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Bayesian forecasts combination to improve the Romanian inflation predictions based on econometric models
Bratu, Mihaela - In: UTMS journal of economics / University of Tourism and … 5 (2014) 2, pp. 131-140
There are many types of econometric models used in predicting the inflation rate, but in this study we used a Bayesian shrinkage combination approach. This methodology is used in order to improve the predictions accuracy by including information that is not captured by the econometric models....
Persistent link: https://www.econbiz.de/10010439151
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Sensitivity analysis of point forecasts in dynamic econometric models
Elker, Johann - 1986
Persistent link: https://www.econbiz.de/10000046890
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Comparison of Box-Jenkins and Bonn monetary model prediction performance
Bhattacharyya, Manmatha N. - 1980
Persistent link: https://www.econbiz.de/10000048511
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Bootstrappen ökonometrischer Mehrgleichungsmodelle : die rückwärtige Berechnung von Prognoseintervallen
Cronjäger, Anke - 1996
Persistent link: https://www.econbiz.de/10000923734
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Forecasting economic time series
Clements, Michael P.; Hendry, David F. - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000672571
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Model reliability
Belsley, David A. (ed.) - 1986
Persistent link: https://www.econbiz.de/10000692886
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Econometric model performance in forecasting and policy assessment
Spivey, Walter Allen; Wrobleski, William J. - 1979
Persistent link: https://www.econbiz.de/10000663332
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Forecasting volatility in the financial markets
Knight, John L. (contributor); Satchell, Stephen (contributor) - 1998
Persistent link: https://www.econbiz.de/10000666770
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011