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Adaptive learning forecasting, with applications in forecasting agricultural prices

Kyriazi, Foteini; Thomakos, Dimitrios D.; Guerard, John … - In: International journal of forecasting 35 (2019) 4, pp. 1356-1369

Persistent link: https://www.econbiz.de/10012305340

Distance-based nearest neighbour forecasting with application to exchange rate predictability

Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490

Persistent link: https://www.econbiz.de/10012314033

Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators

Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...

Persistent link: https://www.econbiz.de/10012214684