Search Results - subject:"error decomposition"

Do ECB's rate hikes have spillover effects on the Hungarian BUBOR and the EUR/HUF exchange rate? : a five-variable VAR model approach using the Diebold-Yilmaz spillover table

Albert, Molnar; Ágnes, Csiszárik-Kocsír - In: The journal of corporate accounting & finance 35 (2024) 4, pp. 39-57

Persistent link: https://www.econbiz.de/10015152910

Dynamic decision making with predictive panels

Coqueret, Guillaume; Tavin, Bertrand - In: Journal of the Operational Research Society 75 (2024) 6, pp. 1055-1075

Persistent link: https://www.econbiz.de/10014555855

Bellman filtering for state-space models

Lange, Rutger Jan - 2021

-likelihood decomposition, which is an alternative to the classic prediction-error decomposition for linear Gaussian models. Simulation studies …

Persistent link: https://www.econbiz.de/10012427152

Financial connectedness revisited : the role of Fama-French risk factors

Yang, Kisung; Kim, Myeong Hyeon; Kim, Young Min - In: Applied economics letters 26 (2019) 10, pp. 850-856

Persistent link: https://www.econbiz.de/10012204399

Does Age Structure Forecast Economic Growth?

Bloom, David E.; Canning, David; Fink, Günther; … - 2006

High ratios of working age to dependent population can yield a increases the rate of economic growth. We estimate the parameters model with a cross section of countries over the period 1960 to 1980 inclusion of age structure improves the model’s forecasts for the period that including age...

Persistent link: https://www.econbiz.de/10005698408

Information Geometry, Bayesian Inference, Ideal Estimates and Error Decomposition

Zhu, Huaiyu; Rohwer, Richard - Santa Fe Institute - 1998

statistic. The optimal estimate on any model is given by projecting the ideal estimate onto that model. An error decomposition …

Persistent link: https://www.econbiz.de/10005837734