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time‐series in general and inflation in particular, we investigate if the forecasting performance can be improved even … performance is on par with the seasonal autoregressive model SARIMA. Additionally, we conduct a sensitivity analysis with respect …
Persistent link: https://www.econbiz.de/10014503715
forecasting is necessary for tourism strategies and planning, and (c) the SARIMA method provides accurate forecasts in the …, infrastructure development and conducive business environments need to be developed. For that, accurate forecasting of international … purpose of this study is to develop accurate forecasting models for total international arrivals in Sri Lanka and its top 10 …
Persistent link: https://www.econbiz.de/10014001484
Das Statistische Bundesamt vergibt seit 1999 Förderpreise an junge Wissenschaftlerinnen und Wissenschaftler, seit 2022 den wissenschaftlichen Nachwuchspreis "Statistical Science for the Society". Ausgezeichnet werden herausragende Arbeiten, die theoretische Themen mit einem engen Bezug zum...
Persistent link: https://www.econbiz.de/10013490586
We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...
Persistent link: https://www.econbiz.de/10011996579
Long-term ratings of companies are obtained from public data plus some additional nondisclosed information. A model based on data from firms' public accounts is proposed to directly obtain these ratings, showing fairly close similitude with published results from Credit Rating Agencies. The...
Persistent link: https://www.econbiz.de/10013199892
Persistent link: https://www.econbiz.de/10011601922
Recent empirical findings have indicated that gaze allocation plays a crucial role in simple decision behaviour. Many of these findings point towards an influence of gaze allocation onto the speed of evidence accumulation in an accumulation-to-bound decision process (resulting in generally...
Persistent link: https://www.econbiz.de/10012143532
dürfte. Eine schwache Nachfrage nach Bekleidung, aber vor allem sinkende Durchschnittspreise führen zu dieser negativen …
Persistent link: https://www.econbiz.de/10011692309
A practice that has become widespread and widely endorsed is that of evaluating forecasts of financial variability obtained from discrete time models by comparing them with high-frequency ex post estimates (e.g. realised volatility) based on continuous time theory. In explanatory financial...
Persistent link: https://www.econbiz.de/10010332964
We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of...
Persistent link: https://www.econbiz.de/10010317084