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of our paper is to test whether these data can enhance predictions of youth unemployment in France. …
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our paper is to test if these data can enhance predictions for youth unemployment in France. As we have on the one hand … weekly series on web search queries and on the other hand monthly series on unemployment for the 15 to 24-year-olds, we use …. We find that including Google data improves unemployment predictions relatively to a competing model without search data …
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We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are … implementation of our forecasting procedure relies on the multivariate linear Gaussian state space framework and is applied to … national French hourly electricity load. The analysis focuses on two hours, 9 AM and 12 AM, but forecasting results are …
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of prediction. In particular, select recent specification and estimation methods are outlined, and an empirical … illustration is provided wherein U.S. unemployment forecasts are constructed using both classical principal components based …. Preliminary evidence that mixed frequency based forecasting models yield improvements over standard fixed frequency models is …
Persistent link: https://www.econbiz.de/10009766691
This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of vector autoregressive models (VAR) that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed-frequency time-varying...
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