Narrow search
Showing 1 - 10 of 810,755
Cover Image
Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
Cover Image
Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele; Moutachaker, Inès; Paredes, Joan - 2023
Density forecasts of euro area inflation are a fundamental input for a medium-term oriented central bank, such as the … euro area (headline and core) inflation and a large set of determinants, is competitive with state-of-the-art linear … ECB point inflation forecasts, displaying similar deviations from "linearity". Given that the ECB modelling toolbox is …
Persistent link: https://www.econbiz.de/10014343110
Cover Image
Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele; Moutachaker, Ines; Paredes, Joan - 2023
Persistent link: https://www.econbiz.de/10014328189
Cover Image
Density forecasts of inflation: a quantile regression forest approach
Lenza, Michele; Moutachaker, Ines; Paredes, Joan - 2024
Persistent link: https://www.econbiz.de/10014549677
Cover Image
Inflation dynamics in the Netherlands : a linear and non-linear analysis and the influence of economic conditions
Ruth, Floris van - 2014
Persistent link: https://www.econbiz.de/10010393920
Cover Image
Frequency dependence in a real-time monetary policy rule
Ashley, Richard A.; Tsang, Kwok Ping; Verbrugge, Randal - 2014
Persistent link: https://www.econbiz.de/10010497160
Cover Image
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600
Cover Image
Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models,...
Persistent link: https://www.econbiz.de/10008990694
Cover Image
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Cover Image
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683
Persistent link: https://www.econbiz.de/10012588006