Narrow search
Showing 1 - 10 of 926
Cover Image
Modeling and forecasting currency in circulation for liquidity management in Nigeria
Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the …
Persistent link: https://www.econbiz.de/10011474285
Cover Image
Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder - 2014
survey expectations data in forecasting. …
Persistent link: https://www.econbiz.de/10010464269
Cover Image
Time series modeling and forecasting inflation : evidence from Nigeria
Kelikume, Ikechukwu; Salami, Adedoyin - In: The international journal of business and finance … 8 (2014) 2, pp. 41-51
Persistent link: https://www.econbiz.de/10010222062
Cover Image
The COVID-19 shock and challenges for time series models
Bobeica, Elena; Hartwig, Benny - 2021
notably with the pandemic. In a VAR, allowing the errors to have a distribution with fatter tails than the Gaussian one equips … the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional …
Persistent link: https://www.econbiz.de/10012519429
Cover Image
Predictive performance of mixed-frequency nowcasting and forecasting models : (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - 2020 - Revised August 16, 2020
Persistent link: https://www.econbiz.de/10012299273
Cover Image
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco - In: International journal of forecasting 35 (2019) 2, pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Cover Image
Forecasting with specification‐switching VARs
Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596
Persistent link: https://www.econbiz.de/10011860701
Cover Image
Predictive performance of mixed-frequency nowcasting and forecasting models (with application to Philippine inflation and GDP growth)
Mariano, Roberto S.; Özmucur, Süleyman - In: Journal of quantitative economics 19 (2021), pp. 383-400
Persistent link: https://www.econbiz.de/10013441733
Cover Image
Modelling persistent stationary processes in continuous time
Jeong, Minsoo - In: Economic modelling 109 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Cover Image
Forecasting agricultural price volatility of some export crops in Egypt using ARIMA/GARCH model
Agbo, Hanan Mahmoud Sayed - In: Review of economics and political science : REPS 8 (2023) 2, pp. 123-133
Purpose: This study focuses on forecasting the price of the most important export crops of vegetables and fruits in … used instead. The GARCH (1,1) is found to be a better model in forecasting price of potatoes. Originality/value: The study … food in these economies, so forecasting agricultural prices is a substantial requirement for drawing up many economic plans …
Persistent link: https://www.econbiz.de/10014279456