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  • Search: subject:"macroeconomic time series"
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Year of publication
Subject
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Macroeconomic time series 5 Time series analysis 5 Zeitreihenanalyse 5 macroeconomic time series 5 Econometrics 4 Forecasting model 4 Prognoseverfahren 4 Boosting 3 Forecasting 3 Macroeconomic Time Series 3 Nonlinear 3 Autoregressive Models 2 Cross-Validation 2 Estimation theory 2 Kullback-Leibler Divergence 2 Schätztheorie 2 Stationarity and Ergodicity 2 Theorie 2 Theory 2 Welt 2 outliers 2 prediction 2 ARMA model 1 ARMA models 1 ARMA-Modell 1 Aggregate Produc-tivity 1 Asymptotic distribution 1 Australia 1 Autocorrelation 1 Autokorrelation 1 Autoregressive model 1 Bayesian econometrics 1 Brasilien 1 Brazil 1 Business-cycle 1 Coronavirus 1 Econometric Methods 1 Econometric Modeling 1 Economic Growth 1 Economic Indicator 1
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Online availability
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Free 16
Type of publication
All
Book / Working Paper 11 Article 5
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 3 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 12 Undetermined 4
Author
All
Andrews, Donald W.K. 2 Artemova, Mariia 2 Blasques, Francisco 2 Koopman, Siem Jan 2 Schultz Lindenmeyer, Guilherme 2 Zhang, Zhaokun 2 da Silva Torrent, Hudson 2 Bodman, PM 1 Chen, Hong-Yuan 1 Feng, Yuanhua 1 Galanopoulos, Nikolaos G. 1 Gries, Thomas 1 Karapanagiotidis, Paul 1 Kisinbay, Turgut 1 Kiss, Christian 1 Lunsford, Kurt G. 1 Merrett, David 1 Milionis, Alexandros E. 1 Ormerod, Paul 1 Torrent, Hudson da Silva 1 Ville, Simon 1 West, Kenneth D. 1 Zivot, Eric 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 International Monetary Fund (IMF) 1 School of Accounting, Economics, and Finance, University of Wollongong 1
Published in...
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Computational Economics 2 Cowles Foundation Discussion Papers 2 MPRA Paper 2 CIE working paper series 1 Computational economics 1 Discussion paper / Tinbergen Institute 1 Economics Working Papers / School of Accounting, Economics, and Finance, University of Wollongong 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Federal Reserve Bank of Cleveland working paper series 1 IMF Working Papers 1 Tinbergen Institute Discussion Paper 1 Working Paper / Bank of Greece 1
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Source
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RePEc 6 ECONIS (ZBW) 5 EconStor 4 BASE 1
Showing 1 - 10 of 16
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Boosting and predictability of macroeconomic variables : evidence from Brazil
Torrent, Hudson da Silva - In: Computational economics 64 (2024) 1, pp. 377-409
Persistent link: https://www.econbiz.de/10015078030
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Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil
Schultz Lindenmeyer, Guilherme; da Silva Torrent, Hudson - In: Computational Economics 64 (2023) 1, pp. 377-409
This paper aims to elaborate a treated data set and apply the boosting methodology to monthly Brazilian macroeconomic variables to check its predictability. The forecasting performed here consists in using linear and nonlinear base-learners, as well as a third type of model that has both linear...
Persistent link: https://www.econbiz.de/10015165686
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Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.; West, Kenneth D. - 2023
Persistent link: https://www.econbiz.de/10014340065
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Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil
Schultz Lindenmeyer, Guilherme; da Silva Torrent, Hudson - In: Computational Economics 64 (2023) 1, pp. 377-409
This paper aims to elaborate a treated data set and apply the boosting methodology to monthly Brazilian macroeconomic variables to check its predictability. The forecasting performed here consists in using linear and nonlinear base-learners, as well as a third type of model that has both linear...
Persistent link: https://www.econbiz.de/10015403571
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Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021
-2009 global financial crisis, for different macroeconomic time series, and for the COVID-19 recession in 2020. …
Persistent link: https://www.econbiz.de/10012427192
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Forecasting in a changing world : from the great recession to the COVID-19 pandemic
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021
-2009 global financial crisis, for different macroeconomic time series, and for the COVID-19 recession in 2020. …
Persistent link: https://www.econbiz.de/10012416341
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A study of the effect of data transformation and "linearization" on time series forecasts: a practical approach
Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2020
Persistent link: https://www.econbiz.de/10012264930
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Data-driven local polynomial for the trend and its derivatives in economic time series
Feng, Yuanhua; Gries, Thomas - 2017
Persistent link: https://www.econbiz.de/10011641559
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Redefining the Economical Power of Nations
Kiss, Christian - Volkswirtschaftliche Fakultät, … - 2013
This paper is (over the formulas) self explaining . The measurement of economies no longer by GDP alone, but by an Index that includes other important factors as well, a So-cial factors relativized GDP. This index cuts out the part of the GDP that is long term fro-zen up by social transfers...
Persistent link: https://www.econbiz.de/10011259539
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Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
Karapanagiotidis, Paul - Volkswirtschaftliche Fakultät, … - 2012
Dramatic changes in macroeconomic time series volatility pose a challenge to contemporary vector autoregressive (VAR … conditional variance equation of a Bayesian VAR, with U.S. macroeconomic time series data, in evaluating Bayesian forecast …
Persistent link: https://www.econbiz.de/10011260282
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