Showing 1 - 10 of 112
Certainly the current crisis is affecting seriously the convergence process in EU. Starting from the spatial distribution in EU of some fundamental development indicators before the current crisis, we try to estimate the impact of the prolonged crisis. During last years, the less developed...
Persistent link: https://www.econbiz.de/10011340765
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one … forecasting a wide range of macroeconomic variables. Moreover, we analyse to what extent its forecasting accuracy depends on the …
Persistent link: https://www.econbiz.de/10010397019
to forecasting area-wide industrial production. To this end, we use various tests that are designed to compare competing …
Persistent link: https://www.econbiz.de/10010270748
This paper investigates the accuracy of point and density forecasts of four dynamic stochastic general equilibrium (DSGE) models for output growth, inflation and the interest rate. The model parameters are estimated and forecasts are derived successively from historical U.S. data vintages...
Persistent link: https://www.econbiz.de/10010305958
and forecasting as well as for "what-if" inferring suitable for entities of all sizes. In particular, it allows for …
Persistent link: https://www.econbiz.de/10012288753
model used for the measurement of current and forecasting of the future customer profitability. Modern customer … research model uses RFM model to define forecasting variables and neural network, multivariate regression analysis and binary … logistic regression as forecasting methods. This paper shows the ways how proposed methods can be used in process of …
Persistent link: https://www.econbiz.de/10011920317
Structural change affects the estimation of economic signals, like the underlying growth rate or the seasonally adjusted series. An important issue, which has attracted a great deal of attention also in the seasonal adjustment literature, is its detection by an expert procedure. The general to...
Persistent link: https://www.econbiz.de/10011301733
use an end-of-sample instability test to investigate the stability of forecasting models during the recent financial …
Persistent link: https://www.econbiz.de/10010271429
Including disaggregate variables or using information extracted from the disaggregate variables into a forecasting … model for an eco- nomic aggregate may improve the forecasting accuracy. In this paper we suggest to use boosting as a method …-out-of-sample forecasting experiment for key Euro area macroeconomic variables is conducted. The results suggest that using boosting to select …
Persistent link: https://www.econbiz.de/10010396822
Persistent link: https://www.econbiz.de/10014363774