Similar Search Results

Comparison of range-based volatility estimators against integrated volatility in European emerging markets

Arnerić, Josip; Matković, Mario; Sorić, Petar - In: Finance research letters 28 (2019), pp. 118-124

Persistent link: https://www.econbiz.de/10012388033

Joint Bayesian inference about impulse responses in VAR models

Inoue, Atsushi; Kilian, Lutz - 2020 - This version: July 5, 2020

Persistent link: https://www.econbiz.de/10012388035

The role of the prior in estimating VAR models with sign restrictions

Inoue, Atsushi; Kilian, Lutz - 2020 - This version: November 29, 2020

Persistent link: https://www.econbiz.de/10012388062

Reading between the lines : using text analysis to estimate the loss function of the ECB

Paloviita, Maritta; Haavio, Markus; Jalasjoki, Pirkka; … - 2020

We measure the tone (sentiment) of the ECB's Governing Council regarding economic outlook at the time of each monetary policy meeting and use this information together with the Eurosystem/ECB staff macroeconomic projections to directly estimate the Governing Council's loss function. Our results...

Persistent link: https://www.econbiz.de/10012239727

Managing churn to maximize profits

Lemmens, Aurélie; Gupta, Sunil - In: Marketing science : the marketing journal of the … 39 (2020) 5, pp. 956-973

Persistent link: https://www.econbiz.de/10012305118

A robust hierarchical nominal multicriteria classification method based on similarity and dissimilarity

Costa, Ana Sara; Corrente, Salvatore; Greco, Salvatore; … - In: European journal of operational research : EJOR 286 (2020) 3, pp. 986-1001

Persistent link: https://www.econbiz.de/10012291607

An early warning of an impending currency crisis in China

Zhang, Ruoxi; Li, Xue; Chand, Satish - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1101-1125

Persistent link: https://www.econbiz.de/10012293551

Macroeconomic fundamentals, jump dynamics and expected volatility

Pan, Zhiyuan; Bu, Ruijun; Liu, Li; Wang, Yudong - In: Quantitative finance 20 (2020) 8, pp. 1345-1371

Persistent link: https://www.econbiz.de/10012262666

Rational expectations and the importance of the loss function assumption : evidence from farmers' harvest forecasts

Nilakantan, Rahul - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 171-180

Persistent link: https://www.econbiz.de/10011580406

Forecasting the South African inflation rate : on asymmetric loss and forecast rationality

Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Economic systems 40 (2016) 1, pp. 82-92

Persistent link: https://www.econbiz.de/10011668227