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Validating dsge models through dynamic factor models
Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - 2022
Persistent link: https://www.econbiz.de/10013260287
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Tracking GDP in real-time using electricity market data : insights from the first wave of COVID-19 across Europe
Fezzi, Carlo; Fanghella, Valeria - In: European economic review : EER 139 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013270260
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Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel - 2020
Persistent link: https://www.econbiz.de/10013206467
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Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan; Lahyani, Rahma - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
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Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.; Xuan Vinh Vo - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
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COVID-19 lockdowns and air quality : evidence from grey spatiotemporal forecasts
Gao, Mingyun; Yang, Honglin; Xiao, Qinzi; Goh, Mark - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013363686
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Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun; Li, Xin - In: Economic research 35 (2022) 1,2, pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
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Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model
Robben, Jens; Antonio, Katrien; Devriendt, Sander - In: Risks : open access journal 10 (2022) 2, pp. 1-33
the death counts and exposures registered in age buckets to individual ages. To evaluate the impact of a pandemic shock …
Persistent link: https://www.econbiz.de/10012805929
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The COVID-19 shock and challenges for time series models
Bobeica, Elena; Hartwig, Benny - 2021
the model to better deal with the COVID-19 shock. A standard Gaussian VAR can still be used for producing conditional …
Persistent link: https://www.econbiz.de/10012519429