context of FTA termination using the gravity model. In 2004, Estonia joined the European Union, which mandated that it …

the EU membership trade effects from a standard structural gravity model specification. These estimates are used in a meta …

through GARMA. By employing rigorous model selection criteria through simulation study, we find that the hybrid GARMA …-LSTM model outperforms traditional approaches in forecasting long-memory time series. This characteristic is confirmed using … accurate and reliable forecasting in long-memory time series. Additionally, we compare the GARMA-LSTM model with other …

-structure, stressing the need to model the full basis term-structure rather than assuming it to be flat. The results are robust for other …

A modified dynamic model averaging framework, which allows for inferences regarding the shifting relevance and … based on a set of 16,384 model specifications derived from 14 canonical and newly introduced explanatory variables. Our … findings indicate: (a) frequent changes in the model specification that best describes an exchange rate, (b) the relevance of …