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Macroeconomic nowcasting using Google probabilities

Koop, Gary; Onorante, Luca - 2019

Persistent link: https://www.econbiz.de/10012244142

Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models

Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560

Persistent link: https://www.econbiz.de/10011987633

Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics

Hu, Yingyao; Moffitt, Robert A.; Sasaki, Yuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1495-1536

This paper presents identification and estimation results for a flexible state space model. Our modification of the …. We apply the identification and estimation method to the earnings dynamics of U.S. men using the Panel Survey of Income …

Persistent link: https://www.econbiz.de/10012202860

Greek milk price decomposition

Symeonidis, Fotios; Tserkezos, Dikaios E. - In: International journal of decision sciences, risk and … 9 (2020) 1/2, pp. 55-82

Persistent link: https://www.econbiz.de/10012507869

Autocorrelation in an unobservable global trend : does it help to forecast market returns?

Peresetsky, Anatoly A.; Yakubov, Ruslan I. - In: International journal of computational economics and … 7 (2017) 1/2, pp. 152-169

Persistent link: https://www.econbiz.de/10011713553

Verifying the tunisian exchange regime stability in the post-revolution period by state-space models and high-frequency data

Bouabidi, Mohamed - In: African review of economics and finance : AREF : the … 15 (2023) 2, pp. 197-214

Persistent link: https://www.econbiz.de/10014637384

Tendências comuns em modelos estruturais de séries de tempo : uma aplicação ao preço da soja no Brasil e nos Estados Unidos

Rotatori, Wilson Luiz; Jacinto, Paulo de Andrade; … - In: Economia aplicada : EA 4 (2000) 3, pp. 479-501

Persistent link: https://www.econbiz.de/10001522715

Expectations anchoring indexes for Brazil using Kalman filter : exploring signals of inflation anchoring in the long term

Oliveira, Fernando Nascimento de; Gaglianone, Wagner Piazza - In: International economics : a journal published by CEPII … 163 (2020), pp. 72-91

Persistent link: https://www.econbiz.de/10012642566

Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model : Brazilian evidence

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Economia : revista da ANPEC 17 (2016) 2, pp. 221-237

We assess the extent to which the imposition of a no-arbitrage restriction on the dynamic Nelson-Siegel model helps obtaining more accurate forecasts of the term structure. For that purpose, we provide an empirical application based on a large panel of Brazilian interest rate future contracts...

Persistent link: https://www.econbiz.de/10011865707

What does Google say about credit developments in Brazil?

Neto, Alberto Ronchi; Candido, Osvaldo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 4, pp. 499-527

Persistent link: https://www.econbiz.de/10013453758