Showing 1 - 10 of 13,696
Because of heterogeneity across regions, economic policy measures are increasingly targeted at the regional level. As a result, the need for economic forecasts at a sub-national level is rapidly increasing. The data available to compute regional forecasts is usually based on a pseudo-panel that...
Persistent link: https://www.econbiz.de/10011343272
This research uses annual time series data on CO2 emissions in India from 1960 to 2017, to model and forecast CO2 using the Box – Jenkins ARIMA approach. Our diagnostic tests indicate that India CO2 emission data is I (2). The study presents the ARIMA (2, 2, 0) model. The diagnostic tests...
Persistent link: https://www.econbiz.de/10014107716
This paper uses machine learning to improve the prediction of corporate emissions so that financial regulators and investors can make better decisions about climate transition risk. The need for predictions arises because only a subset of global companies report emissions. The novelty is to use...
Persistent link: https://www.econbiz.de/10014096534
We propose a model based on statistical learning techniques to predict unreported corporate greenhouse gas emissions, which generates considerably better results than existing approaches. The model uses one linear and one non-linear learners only, which reduces its complexity to the minimum...
Persistent link: https://www.econbiz.de/10013294349
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10009744107
Growth rate data that are collected incompletely in cross-sections is a quite frequent problem. Chow and Lin (1971) have developed a method for predicting unobserved disaggregated time series and we propose an extension of the procedure for completing cross-sectional growth rates similar to the...
Persistent link: https://www.econbiz.de/10009731953
Persistent link: https://www.econbiz.de/10012917179
In a rapidly changing environment, it becomes extremely important to anticipate future changes and developments. A key element of strategic action and policy-making is now to recognise the possibility of alternative futures, and to implement strategy that makes the best alternative possible. The...
Persistent link: https://www.econbiz.de/10013021671
We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and Financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...
Persistent link: https://www.econbiz.de/10012953086
We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and Financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...
Persistent link: https://www.econbiz.de/10012953166