Search Results - subject:"Datasets"

Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - European Central Bank - 2009

Factor based forecasting has been at the forefront of developments in the macroeconometric forecasting literature in the recent past. Despite the flurry of activity in the area, a number of specification issues such as the choice of the number of factors in the forecasting regression, the...

Persistent link: https://www.econbiz.de/10005002811

Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - 2009

Persistent link: https://www.econbiz.de/10011605097

Towards integrated social-ecological sustainability indicators : exploring the contribution and gaps in existing global data

Selomane, Odirilwe; Reyers, Belinda; Biggs, Reinette; … - In: Ecological economics : the transdisciplinary journal of … 118 (2015), pp. 140-146

Persistent link: https://www.econbiz.de/10011568858

Three Essays on High Frequency Financial Econometrics and Individual Trading Behavior

Nolte, Ingmar - 2008

wide-spread availability of high-frequency datasets has particularly spurred research within this field and has, in turn …, precise and efficient collection of large high-frequency datasets as well as the development of computationally intensive … estimation procedures lie at the forefront of current research in financial econometrics.Trading activity datasets which describe …

Persistent link: https://www.econbiz.de/10009471665

Subset Selection from Large Datasets for Kriging Modeling

Rennen, G. - Tilburg University, Center for Economic Research - 2008

and current methods for selecting a uniform subset. These methods are tested and compared on several artificial datasets …

Persistent link: https://www.econbiz.de/10011092340

Short-Term Forecasts of Euro Area GDP Growth

Giannone, Domenico; Reichlin, Lucrezia; Angelini, Elena; … - European Centre for Advanced Research in Economics and … - 2008

This paper evaluates models that exploit timely monthly releases to compute early estimates of current quarter GDP (now-casting) in the euro area. We compare traditional methods used at institutions with a new method proposed by Giannone, Reichlin, and Small (2005). The method consists in...

Persistent link: https://www.econbiz.de/10005827105

Forecasting in vector autoregressions with many predictors

Korobilis, Dimitris - Volkswirtschaftliche Fakultät, … - 2008

This paper addresses the issue of improving the forecasting performance of vector autoregressions (VARs) when the set of available predictors is inconveniently large to handle with methods and diagnostics used in traditional small scale models. First, available information from a large dataset...

Persistent link: https://www.econbiz.de/10008592950

Predicting with a small amount of data: an application of fuzzy reasoning to regional disparities

McArthur, David Philip; Encheva, Sylvia; Thorsen, Inge - In: Journal of Economic Studies 41 (2014) 1, pp. 12-12

paper explores how formal concept analysis can be combined with fuzzy reasoning to make predictions based on small datasets … methodology aids in the interpretation of small datasets. The methodology should be of interested to practitioners at the local …

Persistent link: https://www.econbiz.de/10010814548

Review of student non-return and brain drain determinants: theoretical-empirical consistency?

Soon, Jan-Jan - In: International Journal of Economics and Business Research 8 (2014) 1, pp. 63-81

suggest that good harmonised datasets on skilled migration and student non-return are urgently needed, and that neither the …

Persistent link: https://www.econbiz.de/10010884854

Predicting with a small amount of data: an application of fuzzy reasoning to regional disparities

Philip McArthur, David; Encheva, Sylvia; Thorsen, Inge - In: Journal of Economic Studies 41 (2014) 1, pp. 12-28

Persistent link: https://www.econbiz.de/10014864299