Showing 8,321 - 8,330 of 8,390
higher frequency auxiliary data only for forecasting (see Giannone, Monti and Reichlin (2016)). The second method transforms … our method substantially decreases forecasting errors for recessions, but casting the model in a monthly frequency …
Persistent link: https://www.econbiz.de/10013465707
COVID-19 observations and discusses their impact on prior calibration for inference and forecasting purposes. It shows that … volatility. For forecasting, the choice among outlier-robust error structures is less important, however, when a large cross …
Persistent link: https://www.econbiz.de/10013472790
Persistent link: https://www.econbiz.de/10015080391
to enhance forecasting performance in certain practical instances by randomly selecting smaller subsets of individual …
Persistent link: https://www.econbiz.de/10015078208
paper provides evidence that there is still potential for improvement in forecasting techniques both for nowcasts but also …
Persistent link: https://www.econbiz.de/10015078241
The Paper assesses the export competitiveness of top fifteen textile products (different for each export destination) at 6 digit level of HS classification exported by India to top seven textile export destinations by using both price and income export elasticities. The export elasticities are...
Persistent link: https://www.econbiz.de/10011283070
Global container ship movements may reliably predict global trade flows. Aggregating both movements at sea and port call events produces a wealth of explanatory variables. The machine learning algorithm partial least squares can map these explanatory time series to unilateral imports and...
Persistent link: https://www.econbiz.de/10012422743
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10010433899
The authors analyse the macroeconomic impact of the French work-sharing reform of 2000 (a reduction of standard working hours in combination with wage subsidies). Using a vector error correction model (VECM) for several labour market variables as well as inflation and output the authors produce...
Persistent link: https://www.econbiz.de/10003744522
This paper analyzes the determinants of German exports to the euro area, which is by far the biggest market for German products. Four conditional error-correction models based on regionally disaggregated data are developed. One specification includes EMU industrial production and a real external...
Persistent link: https://www.econbiz.de/10003744525