Similar Search Results

Climate disasters and the macroeconomy : does state-dependence matter? : evidence for the US

Ginn, William - In: Economics of disasters and climate change 6 (2022) 1, pp. 141-161

Persistent link: https://www.econbiz.de/10013169386

Seasonality, forecast extensions and business cycle uncertainty

Proietti, Tommaso - In: Journal of economic surveys 26 (2012) 4, pp. 555-569

Persistent link: https://www.econbiz.de/10009711928

Surprise and uncertainty indexes : real-time aggregation of real-activity macro-surprises

Scotti, Chiara - In: Journal of monetary economics 82 (2016), pp. 1-19

Persistent link: https://www.econbiz.de/10011709471

A Markov-switching model of GNP growth with duration dependence

Lam, Pok-sang - In: International economic review 45 (2004) 1, pp. 175-204

Persistent link: https://www.econbiz.de/10001919362

Output gaps, inflation and financial cycles in the United Kingdom

Melolinna, Marko; Tóth, Máté - 2016

Persistent link: https://www.econbiz.de/10011443353

Forecasting German key macroeconomic variables using large dataset methods : conference paper

Pirschel, Inske; Wolters, Maik H. - 2014

estimation of the different models, respectively. We find that overall the large Bayesian VAR provides the most precise forecasts …

Persistent link: https://www.econbiz.de/10010489849

Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange : all share index

Makatjane, Katleho; Moroke, Ntebogang Dinah - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-18

. These results are also important to risk managers and and investors. …

Persistent link: https://www.econbiz.de/10012508859

Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - 2015

We have argued that from the standpoint of a policy maker, the uncertainty of using the average forecast is not the variance of the average, but rather the average of the variances of the individual forecasts that incorporate idiosyncratic risks. With a slight reformulation of the loss function...

Persistent link: https://www.econbiz.de/10011305389

The response of capital goods shipments to demand over the business cycle

Nalewaik, Jeremy; Pinto, Eugénio - In: Journal of macroeconomics 43 (2015), pp. 62-80

Persistent link: https://www.econbiz.de/10011506965

Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545

Persistent link: https://www.econbiz.de/10011647922