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Can forecast errors predict financial crises? : exploring the properties of a new multivariate credit gap
Afanasyeva, Elena - 2020 - This version: May 15, 2020
Persistent link: https://www.econbiz.de/10012388658
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Historical patterns of inequality and productivity around financial crises
Paul, Pascal - In: Journal of money, credit and banking : JMCB 55 (2023) 7, pp. 1641-1665
Persistent link: https://www.econbiz.de/10014436087
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Predicting financial crises with machine learning methods
Liu, Lanbiao; Chen, Chen; Wang, Bo - In: Journal of forecasting 41 (2022) 5, pp. 871-910
Persistent link: https://www.econbiz.de/10013287882
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Systemic bias of IMF reserve and debt forecasts for program countries
Eicher, Theo S.; Kawai, Reina - In: International journal of forecasting 40 (2024) 3, pp. 985-1001
Persistent link: https://www.econbiz.de/10014547232
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Zur Prognose der Lebenserwartung in Deutschland: Ein Vergleich verschiedener Verfahren
Hansen, Hendrik; Pflaumer, Peter - In: AStA Wirtschafts- und Sozialstatistisches Archiv 5 (2011) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10009396983
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Oil and Product Price Dynamics in International Petroleum Markets
Lanza, Alessandro; Manera, Matteo; Giovannini, Massimo - 2003
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10011325123
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Dynamic prediction pools: An investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10011340986
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Long-run forecasting in multicointegrated systems
Engsted, Tom; Siliverstovs, Boriss; Haldrup, Niels - 2003
We extend the analysis of Christoffersen and Diebold (1998) on long-run forecasting in cointegrated systems to …, this new loss function entails high and increasing forecasting gains compared to both the standard MSFE criterion and …
Persistent link: https://www.econbiz.de/10010260703
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Financial professionals' overconfidence: Is it experience, job, or attitude?
Gloede, Oliver; Menkhoff, Lukas - 2009
This paper examines financial professionals' overconfidence in their forecasting performance. We are the first to … compare individual financial professionals' self-ratings with their true forecasting performance. Data spans several years at … attitude to herd, whereas recent forecasting success comes along with more overconfidence. …
Persistent link: https://www.econbiz.de/10010270051
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A First Look on the New Halle Economic Projection Model
Giesen, Sebastian; Holtemöller, Oliver; Scharff, Juliane; … - 2010
In this paper we develop a small open economy model explaining the joint determination of output, inflation, interest rates, unemployment and the exchange rate in a multi-country framework. Our model - the Halle Economic Projection Model (HEPM) - is closely related to studies recently published...
Persistent link: https://www.econbiz.de/10010271586