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shows that correcting for a few outliers yields substantial improvements in out-of-sample forecasts. …
Persistent link: https://www.econbiz.de/10005625202
The purpose of this paper is to show that an affine model which incorporates the condition of no arbitrage enables improvements in forecasting the term structure of interest rates in Mexico. The three factors of the yield curve (level, slope and curvature) used in the model are estimated by the...
Persistent link: https://www.econbiz.de/10010322556
The purpose of this paper is to show that an affine model which incorporates the condition of no arbitrage enables improvements in forecasting the term structure of interest rates in Mexico. The three factors of the yield curve (level, slope and curvature) used in the model are estimated by the...
Persistent link: https://www.econbiz.de/10010907568
This study seeks to generate the forecasts for the small scale industrial sector of West Bengal for the ensuing decade … till 2019-20. Forecasts have been generated for production, direct employment, capital formation and number of units in … this period indicating low possibility of absorption of labor force in this sector. In the light of the forecasts, it is …
Persistent link: https://www.econbiz.de/10008805899
forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …-Timmermann test, the directional forecasts of F3 and the autumn expectations of F2 are useful and rational. …
Persistent link: https://www.econbiz.de/10011310273
In this study a comparative analysis of the forecasts accuracy for Spain (developed country) and Romania (developing … the Spanish institutes provided more accurate forecasts, for the rest of the variables (inflation rate, private … in Romania, E2 provided more accurate forecasts. In Spain, FUNCAS offered better forecasts for GDP growth and private …
Persistent link: https://www.econbiz.de/10011533016
In this study a comparative analysis of the forecasts accuracy for Spain (developed country) and Romania (developing … the Spanish institutes provided more accurate forecasts, for the rest of the variables (inflation rate, private … in Romania, E2 provided more accurate forecasts. In Spain, FUNCAS offered better forecasts for GDP growth and private …
Persistent link: https://www.econbiz.de/10011298802
forecasts made for Romanian by three experts in forecasting: F1, F2 and F3. All the unemployment rate forecasts over the horizon …-Timmermann test, the directional forecasts of F3 and the autumn expectations of F2 are useful and rational. …
Persistent link: https://www.econbiz.de/10010459714
Using density forecasts, we compare the predictive performance of dur ation models that have been developed fo …
Persistent link: https://www.econbiz.de/10005669306
content of a large number of financial variables for Canada's output growth. The forecasts are evaluated over two identified …
Persistent link: https://www.econbiz.de/10005040609