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The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
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Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general …. In Bayesian forecasting, one simply takes a subset of the unknown quantities to be future values of some variables of … interest. This chapter presents the principles of Bayesian forecasting, and describes recent advances in computational …
Persistent link: https://www.econbiz.de/10014023705
We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...
Persistent link: https://www.econbiz.de/10010316078
This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …
Persistent link: https://www.econbiz.de/10010276165
This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …
Persistent link: https://www.econbiz.de/10010276180
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692
Persistent link: https://www.econbiz.de/10014288356
This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …
Persistent link: https://www.econbiz.de/10011450047
The purpose of this paper is to forecast housing prices in Ankara, Turkey using the artificial neural networks (ANN) approach. The data set was collected from one of the biggest real estate web pages during April 2013. A three-layer (input layer - one hidden layer - output layer) neural network...
Persistent link: https://www.econbiz.de/10012116799