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Persistence, excess volatility, and volatility clusters in inflation
Owyang, Michael T. - In: Review (2001) Nov., pp. 41-52
This paper presents a single, integrated model to explain the persistence and volatility characteristics of the U.S. inflation time series. Policymaker learning about a Markov-switching natural rate of unemployment in a neoclassical Phillips curve model with time-varying preferences produces...
Persistent link: https://www.econbiz.de/10005519735
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Quantifying the half-life of deviations from PPP: The role of economic priors
Kilian, Lutz; Zha, Tao - Federal Reserve Bank of Atlanta - 1999
The half-life of deviations from purchasing power parity (PPP) plays a central role in the ongoing debate about the ability of macroeconomic models to account for the time series behavior of the real exchange rate. The main contribution of this paper is a general framework in which alternative...
Persistent link: https://www.econbiz.de/10005721755
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Modeling trends in macroeconomic time series
Balke, Nathan S. - In: Economic and Financial Policy Review (1991) May, pp. 19-33
the implications of these models for forecasting and business-cycle analysis, and reviews some of the existing evidence …
Persistent link: https://www.econbiz.de/10005726408
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - Federal Reserve Bank of New York - 2008
This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of …
Persistent link: https://www.econbiz.de/10005726577
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Monetary policy analysis with potentially misspecified models
Negro, Marco Del; Schorfheide, Frank - Federal Reserve Bank of New York - 2008
Policy analysis with potentially misspecified dynamic stochastic general equilibrium (DSGE) models faces two challenges: estimation of parameters that are relevant for policy trade-offs and treatment of estimated deviations from the cross-equation restrictions. This paper develops and explores...
Persistent link: https://www.econbiz.de/10005726592
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Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J.; Kapetanios, George - Federal Reserve Bank of New York - 2008
This paper revisits a number of data-rich prediction methods that are widely used in macroeconomic forecasting, such as …
Persistent link: https://www.econbiz.de/10005726626
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Development of Data Mining Driven Software Tool to Forecast the Customer Requirement for Quality Function Deployment
Purohit, Shivani K.; Sharma, Ashish K. - In: International Journal of Business Analytics (IJBAN) 4 (2017) 1, pp. 56-86
be served by using Data Mining techniques of forecasting. With the pool of forecasting techniques available, it is … efficiently forecast CRs in QFD. The tool allows for forecasting using various data mining based time series analysis techniques … that strongly assists in doing comparative analysis and evaluating out the most apt technique for forecasting of CRs. The …
Persistent link: https://www.econbiz.de/10012043180
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Big data: Google-haut ennustavat työttömyyttä Suomessa
Tuhkuri, Joonas - 2014
There are over 3 billion searches globally on Google every day. This report examines whether Google search queries can be used to predict the present and the near future unemployment rate in Finland. Predicting the present and the near future is of interest, as the official records of the state...
Persistent link: https://www.econbiz.de/10012037651
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1991 Annual report on scientific programs: A broad research program on the sciences of complexity
2008
1991 was continued rapid growth for the Santa Fe Institute (SFI) as it broadened its interdisciplinary research into the organization, evolution and operation of complex systems and sought deeply the principles underlying their dynamic behavior. Research on complex systems--the focus of work at...
Persistent link: https://www.econbiz.de/10009435887
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1991 Annual report on scientific programs: A broad research program on the sciences of complexity
2008
1991 was continued rapid growth for the Santa Fe Institute (SFI) as it broadened its interdisciplinary research into the organization, evolution and operation of complex systems and sought deeply the principles underlying their dynamic behavior. Research on complex systems--the focus of work at...
Persistent link: https://www.econbiz.de/10009436710