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2016-2017 Forecast : Russia's Recession Continues

Drobyshevsky, Sergey - 2016

Preliminary data on Russia's economic results of 2015, as well as the current trends in the global energy market, give … grounds for revising down possible scenarios for Russia's economy in 2016-2017. For instance, a scenario of yearly average oil … prices staying at $35 a barrel in 2016 is now the baseline scenario, whereas $50 a barrel is considered optimistic (Russia …

Persistent link: https://www.econbiz.de/10012998564

Small area estimation-based prediction methods to track poverty : validation and applications

Christiaensen, Luc J.; Lanjouw, Peter; Luoto, Jill; … - In: Journal of economic inequality 10 (2012) 2, pp. 267-297

Persistent link: https://www.econbiz.de/10009625916

The Importance of Being Informed : Forecasting Market Risk Measures for the Russian RTS Index Future Using Online Data and Implied Volatility Over Two Decades

Fantazzini, Dean - 2019

This paper focuses on the forecasting of market risk measures for the Russian RTS index future, and examines whether augmenting a large class of volatility models with implied volatility and Google Trends data improves the quality of the estimated risk measures. We considered a time sample of...

Persistent link: https://www.econbiz.de/10012863016

Disinflation and reliability of underlying inflation measures

Deriugina, Elena; Ponomarenko, Alexey - In: Central European journal of economic modelling and … 12 (2020) 1, pp. 91-111

Persistent link: https://www.econbiz.de/10012294689

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - 1999

Persistent link: https://www.econbiz.de/10001395202

An empirical analysis for the prediction of a financial crisis in Turkey through the use of forecast error measures

Cavdar, Seyma Caliskan; Aydin, Alev Dilek - In: Journal of risk and financial management : JRFM 8 (2015) 3, pp. 337-354

In this study, we try to examine whether the forecast errors obtained by the ANN models affect the breakout of financial crises. Additionally, we try to investigate how much the asymmetric information and forecast errors are reflected on the output values. In our study, we used the exchange rate...

Persistent link: https://www.econbiz.de/10011545129

Nowcasting and placecasting entrepreneurial quality and performance

Guzman, Jorge; Stern, Scott - 2015

Persistent link: https://www.econbiz.de/10010496179

Reliable real-time output gap estimates based on a modified Hamilton filter

Quast, Josefine; Wolters, Maik H. - 2020

We propose a simple modification of Hamilton’s (2018) time series filter that yields reliable and economically meaningful real-time output gap estimates. The original filter relies on 8 quarter ahead forecast errors of a simple autoregression of real GDP. While this approach yields a cyclical...

Persistent link: https://www.econbiz.de/10012233667

Measuring macroeconomic uncertainty : a cross-country analysis

Dibiasi, Andreas; Sarferaz, Samad - 2020

This paper constructs internationally consistent measures of macroeconomic uncertainty. Our econometric framework extracts uncertainty from revisions in data obtained from standardized national accounts. Applying our model to quarterly post-WWII real-time data, we estimate macroeconomic...

Persistent link: https://www.econbiz.de/10012228723

Nowcasting and placecasting entrepreneurial quality and performance

Guzman, Jorge; Stern, Scott - In: Measuring entrepreneurial businesses : current …, (pp. 63-109). 2017

Persistent link: https://www.econbiz.de/10011725625

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