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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a … small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short …
Persistent link: https://www.econbiz.de/10009735355
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The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan; Gupta, Rangan; Wohar, Mark E. - In: Applied economics 52 (2020) 5, pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
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Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele - In: Journal of forecasting 34 (2015) 8, pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
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Spatial econometric models averaging
Parent, Oliver; Lesage, James P. - In: Handbook of applied spatial analysis : software tools, …, (pp. 435-460). 2010
Persistent link: https://www.econbiz.de/10003969516
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The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121
Persistent link: https://www.econbiz.de/10011729092
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Regression forecast modelling : a case study
Doherty, A. Noel; Lu, F. Victor - In: Advances in business and management forecasting 3 (2002), pp. 145-154
Persistent link: https://www.econbiz.de/10003751154
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan - In: Journal of economic dynamics & control 157 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837