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Understanding Diaspora Remittances Levels in Zimbabwe (2009-2020) including Future Forecasts Using ARIMA Technique (2020-2022)

Bonga, Wellington Garikai - 2021

towards infrastructure and industrial development. For Zimbabwe, there is a decline in diaspora remittances over the years … of Zimbabwe should work on policies that would encourage the Zimbabweans in the diaspora to remit more to their country …

Persistent link: https://www.econbiz.de/10013250194

A hybrid neural network GARCH approach to forecasting Zimbabwean inflation volatility

Chitambo, Nigel E. N.; Lee, Darren; Mataramvura, Sure - In: African finance journal 23 (2021) 1, pp. 56-73

Persistent link: https://www.econbiz.de/10012654658

Time Series Volatility Forecasting of the Zimbabwean Stock Exchange

Murekachiro, Dennis - 2016

models in the context of Zimbabwe stock market. Two different models were considered in this study. The volatility of the ZSE … a stock market average daily industrial index from Zimbabwe (ZSE index), a country not previously considered in the …

Persistent link: https://www.econbiz.de/10014034798

International tourist arrivals modelling and forecasting : a case of Zimbabwe

Makoni, Tendai; Mazuruse, Gideon; Nyagadza, Brighton - In: Sustainable technology and entrepreneurship 2 (2023) 1, pp. 1-8

Zimbabwe is blessed with tourist attractions that draw visitors from all over the world. However, there are no … this research is to model international tourist arrivals in Zimbabwe and develop a quantitative statistical model that can … be used to forecast future international tourist visitors. The Zimbabwe National Statistics Agency (ZIMSTAT) provided …

Persistent link: https://www.econbiz.de/10014226568

Constructing daily economic sentiment indices based on Google Trends

Eichenauer, Vera; Indergand, Ronald; Martínez, Isabel; … - 2020

Google Trends have become a popular data source for social science research. We show that for small countries or sub-national regions like U.S. states, underlying sampling noise in Google Trends can be substantial. The data may therefore be unreliable for time series analysis and is furthermore...

Persistent link: https://www.econbiz.de/10012239254

Toward a theory of evaluating predictive accuracy

Kunst, Robert M.; Jumah, Adusei - 2004

Persistent link: https://www.econbiz.de/10002433735

Forecasting Tail Risk Measures for Financial Time Series : An Extreme Value Approach With Covariates

James, Robert; Leung, Henry; Leung, Jessica Wai Yin; … - 2021

The paper develops a tail risk forecasting model that incorporates the wealth of economic and financial information available to risk managers. The approach can be viewed as a regularized extension of the two-stage GARCH-EVT model of McNeil and Frey (2000) where we permit a time-varying...

Persistent link: https://www.econbiz.de/10013214142

Toward a theory of evaluating predictive accuracy

Kunst, Robert M.; Jumah, Adusei - 2004

We suggest a theoretical basis for the comparative evaluation of forecasts. Instead of the general assumption that the data is generated from a stochastic model, we classify three stages of prediction experiments: pure non-stochastic prediction of given data, stochastic prediction of given data,...

Persistent link: https://www.econbiz.de/10009728977

Time scale evaluation of economic forecasts

Michis, Antonis A. - In: Economics letters 123 (2014) 3, pp. 279-281

Persistent link: https://www.econbiz.de/10010401387

Model-based measurement of latent risk in time series with applications

Bijleveld, Frits; Commandeur, Jacques Jean François; … - 2005

Persistent link: https://www.econbiz.de/10003248138