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Características de las Distribuciones Mensuales del "Ciclo de Ambiente" de la Economia Española
FARIÑA GÓMEZ, BEATRIZ; GARCÍA, ROJO; LUIS, JOSÉ - In: Estudios de Economía Aplicada 24 (2006) Abril, pp. 397-425
the co-movements among their cyclical patterns. In this paper we propose a model explaining the guidelines of the economic … indicators’ monthly behaviour or, specifi cally the guidelines of the series summarizing their cyclical position. The model uses … guidelines of the cyclical behaviour in the acceleration and deceleration phases. Este un trabajo anterior (Fariña y Rojo (2003 …
Persistent link: https://www.econbiz.de/10005736974
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Combination Schemes for Turning Point Predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning point predictions. We consider turning point predictions generated by...
Persistent link: https://www.econbiz.de/10010326189
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
This dissertation focuses on describing and explaining business cycle dynamics. Motivated by the extraordinary strong economic downturn in 2008/2009, it emphasis the importance of modeling nonlinearities. This thesis should be regarded as a contribution to applied econometrics and can be...
Persistent link: https://www.econbiz.de/10012157628
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Combination Schemes for Turning Point Predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning point predictions. We consider turning point predictions generated by...
Persistent link: https://www.econbiz.de/10012143792
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Combinations schemes for turning points predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
Persistent link: https://www.econbiz.de/10009720757
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Combination Schemes for Turning Point Predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - Tinbergen Institute - 2011
We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning point predictions. We consider turning point predictions generated by...
Persistent link: https://www.econbiz.de/10009276031
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - Norges Bank - 2012
We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning point predictions. We consider turning point predictions generated by...
Persistent link: https://www.econbiz.de/10010835414
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Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
Banerji, Anirvan; Dua, Pami; Miller, Stephen M. - Department of Economics, University of Connecticut - 2002
Dua and Miller (1996) created leading and coincident employment indexes for the state of Connecticut, following Moore's (1981) work at the national level. The performance of the Dua-Miller indexes following the recession of the early 1990s fell short of expectations. This paper performs two...
Persistent link: https://www.econbiz.de/10005839004
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: The Quarterly Review of Economics and Finance 52 (2012) 4, pp. 402-412
We propose new forecast combination schemes for predicting turning points of business cycles. The proposed combination schemes are based on the forecasting performances of a given set of models with the aim to provide better turning point predictions. In particular, we consider predictions...
Persistent link: https://www.econbiz.de/10010602931