Showing 1 - 10 of 1,238
five major OECD countries, namely United States, Germany, United Kingdom, The Netherlands and Japan, the other forecasting … relevant for forecasting 12 months ahead. …
Persistent link: https://www.econbiz.de/10011377250
Bayesian vector autoregressive (BVAR) models are developed to forecast industry employment for a resource-based economy. Two different types of input-output (I-O) information are used as priors: (i) a reduced-form I-O relationship and (ii) an economic-base version of the I-O information....
Persistent link: https://www.econbiz.de/10010547715
This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices in Norway. The framework combines quantile regressions using a broad set of uncertainty indicators with a skewed t-distribution, allowing for time-variation and asymmetry in the...
Persistent link: https://www.econbiz.de/10014313751
reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat native … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …
Persistent link: https://www.econbiz.de/10010498976
are particularly interested in dynamic asymmetries in unemployment rates and the forecasting performance of different … global financial crisis. We find that forecasting ability of the models depends on the forecasting horizon as well as on the …
Persistent link: https://www.econbiz.de/10012972702
between migration and fertility into a forecasting model. Next to the detailed and stochastic quantification of age …
Persistent link: https://www.econbiz.de/10011722114
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …
Persistent link: https://www.econbiz.de/10011883796
A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …
Persistent link: https://www.econbiz.de/10011771633
The Case-Shiller is the reference repeat-sales index for the U.S. residential real estate market, yet it is released with a two-month delay. We find that incorporating recent information from 71 financial and macro predictors improves backcasts, now-casts, and short-term forecasts of the index...
Persistent link: https://www.econbiz.de/10012487889
of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …
Persistent link: https://www.econbiz.de/10011774178