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Theoretische und empirische Aspekte der Prognose wichtiger makroökonomischer Größen

Lang, Carsten - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003191630

Prognose von Firmennachfragereihen anhand von dynamischen Regressionen mit Surveydaten

Stock, Kurt - 1998

Persistent link: https://www.econbiz.de/10001390869

Improving the Reliability of Real-Time Hodrick-Prescott Filtering Using Survey Forecasts

Galimberti, Jaqueson Kingeski - 2014

Measuring economic activity in real-time is a crucial issue in applied research and in the decision-making process of policy makers; however, it also poses intricate challenges to statistical filtering methods that are built to operate optimally under the auspices of an infinite number of...

Persistent link: https://www.econbiz.de/10013050921

Forecast with forecasts : diversity matters

Kang, Yanfei; Cao, Wei; Petropoulos, Fotios; Li, Feng - In: European journal of operational research : EJOR 301 (2022) 1, pp. 180-190

Persistent link: https://www.econbiz.de/10013207367

Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - 2020

uncertainty of a combined forecast should be interpreted as that of a typical forecaster randomly drawn from the pool. With a … the disagreement among the forecasters plus the volatility of the common shock. Using new statistics to test for the … some previously used measures significantly underestimate the conceptually correct benchmark forecast uncertainty. …

Persistent link: https://www.econbiz.de/10012405456

Forecasting daily electricity prices with monthly macroeconomic variables

Foroni, Claudia; Ravazzolo, Francesco; Rossini, Luca - 2019

We analyse the importance of macroeconomic information, such as industrial production index and oil price, for forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed-frequency models, introducing a Bayesian approach to reverse...