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Best practices in demand forecasting: tests of Universalistic, contingency and configurational theories
Kalchschmidt, Matteo - Dipartimento di Ingegneria Gestionale, Università … - 2011
in different countries via the GMRG IV questionnaire. The impact of forecasting is studied in terms of operational …While the literature on demand forecasting has examined the best practices in the field, the interpretation and … forecasting problems, etc. Some other contributions have also taken a contingent approach, which states that best practices depend …
Persistent link: https://www.econbiz.de/10009001408
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Forecasting Profitability
Rosenzweig, Mark; Udry, Christopher - eSocialSciences - 2013
Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].
Persistent link: https://www.econbiz.de/10010945552
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Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan; Winker, Peter - 2012
Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to …
Persistent link: https://www.econbiz.de/10010291802
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The effects of Dollar/Sterling exchange rate volatility of futures markets for coffee and cocoa
Jumah, Adusei; Kunst, Robert M. - 1999
shown to be specific for commodity and market. A forecasting comparison on the basis of the identified models suggests that …
Persistent link: https://www.econbiz.de/10010291928
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The Chicago Fed DSGE Model
Brave, Scott A.; Campbell, Jeffrey R.; Fisher, Jonas D. M. - 2012
The Chicago Fed dynamic stochastic general equilibrium (DSGE) model is used for policy analysis and forecasting at the …
Persistent link: https://www.econbiz.de/10010292149
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Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.; Maheu, John M. - 2012
This paper proposes a Bayesian nonparametric modeling approach for the return distribution in multivariate GARCH models. In contrast to the parametric literature, the return distribution can display general forms of asymmetry and thick tails. An infinite mixture of multivariate normals is given...
Persistent link: https://www.econbiz.de/10010292242
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Decomposing changes in the aggregate labor force participation rate
Hotchkiss, Julie L. - 2009
This paper presents a simple methodology for decomposing changes in the aggregate labor force participation rate (LFPR) over time into demographic group changes in labor force participation behavior and in population share. The purpose is to identify the relative importance of behavioral changes...
Persistent link: https://www.econbiz.de/10010292316
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Forecasting European GDP using self-exciting threshold autoregressive models: A warning
Crespo-Cuaresma, Jesus - 2000
-term predictions. Due to the characteristics of the residuals, a bootstrapping method of forecasting was also used, yielding even …
Persistent link: https://www.econbiz.de/10010292409
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The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei; Kunst, Robert M. - 2001
in forecasting from using bivariate models remained small otherwise. …
Persistent link: https://www.econbiz.de/10010292735
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On mean reversion in real interest rates: An application of threshold cointegration
Jumah, Adusei; Kunst, Robert M. - 2002
Using data from Germany, Japan, UK, and the U.S., we explore possible threshold cointegration in nominal short- and long-run interest rates with corresponding inflation rates. Traditional cointegration implies perfect mean reversion in real rates and hence confirms the Fisher hypothesis....
Persistent link: https://www.econbiz.de/10010292774