Search Results - subject:"combined forecasts"

Lis, Szymon; Chlebus, Marcin - In: Central European Economic Journal (CEEJ) 10 (2023) 57, pp. 343-370

.99 confidence. Especially during high uncertainty, as during COVID-19, combined forecasts prove more effective. Surprisingly, simple …

Persistent link: https://www.econbiz.de/10015445999

Combining forecasts? : keep it simple

Lis, Szymon; Chlebus, Marcin - In: Central European economic journal 10 (2023) 57, pp. 343-370

.99 confidence. Especially during high uncertainty, as during COVID-19, combined forecasts prove more effective. Surprisingly, simple …

Persistent link: https://www.econbiz.de/10014445140

Comparison of semi-parametric and benchmark value-at-risk models in several time periods with different volatility levels

Buczyński, Mateusz; Chlebus, Marcin - In: e-Finanse: Financial Internet Quarterly 14 (2018) 2, pp. 67-82

In the literature, there is no consensus as to which Value-at-Risk forecasting model is the best for measuring market risk in banks. In the study an analysis of Value-at-Risk forecasting model quality over varying economic stability periods for main indices from stock exchanges was conducted....

Persistent link: https://www.econbiz.de/10012011844

Comparison of semi-parametric and benchmark value-at-risk models in several time periods with different volatility levels

Buczyński, Mateusz; Chlebus, Marcin - In: E-Finanse : finansowy kwartalnik internetowy 14 (2018) 2, pp. 67-82

Persistent link: https://www.econbiz.de/10011967246

Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?

Li, Jiahan; Tsiakas, Ilias; Wang, Wei - Rimini Centre for Economic Analysis (RCEA) - 2014

This paper shows that economic fundamentals can generate reliable out-of-sample forecasts for exchange rates when prediction is based on a "kitchen-sink" regression that incorporates multiple predictors. The key to establishing predictability is estimating the kitchen-sink regression with the...

Persistent link: https://www.econbiz.de/10010748422

How to Improve the SPF Forecasts?

Bratu, Mihaela - In: Acta Universitatis Danubius. OEconomica (2013) 9(2), pp. 153-165

proposed predictions for January 2010-May 2012 (those based on a random walk developed for 1997-2009, combined forecasts, the …

Persistent link: https://www.econbiz.de/10010858326

AN EVALUATION OF USA UNEMPLOYMENT RATE FORECASTS IN TERMS OF ACCURACY AND BIAS. EMPIRICAL METHODS TO IMPROVE THE FORECASTS ACCURACY

MIHAELA, BRATU - In: Annals - Economy Series 1 (2013) February, pp. 170-180

predictions made by IMF and OECD for 2001-2012 can be improved by constructing combined forecasts, the INV approach and the scheme …

Persistent link: https://www.econbiz.de/10010842743

Improving the accuracy of consensus forecasts for the EURO area

Bratu (Simionescu), Mihaela - In: Review of Applied Socio-Economic Research 4 (2012) 2, pp. 11-15

Starting from the predictions made by the Consensus Economics for the average percentage change in the previous year of the imports and exports of Euro Area for 2010 and 2011, some strategies to improve the forecasts accuracy were tested. The most accurate forecasts for 2010 were those based on...

Persistent link: https://www.econbiz.de/10010599758

THE ACCURACY OF UNEMPLOYMENT RATE FORECASTS IN ROMANIA AND THE ACTUAL ECONOMIC CRISIS

BRATU, Mihaela - In: Scientific Bulletin - Economic Sciences 11 (2012) 2, pp. 56-67

institutions were gotten using the accuracy criterion: NCP, IEF and EC. The combined forecasts of institutions’ predictions are the … the most accurate predictions, the combined forecasts being a good strategy of improving only the forecasts made by NCP …

Persistent link: https://www.econbiz.de/10010602474

Point forecasts based on the limits of the forecast intervals to improve the SPF predictions

Bratu, Mihaela - In: Business and Economic Horizons (BEH) 8 (2012) 2, pp. 1-11

proposed predictions for January 2010-May 2012 (those based on a random walk developed for 1997-2009, combined forecasts, the …

Persistent link: https://www.econbiz.de/10010732566