Similar Search Results

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367

Persistent link: https://www.econbiz.de/10010256842

Bayesian median autoregression for robust time series forecasting

Zeng, Zijian; Li, Meng - In: International journal of forecasting 37 (2021) 2, pp. 1000-1010

Persistent link: https://www.econbiz.de/10012794774

Out-of-sample forecasting of foreign exchange rates : the band spectral regression and LASSO

Wada, Tatsuma - In: Journal of international money and finance 128 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013438380

Bayesian model averaging and principal component regression forecasts in a data rich environment

Ouysse, Rachida - In: International journal of forecasting 32 (2016) 3, pp. 763-787

Persistent link: https://www.econbiz.de/10011621808

Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time

Antonio Liedo, David de; Fernández Muñoz, Elena - In: International journal of computational economics and … 7 (2017) 1/2, pp. 5-42

Persistent link: https://www.econbiz.de/10011713547

Macroeconomic forecasting for Australia using a large number of predictors

Jiang, Bin; Athanasopoulos, George; Hyndman, Rob J.; … - 2016

Persistent link: https://www.econbiz.de/10011781960

Macroeconomic forecasts in models with Bayesian averaging of classical estimates

Białowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Contemporary economics 6 (2012) 1, pp. 60-69

The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators...

Persistent link: https://www.econbiz.de/10009767634

Forecasting using a large number of predictors : Bayesian model averaging versus principal components regression

Ouysse, Rachida - 2013

Persistent link: https://www.econbiz.de/10009775588

Forecasting with approximate dynamic factor models : the role of non-pervasive shocks

Luciani, Matteo - In: International journal of forecasting 30 (2013) 1, pp. 20-29

Persistent link: https://www.econbiz.de/10010243647

Comparison of Bayesian moving average and principal component forecasts for large dimensional factor models

Ouysse, Rachida - 2012

Persistent link: https://www.econbiz.de/10009678258

1
2
3
4
5
6
7
8
9
10
Next
Last