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, the signal accuracy and the correlation structure across signals, and analyze how time variation in these two properties …
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We compare the predictive performance in forecasting the onset of large scale political violence worldwide of five statistical models and three commonly used fragility/instability indices using PITF and UCDP data for the period 2000-2015. We find that the models typically outperform the rankings...
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This article presents the first ever ranking of professional forecasters based on the predictive power of the narrative of their regular research reports. The ranking is generated by applying the fully automated four-step procedure – called NLP-ForRank – developed in this article. The four...
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This paper contributes a multivariate forecasting comparison between structural models and Machine-Learning-based tools. Specifically, a fully connected feed forward nonlinear autoregressive neural network (ANN) is contrasted to a well established dynamic stochastic general equilibrium (DSGE)...
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