unseres dynamischen Modells ist eine kurzfristig orientierte Prognose des Beschäftigungsverlaufs - mit einem Horizont von 12 … level. The aim of our dynamic model is to determine a short term oriented forecast of the employment process - with the … developments for the metal sector in Brandenburg as an example. The forecast model is based on the firm data panel from "the …

Veränderungen bei nationalen Zyklen und internationalen Konjunkturverbünden Aufschluss geben können für die Prognose möglicher … precision of forecasting turning points in aggregate economic activity. In closing, we look at what conclusions can be drawn …

The paper introduces the model confidence set (MCS) and applies it to the selection of forecasting models. An MCS is a … set of models that is constructed so that it will contain the "best" forecasting model, given a level of confidence. Thus … empirical application in Stock and Watson (1999) and apply the MCS procedure to their set of inflation forecasts. In the first …

least as important as options for forecasting future stock market volatility. Conversely, if volume was high during period … $t – 1$ relative to the recent past, then option-implied volatility is much more important than ARCH for forecasting … investors, their findings reveal an important switching role for trading volume between a volatility forecast that reflects …

In diesem Aufsatz wird die nichtparametrische Autoregression auf die Prognose von Quantilen angewendet. Verfahren der … Kernregression werden benutzt, um zu autoregressiven Quantiisschätzern zu gelangen. Da die üblichen Maße zur Beurteilung der Prognose …

that the U.N. makes in the future. Various descriptive measures of the forecast error data set are presented and methods … made by the U.N. between 1960 and 1985 for 101 countries. The findings show that the forecasting performance is … satisfactory for the majority of countries. However, relatively laxge forecast errors occurred mainly in African countries. In some …