Showing 1 - 10 of 1,577
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692
This study analyses the performance of the International Monetary Fund (IMF) World Economic Outlook output forecasts for the world and for both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current year and the next year, we examine the...
Persistent link: https://www.econbiz.de/10011878368
This study analyzes the performance of the IMF World Economic Outlook forecasts for world output and the aggregates of both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current and the next year, we examine whether IMF forecasts can be...
Persistent link: https://www.econbiz.de/10010484392
This study analyzes the performance of the IMF World Economic Outlook forecasts for world output and the aggregates of both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current and the next year, we examine whether IMF forecasts can be...
Persistent link: https://www.econbiz.de/10010339046
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10011340986
pools, and use it to investigate the relative forecasting performance of dynamic stochastic general equilibrium (DSGE …
Persistent link: https://www.econbiz.de/10010414783
We operationalize the definition of systemic risk provided by the IMF, BIS, and FSB and derive testable hypotheses to identify indicators of systemic risk. We map these hypotheses into a two-stage hierarchical testing framework, combining insights from the early-warning literature on financial...
Persistent link: https://www.econbiz.de/10012234486
negative impact on the economic variables for the euro area. We also perform a forecasting analysis, where we assess the merits … of uncertainty indicators for forecasting industrial production, employment and the stock market, using different … models including the original financial uncertainty index in terms of forecasting. …
Persistent link: https://www.econbiz.de/10012792745
The Basel Committee on Banking Supervision (i.e. Basel I, II & III), the International Monetary Fund and the World Bank (i.e. Financial Sector Assessment Program), the World Trade Organization, the Bank for International Settlements, the US Federal Reserve, the European Central Bank, the...
Persistent link: https://www.econbiz.de/10012858055
The United States has turned into an anarchic Hobbesian in part triggered by; weakening dollar's natural pull as the main reserve currency; China's massive foreign reserves; fast rise of the renminbi; the failure attempts to dismantle gold and its readiness to reclaim a monetary role at the...
Persistent link: https://www.econbiz.de/10012837594