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Forecasting regional labour market developments under spatial heterogeneity and spatial autocorrelation
Longhi, Simonetta; Nijkamp, Peter - 2005
error models – to correct for misspecification due to neglected spatial autocorrelation in the data set. Our empirical …
Persistent link: https://www.econbiz.de/10011343272
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Forecasting spatially dependent origin and destination commodity flows
Lesage, James P.; Llano Verduras, Carlos - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1543-1562
Persistent link: https://www.econbiz.de/10010461898
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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Nowcasting BRIC+M in real time
Dahlhaus, Tatjana; Guénette, Justin-Damien; Vasishtha, … - 2015
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in...
Persistent link: https://www.econbiz.de/10011374171
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A survey of econometric methods for mixed-frequency data
Foroni, Claudia; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009763609
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A survey of econometric methods for mixed-frequency data
Foroni, Claudia; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009706152
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Understanding and Forecasting Stock Market Volatility Through Wavelet Decomposition, Statistical Learning and Econometric Methods
Ghosh, Indranil - 2017
Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...
Persistent link: https://www.econbiz.de/10012961341
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A Survey of Econometric Methods for Mixed-Frequency Data
Foroni, Claudia - 2014
The development of models for variables sampled at different frequencies has attracted substantial interest in the recent econometric literature. In this paper we provide an overview of the most common techniques, including bridge equations, Mixed Data Sampling (MIDAS) models, mixed frequency...
Persistent link: https://www.econbiz.de/10013063873
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Macroeconomic Survey Expectations
Clements, Michael P. - 2019
this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … perspective, surveys offer insight into how economic agents form their expectations. Michael Clements is Professor of Econometrics … Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and …
Persistent link: https://www.econbiz.de/10012396996
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Sluggish forecasts
Jain, Monica - 2018
Given the influence that agents' expectations have on key macroeconomic variables, it is surprising that very few papers have tried to extrapolate agents' "true" expectations directly from the data. This paper presents one such approach, starting with the hypothesis that there is sluggishness in...
Persistent link: https://www.econbiz.de/10011895035