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Skriner, Edith - 2007

The theory suggests that investment activities and monetary policy influence the development of the global business cycle. The oil price and other raw material prices also play a key role in the economic development and there is a comovement among oil consumption and global output. Therefore,...

Persistent link: https://www.econbiz.de/10011347054

Forecasting inflation in Argentina : a comparison of different models

D'Amato, Laura; Aguirre, Maximiliano Gómez; Garegnani, … - 2018 - First draft: July 2018

In general, central banks are concerned with keeping the inflation rate stable while also sustaining output close to an efficient level. Under "inflation targeting", forecasts of the evolution of the general price level are an essential input for policy decisions and these are usually released...

Persistent link: https://www.econbiz.de/10011880436

Forecasting inflation expectations from the CESifo World Economic Survey : an empirical application in inflation targeting countries

Zárate-Solano, Héctor M.; Zapata-Sanabria, Daniel R. - 2018

The purpose of this paper is twofold. First, we evaluate the responses to the questions on inflation expectations in the World Economic Survey for sixteen inflation targeting countries. Second, we compare inflation expectation forecasts across countries by using a two-step approach that selects...

Persistent link: https://www.econbiz.de/10011913189

Forecasting economic activity using a neural network in uncertain times : Monte Carlo evidence and application to the German GDP

Holtemöller, Oliver; Kozyrev, Boris - Leibniz-Institut für Wirtschaftsforschung Halle - 2024

In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN). We provide evidence from Monte Carlo simulations for the relative forecast performance of GRNN depending on the data-generating process. We show that GRNN outperforms an...

Persistent link: https://www.econbiz.de/10014496850

Forecasting the sectoral GVA of a small spanish region

Lampis, Federico - In: Economics and Business Letters : EBL 5 (2016) 2, pp. 38-44

Our main goal in this paper is to evaluate the point forecasting accuracy of several time series econometric models when applied to a small Spanish region. The variable of interest is the sectoral GVA of the Basque Country. The results support the use of causal models, which outperform...

Persistent link: https://www.econbiz.de/10011573200

Construction and visualization of optimal confidence sets for frequentist distributional forecasts

Harris, David; Martin, Gael M.; Perera, Indeewara; … - 2017

Persistent link: https://www.econbiz.de/10011782085

Reducing transaction costs using intraday forecasts of limit order book slopes

Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021

Persistent link: https://www.econbiz.de/10012615644

Forecasting DAX volatility: a comparison of time series models and implied volatilities

Weiß, Harald - 2016

Persistent link: https://www.econbiz.de/10012439730

Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches

Canarella, Giorgio - 2020

This paper estimates the complete historical US price data by employing a relatively new statistical methodology based on long memory. We consider, in addition to the standard case, the possibility of nonlinearities in the form of nonlinear deterministic trends as well as the possibility that...

Persistent link: https://www.econbiz.de/10012854954

A Survey of Alternative Measures of Macroeconomic Uncertainty : Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?

David, Alexander; Veronesi, Pietro - 2022

creation, as well as in explaining fluctuations in stock-market and Treasury bond market volatility. In general, we find that …'s stock market volatility performing the best on several (but not all) dimensions. Their learning-based model's volatility … volatile than the David and Veronesi (2013) stock market volatility …

Persistent link: https://www.econbiz.de/10013294567

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