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Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Dobrescu, Emilian - In: Journal for Economic Forecasting (2014) 4, pp. 5-21
Based on the 2012 Version of the Romanian Macromodel, the first section of this paper discusses the evolution of the Romanian economy in 2014. The previous simulations were revised taking into account the changes in the internal and external socio-economic conjuncture or in the available...
Persistent link: https://www.econbiz.de/10011122630
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The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
Stratan, Alexandru; Chistruga, Marcel - In: Journal for Economic Forecasting (2012) 2, pp. 68-84
Estimates of the macroeconomic indicators are carried out with an econometric model which tries to estimate the medium-term evolution of the Moldovan economy. The forecast takes into account the economic influence of the main economic partners of the Republic of Moldova and the internal...
Persistent link: https://www.econbiz.de/10010558792
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Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1976
economy are at first displayed. Afterwards, the inherent dynamic characteristics and the simulation properties of the six sets …
Persistent link: https://www.econbiz.de/10008498495
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Density forecasting for long-term peak electricity demand
Hyndman, Rob J; Fan, Shu - Department of Econometrics and Business Statistics, … - 2008
forecast the demand distributions using a mixture of temperature simulation, assumed future economic scenarios, and residual … bootstrapping. The temperature simulation is implemented through a new seasonal bootstrapping method with variable blocks. The …
Persistent link: https://www.econbiz.de/10005581135
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Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman; Urbach, Richard - 2013
importance of both choice of forecast or simulation horizon and choice between minimizing point or distribution based loss … measures. Our empirical analysis centers around the implementation of a series of simulation and prediction experiments, as … in setting U.S. monetary policy, and our simulation experiments are based on a comparison of simulated and historical …
Persistent link: https://www.econbiz.de/10010334249
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Real Exchange Rates and Switching Regimes
Bergman, U. Michael; Hansson, Jesper - 2000
We suggest that the real exchange rate between the major currencies in the post-Bretton Woods period can be described by a stationary, two state Markov switching AR(1) model. Based on the forecast performance, both in-sample and out-of-sample, we find that this model out-performs two competing...
Persistent link: https://www.econbiz.de/10013208399
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Real Exchange Rates and Switching Regimes
Bergman, U. Michael; Hansson, Jesper - Nationalekonomiska Institutionen, Ekonomihögskolan - 1999
We suggest that the real exchange rate between the major currencies in the post-Bretton Woods period can be described by a stationary, two state Markov switching AR(1) model. Based on the forecast performance, both in-sample and out-of-sample, we find that this model out-performs two competing...
Persistent link: https://www.econbiz.de/10005206993
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The empirical modelling of house prices and debt revisited : a policy-oriented perspective
Boug, Pål; Hungnes, Håvard; Kurita, Takamitsu - 2021
The recent boom in house prices in many countries during the Covid-19 pandemic and the possibility of household financial distress are of concern among some central banks. We revisit the empirical modelling of house prices and household debt with a policy-oriented perspective using Norwegian...
Persistent link: https://www.econbiz.de/10012800701
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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …
Persistent link: https://www.econbiz.de/10010326266
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Exploring longitudinal risk-return relationships
Andersen, Torben Juul; Bettis, Richard A. - In: Strategic management journal 36 (2015) 8, pp. 1135-1145
Persistent link: https://www.econbiz.de/10011398904