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Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

The COVID-19 shock and challenges for time series models

Bobeica, Elena; Hartwig, Benny - 2021

the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional … notably with the pandemic. In a VAR, allowing the errors to have a distribution with fatter tails than the Gaussian one equips …

Persistent link: https://www.econbiz.de/10012519429

The COVID-19 shock and challenges for inflation modelling

Bobeica, Elena; Hartwig, Benny - In: International journal of forecasting 39 (2023) 1, pp. 519-539

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Blurred Crystal Ball: investigating the forecasting challenges after a great exogeneous shock

Aragão, Marcelo A. T. - 2021

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Evaluating forecast uncertainty with stochastic simulations

Steel, Daniel - 2021

Persistent link: https://www.econbiz.de/10013187810

Insight into predicted shocks in tourism : review of an ex-ante forecasting

Gricar, Sergej; Bojnec, Štefan; Baldigara, Tea - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17

The purpose of this paper is to provide an insight into the modelling and forecasting of unknown events or shocks that can affect international tourist arrivals. Time-dependence is vital for summarising scattered findings. The usefulness of econometric forecasting has been recently confirmed by...

Persistent link: https://www.econbiz.de/10013471450