heavy-tailed. Estimation of the factors, the idiosyncratic components and the parameters is simple: principal components and … volatility of the realized volatility is not constant and common to all. v) A forecasting horse race against 8 competing models …

topic of this dissertation is the estimation of DSGE models on a rich panel of macroeconomic and financial data by combining … dimension, the likelihood-based estimation of the data-rich DSGE model is computationally very challenging. To reduce the costs …-sive picture of the effects of monetary policy and technology shocks.Chapter 3 “DSGE Model Based Forecasting of Non …

The new 18-sector Long-term Industrial Energy Forecasting (LIEF) model is designed for convenient study of future … forecasting purposes. Relatively uniform and satisfactory parameters are obtained from this analysis. In this report, LIEF is also …

As part of a study aimed at estimating suburban highway needs for year 2005, models were developed for forecasting … major findings from the forecasting and distribution models for urban highway travel in year 2005. 30 refs., 3 figs., 9 tabs. …

The new 18-sector Long-term Industrial Energy Forecasting (LIEF) model is designed for convenient study of future … forecasting purposes. Relatively uniform and satisfactory parameters are obtained from this analysis. In this report, LIEF is also …

other major forecasting groups. Chap. 4 evaluates the overall accuracy. Chap. 5 presents the methology used in the Short …- Term Integrated Forecasting Model for oxygenate supply/demand balances. Chap. 6 reports theoretical and empirical results …