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Consumer Confidence and Consumption in Sweden
Berg, Lennart; Bergstrom, Reinhold - 1997
The role of confidence indices in explaining consumption growth in Sweden during the period 1975-94 is analyzed in this … paper. We first analyzed which variables influence the levels of the confidence indices. Two important such factors are … models that are considered, an Euler equation and a solved-out consumption model. In the latter model, the confidence index …
Persistent link: https://www.econbiz.de/10014209596
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Disentangling political and institutional determinants of budget forecast errors : a comparative approach
Boukari, Mamadou; Veiga, Francisco - In: Journal of comparative economics : the journal of the … 46 (2018) 4, pp. 1030-1045
Persistent link: https://www.econbiz.de/10012109517
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On the accuracy of the probability method for quantifying beliefs about inflation
Maag, Thomas - 2009
This paper assesses the probability method for quantifying EU consumer survey data on perceived and expected inflation. Based on household level data from the Swedish consumer survey that asks for both qualitative and quantitative responses, it is found that the theoretical assumptions of the...
Persistent link: https://www.econbiz.de/10003909619
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Multi-agent-based VaR forecasting
Tubbenhauer, Tobias; Fieberg, Christian; Poddig, Thorsten - In: Journal of economic dynamics & control 131 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012818249
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An agent-based model to forecast the inflation rate in the eurozone : incorporating microfoundations into complex behavioral models
Santos, Juan Luis; Kaszowska, Jagoda Anna; Mancha … - In: Applied behavioral economics research and trends, (pp. 72-92). 2017
Persistent link: https://www.econbiz.de/10012267579
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Assessment of policies using the "core" and "periphery" macroeconomic models in the post-crisis environment
Kaszowska, Jagoda; Santos, Juan Luis; Pablo-Martí, Federico - In: Argumenta oeconomica 42 (2019) 1, pp. 185-212
Persistent link: https://www.econbiz.de/10012284831
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The merge of two worlds : integrating artificial neural networks into agent-based electricity market simulation
Fraunholz, Christoph; Kraft, Emil; Keles, Dogan; … - 2020
Machine learning and agent-based modeling are two popular tools in energy research. In this article, we propose an innovative methodology that combines these methods. For this purpose, we develop an electricity price forecasting technique using artificial neural networks and integrate the novel...
Persistent link: https://www.econbiz.de/10012285555
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Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; … - 2020
reach user-specified statistical confidence, and (v) automatically performs a variety of statistical tests. In particular …
Persistent link: https://www.econbiz.de/10012308914
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Rising to the challenge : Bayesian estimation and forecasting techniques for macroeconomic agent-based models
Delli Gatti, Domenico; Grazzini, Jakob - 2019
We propose two novel methods to "bring ABMs to the data". First, we put forward a new Bayesian procedure to estimate the numerical values of ABM parameters that takes into account the time structure of simulated and observed time series. Second, we propose a method to forecast aggregate time...
Persistent link: https://www.econbiz.de/10012119860
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Market Stability with Machine Learning Agents
Georges, Christophre - 2020
We consider the effect of adaptive model selection and regularization by agents on price volatility and market stability in a simple agent-based model of a financial market. The agents base their trading behavior on forecasts of future returns, which they update adaptively and asynchronously...
Persistent link: https://www.econbiz.de/10012849509