the European Union

Dibooglu, Sel; Kutan, Ali Mustafa - 2001

This paper examines the sources of fluctuations in inflation and output in two leading transitioneconomy candidates for admission to the European Union (EU), Poland and Hungary. Using a rational expectations, dynamic open economy aggregate supply- aggregate demand model, we consider real oil...

Persistent link: https://www.econbiz.de/10010518135

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