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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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Predictive accuracy of experimental asset markets
Schmidt, Carsten - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001785058
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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Multifractal analysis and multiagent simulation for market crash prediction
Romanov, V.; Slepov, V.; Badrina, M.; Federyakov, A. - In: Computational finance and its applications III : …, (pp. 13-22). 2008
Persistent link: https://www.econbiz.de/10003713236
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Risk preference, forecasting accuracy and survival dynamics : simulations based on a multi-asset agent-based artificial stock market
Chen, Shu-Heng; Huang, Ya-chi - In: Journal of economic behavior & organization : JEBO 67 (2008) 3/4, pp. 702-717
Persistent link: https://www.econbiz.de/10003763555
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Stock market simulation using support vector machines
Rosillo, Rafael; Giner, Javier; Fuente, David de la - In: Journal of forecasting 33 (2014) 6, pp. 488-500
Persistent link: https://www.econbiz.de/10010426237
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Economic Forecasting with an Agent-Based Model
Poledna, Sebastian - 2020
We develop the first agent-based model (ABM) that can compete with and in the long run significantly outperform benchmark VAR and DSGE models in out-of-sample forecasting of macro variables. Our ABM for a small open economy uses micro and macro data from national sector accounts, input-output...
Persistent link: https://www.econbiz.de/10012846849
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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