Search Results - subject:"conditional forecasting"

Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions

Mokinski, Frieder; Roth, Markus - 2025

This note explores conditional forecasting under conditions on annual growth rates, where variables enter a (possibly … model variables, enabling the use of standard conditional forecasting methods. An approximation error arises since the …

Persistent link: https://www.econbiz.de/10015562006

Forecasting with log-linear (S)VAR models : incorporating annual growth rate conditions

Mokinski, Frieder; Roth, Markus - 2025

Persistent link: https://www.econbiz.de/10015559654

High-dimensional dynamic panel with correlated random effects : a semiparametric hierarchical empirical Bayes approach

Pacifico, Antonio - In: Computational economics 66 (2025) 1, pp. 869-902

Persistent link: https://www.econbiz.de/10015590832

Detecting excessive credit growth : an approach based on structural counterfactuals

Saß, Magnus - 2024

The Basel credit-to-GDP gap is the single most popular measure of excessive credit growth and the financial cycle in general. It is based, however, on a purely statistical understanding of excessiveness: Growth is excessive if the credit-to-GDP ratio (i.e. the ratio of credit to nominal GDP) is...

Persistent link: https://www.econbiz.de/10015053486