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The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico

Rodríguez Ramos, Carlos Antonio - 2003

In this work the P* model is used to analyze and forecast the inflation rate in the economy of Puerto Rico. This model is based on two essential points: the first one is to identify the inflationary potential of an economic system through the estimation of the price level to which the inflation...

Persistent link: https://www.econbiz.de/10011513056

Time series analysis using different forecast methods and case fatality rate for Covid-19 pandemic

Bhattacharjee, Atanu; Vishwakarma, Gajendra K.; Gajare, … - In: Regional science policy and practice : RSPP 15 (2023) 3, pp. 506-519

Persistent link: https://www.econbiz.de/10014323147

Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models

Teymurzade, Sahil; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014448266

Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification

Aka, Niels Mariano - 2021

Persistent link: https://www.econbiz.de/10013175078

Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine

Zhang, Wen; Wu, Zhibin - In: Journal of forecasting 41 (2022) 3, pp. 615-632

Persistent link: https://www.econbiz.de/10013166168

Semi-metric portfolio optimization : a new algorithm reducing simultaneous asset shocks

James, Nick; Menzies, Max; Chan, Jennifer - In: Econometrics : open access journal 11 (2023) 1, pp. 1-33

between time series' structural breaks. Then, we build on the classical portfolio optimization theory of Markowitz and use …

Persistent link: https://www.econbiz.de/10014281489

Reservoir computing vs. neural networks in financial forecasting

Georgopoulos, Spyros P.; Tziatzios, Panagiotis; … - In: International journal of computational economics and … 13 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014307624

Tensor extrapolation : forecasting large-scale relational data

Schosser, Josef - In: Journal of the Operational Research Society 73 (2022) 5, pp. 969-978

Persistent link: https://www.econbiz.de/10013372957

Financial contagion and the TIR-MIDAS model

Ye, Wuyi; Jiang, Kunliang; Liu, Xiaoquan - In: Finance research letters 39 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012805210

Speculative bubble tendencies in time series of Bitcoin market prices

Demmler, Michael; Fernández Domínguez, Amilcar O. - In: Cuadernos de economía 41 (2022) 86, pp. 159-183

Persistent link: https://www.econbiz.de/10014541846