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Application of Markov Model in Crude Oil Price Forecasting
Isah, Nuhu - 2017
produce accurate forecast based on a description of history patterns in crude oil prices …
Persistent link: https://www.econbiz.de/10012949625
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Budgetary policy and unemployment dynamics
Kaas, Leo; Thadden, Leopold von - 2001
Wir betrachten ein dynamisches allgemeines Gleichgewichtsmodell mit kollektiven Lohnverhandlungen am Arbeitsmarkt und …
Persistent link: https://www.econbiz.de/10011419352
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
react in a timely fashion to changes in the environment, leading to real-time forecast improvements relative to other … methods of density forecast combination, such as Bayesian model averaging, optimal (static) pools, and equal weights. We show …
Persistent link: https://www.econbiz.de/10010414783
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
react in a timely fashion to changes in the environment, leading to real-time forecast improvements relative to other … methods of density forecast combination, such as Bayesian model averaging, optimal (static) pools, and equal weights. We show …
Persistent link: https://www.econbiz.de/10013044329
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
environment, leading to real-time forecast improvements relative to other methods of density forecast combination, such as …
Persistent link: https://www.econbiz.de/10013046125
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Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts
Jivraj, Farouk - 2017
's information set for the myopic stock-bond portfolio. In-sample I find that the best forecast of the volatility and correlation is …
Persistent link: https://www.econbiz.de/10012975364
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Essays in open economy macroeconomics
Frois, Christian David - 2000
Persistent link: https://www.econbiz.de/10001613620
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Granger Predictability of Oil Prices after the Great Recession
Benk, Szilard - 2019
Real oil prices surged from 2009 through 2014, comparable to the 1970's oil shock period. Standard explanations based on monopoly markup fall short since inflation remained low after 2009. This paper contributes strong evidence of Granger (1969) predictability of nominal factors to oil prices,...
Persistent link: https://www.econbiz.de/10012858386
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The global economy and the euro area : weak international trade, robust domestic demand : DIW economic outlook
Michelsen, Claus; Baldi, Guido; Dany-Knedlik, Geraldine; … - In: DIW weekly report : economy, politics, science : a … 9 (2019) 11/12, pp. 100-101
, particularly affected by foreign trade. DIW Berlin’s forecast indicates global economic growth of 3.7 percent for 2019 and 3 … situation in Italy are causing uncertainty. Against this backdrop, monetary policy is likely to be expansionary in the forecast …
Persistent link: https://www.econbiz.de/10011992301
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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841