Similar Search Results - EconBiz

Forecasting with many predictors : is boosting a viable alternative?

Buchen, Teresa; Wohlrabe, Klaus - 2010

comparison methodology, we find that boosting is a serious competitor for forecasting US industrial production growth in the …This paper evaluates the forecast performance of boosting, a variable selection device, and compares it with the …

Persistent link: https://www.econbiz.de/10008757436

Time series prognostication models applied to the US dollar and the Japanes yen

Arize, Augustine Chuck; Berendt, Charles J.; … - In: The international journal of finance 27 (2015) 4, pp. 501-516

Persistent link: https://www.econbiz.de/10011718643

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...

Persistent link: https://www.econbiz.de/10011489395

Do oil prices and exchange rates affect the US stock market? : new evidence from the asymmetric cointegration approach

Panagiotis, Rafailidis; Constantinos, Katrakilidis - In: Bulletin of applied economics 8 (2022) 2, pp. 147-161

Persistent link: https://www.econbiz.de/10013271161

Exchange rates and fundamentals : footloose or evolving relationship

Sarno, Lucio; Valente, Giorgio - 2008

Persistent link: https://www.econbiz.de/10003639612

Exchange rates and fundamentals : footloose or evolving relationship?

Sarno, Lucio; Valente, Giorgio - In: Journal of the European Economic Association 7 (2009) 4, pp. 786-830

Persistent link: https://www.econbiz.de/10003991826

Conditional forecast selection from many forecasts : an application to the Yen/Dollar exchange rate

Kawakami, Kei - In: Journal of the Japanese and international economies : … 28 (2013), pp. 1-18

Persistent link: https://www.econbiz.de/10009758103

Conditional forecast selection from many forecasts : an application to the Yen/Dollar exchange rate

Kawakami, Kei - 2013

Persistent link: https://www.econbiz.de/10009687051

Exchange rates and fundamentals : evidence on the economic value of predictability

Abhyankar, Abhay; Sarno, Lucio; Valente, Giorgio - In: Journal of international economics 66 (2005) 2, pp. 325-348

Persistent link: https://www.econbiz.de/10002961971

Bayesian model averaging and exchange rate forecasts

Wright, Jonathan H. - 2003

Persistent link: https://www.econbiz.de/10001798630

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