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Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis
Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97
Persistent link: https://www.econbiz.de/10010442588
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Application of supervised machine learning techniques to forecast the COVID‑19 U.S. recession and stock market crash
Malladi, Rama K. - In: Computational economics 63 (2024) 3, pp. 1021-1045
Persistent link: https://www.econbiz.de/10014546241
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Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos; Hanias, Michael; Magafas, Lykourgos; … - In: Journal of risk 24 (2022) 5, pp. 33-49
Persistent link: https://www.econbiz.de/10014546349
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Financial stress and returns predictability : fresh evidence from China
Xu, Yongan; Liang, Chao; Wang, Jianqiong - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
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The failure to predict the Great Recession : the failure of academic economics? : a view focusing on the role of credit
Gadea Rivas, María Dolores; Pérez Quirós, Gabriel - 2012
Much has been written about why economists failed to predict the latest fi nancial and real crisis. Reading the recent literature, it seems that the crisis was so obvious that economists must have been blind when looking at data not to see it coming. In this paper, we analyze whether such claims...
Persistent link: https://www.econbiz.de/10012530408
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Which are the SIFIs? : a component expected shortfall approach to systemic risk
Banulescu, Georgiana-Denisa; Dumitrescu, Elena-Ivona - In: Journal of banking & finance 50 (2015), pp. 575-588
Persistent link: https://www.econbiz.de/10010510183
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Forecasting German car sales using Google data and multivariate models
Fantazzini, Dean; Toktamysova, Zhamal - In: International journal of production economics 170 (2015), pp. 97-135
Persistent link: https://www.econbiz.de/10011421805
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Heterogeneous agents, the financial crisis and exchange rate predictability
Buncic, Daniel; Piras, Gion Donat - 2014
Persistent link: https://www.econbiz.de/10011289493
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Forecasting with instabilities : an application to DSGE models with financial frictions
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - 2015
) models affects their forecasting performance. We apply this analysis to medium-scale DSGE models with and without financial … with financial frictions outperform in forecasting inflation but not the GDP growth rate. …
Persistent link: https://www.econbiz.de/10011349997
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Forecasting Portuguese GDP with factor models : pre- and post-crisis evidence
Dias, Francisco C.; Pinheiro, Maximiano; Rua, António - In: Economic modelling 44 (2015), pp. 266-272
Persistent link: https://www.econbiz.de/10011326229