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Villena, Mauricio; Quinteros, Maria; Hardy, Nicolas - 2023

The main aim of this paper is to forecast both in-sample and out-of-sample lithium prices. Specifically, we explore the …

Persistent link: https://www.econbiz.de/10014256538

On the forecastability of agricultural output

Kyriazi, Foteini; Xylangouras, Efthymios; Papadogonas, … - In: Review of Economic Analysis : REA 16 (2024) 4, pp. 443-467

real-world policy making. …

Persistent link: https://www.econbiz.de/10015386812

Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning

Mariano, Roberto S.; Özmucur, Süleyman - 2020

Lawrence R. Klein (September 14, 1920 – October 20, 2013), Nobel Laureate in Economic Sciences in 1980, was one of the leading figures in macro-econometric modeling. Although his contributions to forecasting using simultaneous equations macro models were very well known, his contributions to...

Persistent link: https://www.econbiz.de/10014093271

Forecasting VIX

Degiannakis, Stavros Antonios - 2011

Implied volatility index of the S&P500 is considered as a dependent variable in a fractionally integrated ARMA model, whereas volatility measures based on interday and intraday datasets are considered as explanatory variables. The next trading day’s implied volatility forecasts provide...

Persistent link: https://www.econbiz.de/10014183681

Forecasting Moscow Ambulance Trips

Bykov, Filipp - 2015

This paper presents a method and computational technology for forecasting ambulance trips. We used statistical information about the number of the trips in 2009-2013, the meteorological archive, and the corresponding archive of the meteorological forecasts for the same period. We take into...

Persistent link: https://www.econbiz.de/10013025379

How Far Can We Forecast? Statistical Tests of the Predictive Content

Breitung, Jörg - 2018

Forecasts are useless whenever the forecast error variance fails to be smaller than the unconditional variance of the … forecast horizon h. Following Diebold and Mariano (DM, 1995) we propose a test based on the comparison of the mean …-squared error of the forecast and the sample variance. We show that the resulting test does not possess a limiting normal …

Persistent link: https://www.econbiz.de/10012919634

Chapter 10 Forecasting with Many Predictors

Stock, James H.; Watson, Mark W. - 2006

exploit many predictors, and this chapter surveys these methods. The first group of methods considered is forecast combination … (forecast pooling), in which a single forecast is produced from a panel of many forecasts. The second group of methods is based … increasingly precise as the number of series increases) can be used to forecast individual economic variables. The third group of …

Persistent link: https://www.econbiz.de/10014023696

Improving Inflation Forecasts From the Survey of Professional Forecasters in Chile

Pincheira, Pablo M. - 2012

. Forecast errors for the period 2000-2008 show an excess of autocorrelation and a statistically significant bias at the end of … the sample. We take advantage of the bias and autocorrelation structure of the forecast errors to build new and more …

Persistent link: https://www.econbiz.de/10013111145

A first look on the new halle economic projection model

Giesen, Sebastian; Holtemöller, Oliver; Scharff, Juliane; … - 2010

Zeitpunkten werden präsentiert und diskutiert. -- Mehrländermodell ; Prognose ; Bayesianische Ökonometrie …

Persistent link: https://www.econbiz.de/10003950731

Forecasting gross value-added at the regional level : are sectoral disaggregated predictions superior to direct ones?

Lehmann, Robert; Wohlrabe, Klaus - 2013

In this paper, we ask whether it is possible to forecast gross value-added (GVA) and its sectoral subcomponents at the … regional level. With an autoregressive distributed lag model we forecast total and sectoral GVA for one German state (Saxony … usage of different forecast pooling strategies and factor models. Our results show that we are able to increase forecast …

Persistent link: https://www.econbiz.de/10010213032