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Vector-Autoregression Approach to Forecast Italian Imports

Pappalardo, Carmine; Piras, Gianfranco - Istituto Nazionale di Statistica (ISTAT) - 2004

forecasting ability has been compared to that of a linear univariate benchmark (ARIMA) model. Main forecast diagnostics have been …

Persistent link: https://www.econbiz.de/10005449468

Bayesian compressed vector autoregressions

Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - In: Journal of econometrics 210 (2019) 1, pp. 135-154

Persistent link: https://www.econbiz.de/10012303386

Financial returns, sentiment and market volatility : a dynamic assessment

Borgioli, Stefano; Gallo, Giampiero M.; Ongari, Chiara - 2024 - Prima edizione

Persistent link: https://www.econbiz.de/10015099202

Forecasting the Colombian unemployment rate using labour force flows

Lasso-Valderrama, Francisco; Zárate-Solano, Héctor M. - 2019

Persistent link: https://www.econbiz.de/10012126172

A scoring rule for factor and autoregressive models under misspecification

Casarin, Roberto; Corradin, Fausto; Ravazzolo, Francesco; … - 2018

Persistent link: https://www.econbiz.de/10011956868

Forecasting with specification‐switching VARs

Hwang, Youngjin - In: Journal of forecasting 36 (2017) 5, pp. 581-596

Persistent link: https://www.econbiz.de/10011860701

Estimation and forecasting using mixed-frequency DSGE models

Meyer-Gohde, Alexander; Shabalina, Ekaterina - 2022

higher frequency auxiliary data only for forecasting (see Giannone, Monti and Reichlin (2016)). The second method transforms … our method substantially decreases forecasting errors for recessions, but casting the model in a monthly frequency …

Persistent link: https://www.econbiz.de/10013465707

FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series

Barigozzi, Matteo; Cho, Haeran; Owens, Dom - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 890-902

Persistent link: https://www.econbiz.de/10015053503

The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic

Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - In: Journal of forecasting 43 (2024) 4, pp. 1018-1041

Persistent link: https://www.econbiz.de/10014554059

Forecasting house prices through credit conditions : a Bayesian approach

Drift, Rosa van der; Haan, Jan de; Boelhouwer, Peter J. - In: Computational economics 64 (2024) 6, pp. 3381-3405

Persistent link: https://www.econbiz.de/10015144241