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Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US
Cardani, Roberta; Paccagnini, Alessia; Villa, Stefania - Dipartimento di Economia, Metodi Quantitativi e … - 2015
This paper examines the forecasting performance of DSGE models with and without banking intermediation for the US … forecasting horizon/period. To interpret this finding it is crucial to take into account parameters instabilities showed by a … forecasting performance of output and inflation in the recent period. …
Persistent link: https://www.econbiz.de/10011165203
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Forecasting Profitability
Rosenzweig, Mark; Udry, Christopher - eSocialSciences - 2013
Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].
Persistent link: https://www.econbiz.de/10010945552
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Are some forecasters really better than others?
D'Agostino, Antonello; McQuinn, Kieran; Whelan, Karl - 2010
In any dataset with individual forecasts of economic variables, some forecasters will perform better than others. However, it is possible that these ex post differences reflect sampling variation and thus overstate the ex ante differences between forecasters. In this paper, we present a simple...
Persistent link: https://www.econbiz.de/10010292810
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An examination of the IFS corporation tax forecasting record
Basu, Suman; Emmerson, Carl; Frayne, Christine - 2003
This paper examines the corporation tax forecasting techniques used by the Institute for Fiscal Studies. For current … forecasts. In the short term inaccuracies in the modelling process are found to be more important than errors in forecasting …
Persistent link: https://www.econbiz.de/10010293091
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Biofuels and food prices: Searching for the causal link
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2013
We analyze the relationship between the prices of ethanol, agricultural commodities and livestock in Nebraska, the U.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and the other commodities. The analysis takes possible...
Persistent link: https://www.econbiz.de/10010294304
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Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
Lux, Thomas; Kaizoji, Taisei - 2006
-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010294979
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The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas - 2004
Bayesian forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of … leads to gains in forecasting accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295106
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Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models
Lux, Thomas; Kaizoji, Taisei - 2004
-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010295136
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The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility
Lux, Thomas - 2006
forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of volatility … leads to gains in forecasting accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295151
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Forecasting with panel data
Baltagi, Badi H. - 2006
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …
Persistent link: https://www.econbiz.de/10010295814