Similar Search Results

How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis

Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019

Persistent link: https://www.econbiz.de/10012244156

Exchange rate model approximation, forecast and sensitivity analysis by neural networks, case of Iran

Pedram, Mehdi; Ebrahimi, Maryam - In: Inventi impact: microfinance & banking (2015) 1, pp. 25-38

Persistent link: https://www.econbiz.de/10010514052

Exchange rate model approximation, forecast and sensitivity analysis by neural networks, case of Iran

Pedram, Mehdi; Ebrahimi, Maryam - In: Business and Economic Research : BER 4 (2014) 2, pp. 49-62

Persistent link: https://www.econbiz.de/10011343873

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2014

Persistent link: https://www.econbiz.de/10010359435

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013

This paper puts forward a Bayesian version of the global vector autoregressive model (B-GVAR) that accommodates international linkages across countries in a system of vec-tor autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...

Persistent link: https://www.econbiz.de/10011505823