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Long-run trends or short-run fluctuations : what establishes the correlation between oil and food prices? ; conference paper

Krätschell, Karoline; Schmidt, Torsten - 2013 - This version: July, 2012

In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...

Persistent link: https://www.econbiz.de/10010341671

The empirical (ir)relevance of the interest rate assumption for central bank forecasts : conference paper

Knüppel, Malte; Schultefrankenfeld, Guido - 2013

bank's own interest rate expectations. From a theoretical point of view, the latter should yield the highest forecast …

Persistent link: https://www.econbiz.de/10010337208

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...

Persistent link: https://www.econbiz.de/10010491104

Forecasting business-cycle turning points with (relatively large) linear systems in real time : conference paper

Schreiber, Sven - 2013 - This preliminary version: March 2013

with zero restrictions) to forecast the relevant underlying variable(s), and in a second step to derive the probability of … a suitably defined turning point from the forecast probability density function. This approach will never fail …

Persistent link: https://www.econbiz.de/10010344635

Forecasting German key macroeconomic variables using large dataset methods : conference paper

Pirschel, Inske; Wolters, Maik H. - 2014

estimation of the different models, respectively. We find that overall the large Bayesian VAR provides the most precise forecasts … variable to be forecast. …

Persistent link: https://www.econbiz.de/10010489849

Outperforming IMF forecasts by the use of leading indicators : conference paper

Heinisch, Katja; Giesen, Sebastian; Lindner, Axel - 2014

This study analyzes the performance of the IMF World Economic Outlook forecasts for world output and the aggregates of … both the advanced economies and the emerging and developing economies. With a focus on the forecast for the current and the …

Persistent link: https://www.econbiz.de/10010484392

Frontiers of population forecasting

Lutz, Wolfgang (ed.); Vaupel, James W. (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001354150

Special section on forecasting in manufacturing industry

Öller, Lars-Erik (contributor); … - In: International journal of forecasting 12 (1996) 3, pp. 329-388

Persistent link: https://www.econbiz.de/10001209477

Activity-based approaches to travel analysis

Ettema, Dick (ed.); Timmermans, Harry J. P. (contributor) - 1997 - 1. ed.

Persistent link: https://www.econbiz.de/10013469515

Forecasting aggregates with disaggregate variables : does boosting help to select the most informative predictors? ; conference paper

Zeng, Jing - 2014

method with the direct forecast of the aggregate, a forecast which aggregates the disaggregate forecasts and a direct … forecast which additionally uses information from factors obtained from the disaggregate components. A recursive pseudo …

Persistent link: https://www.econbiz.de/10010482520

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