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Forecasting nonlinear aggregates and aggregates with time-varying weights

Luetkepohl, Helmut - 2010

Despite the fact that many aggregates are nonlinear functions and the aggregation weights of many macroeconomic aggregates are time-varying, much of the literature on forecasting aggregates considers the case of linear aggregates with fixed, time-invariant aggregation weights. In this study a...

Persistent link: https://www.econbiz.de/10010270456

Evaluating the forecasting performance of GARCH models using White´s Reality Check

Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. - 2002

Persistent link: https://www.econbiz.de/10011807281

How do less advanced forecasting methods perform on weekly RevPAR in different forecasting horizons following the recession?

Zheng, Tianshu; Bloom, Barry A. N.; Wang, Xiaofang; … - In: Tourism analysis : an interdisciplinary tourism & … 17 (2012) 4, pp. 459-472

Persistent link: https://www.econbiz.de/10009688857

Estimation bias and feasible conditional forecasts from the first-order moving average model

Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80

Persistent link: https://www.econbiz.de/10010225248

New forecasting insights on the bullwhip effect in a supply chain

Najafi, Mehdi; Farahani, Reza Zanjirani - In: IMA journal of management mathematics 25 (2014) 3, pp. 259-286

Persistent link: https://www.econbiz.de/10010387735

Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Sbrana, Giacomo; Silvestrini, Andrea - 2013

Persistent link: https://www.econbiz.de/10010351108

Random switching exponential smoothing and inventory forecasting

Sbrana, Giacomo; Silvestrini, Andrea - 2014

Persistent link: https://www.econbiz.de/10011528919

A comparative evaluation of intermittent demand forecasting with updated smoothing constants

Lindsey, Matthew; Pavur, Robert J. - In: Advances in business and management forecasting 11 (2016), pp. 39-47

Persistent link: https://www.econbiz.de/10011535396

Cash flow forecast for South African firms

Li, Yun; Moutinho, Luiz; Opong, Kwaku K.; Pang, Yang - In: Review of development finance 5 (2015) 1, pp. 24-33

Persistent link: https://www.econbiz.de/10011447220

Forecasting aggregate demand : analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of production economics 146 (2013) 1, pp. 185-198

Persistent link: https://www.econbiz.de/10010221643

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