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Information Spillovers and Predictable Currency Returns : An Analysis via Machine Learning
Jia, Yuecheng - 2020
This paper employs the post — Least Absolute Shrinkage and Selection Operator (post — LASSO) to make rolling 1-month--ahead currency excess return forecasts using all other currencies' lagged forward discounts as candidate predictors. The trading strategy of buying (selling) quintile...
Persistent link: https://www.econbiz.de/10012850361
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Network-based prediction of financial cross-sector risk spillover in China : a deep learning approach
Tang, Pan; Xu, Wei; Wang, Haosen - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014534833
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An examination of the impact of economic policy on long-run economic growth : an application of a VECM structure to a middle-income context
Mariotti, Martine - In: The South African journal of economics 70 (2002) 4, pp. 688-724
Persistent link: https://www.econbiz.de/10001701163
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ERIS : a model prototype with endogenous technological change
Kypreos, Socrates (contributor) - In: International journal of global energy issues : IJGEI 14 (2000) 1/4, pp. 374-397
Persistent link: https://www.econbiz.de/10001603252
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Modeling uncertainty of induced technological change
Gritsevskyi, Andrii; Nakićenović, Nebojša - In: Energy policy 28 (2000) 13, pp. 907-921
Persistent link: https://www.econbiz.de/10001505890
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Bank of Finland's long-run forecast framework with human capital
Kokkinen, Arto; Obstbaum, Meri; Mäki-Fränti, Petri - 2021
. For this purpose, we develop a novel long-run forecast framework based on enodogenous growth theory with human and fixed …
Persistent link: https://www.econbiz.de/10012703120
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Merging macroeconomic and territorial determinants of regional growth : the MASST4 model
Capello, Roberta; Caragliu, Andrea - In: The annals of regional science : an international … 66 (2021) 1, pp. 19-56
Persistent link: https://www.econbiz.de/10012488753
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Endogenous vs exogenous instability : an out-of-sample comparison
Delli Gatti, Domenico; Gusella, Filippo; Ricchiuti, Giorgio - 2024
Persistent link: https://www.econbiz.de/10014540598
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Testing R&D-based endogenous growth models
Kruse-Andersen, Peter K. - In: Oxford bulletin of economics and statistics 85 (2023) 5, pp. 1083-1110
Persistent link: https://www.econbiz.de/10014362885
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Return predictability with endogenous growth
Bandi, Federico M.; Bretscher, Lorenzo; Tamoni, Andrea - In: Journal of financial economics 150 (2023) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10014462652