We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...

In 1992, John Mulvey co-edited a Special Issue, entitled “Financial Engineering”, in the Annals of Operations Research. In that issue, Guerard, Takano, and Yamane (1992) reported mean-variance efficient portfolios for the Japanese and U.S. equity markets and showed that the use of a...

We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more recently...

In this paper we make a two-fold contribution. We first examine the impact of agricultural subsidies on Greece, using a detailed, micro-panel dataset for four years, 2008, 2010, 2012, and 2014. Our analysis is illuminating at least two aspects of subsidies: first, it suggests that an incentive...

We test and report on time series modelling and forecasting using several U.S. Leading Economic Indicators (LEI) as an input to forecasting real U.S. GDP and the unemployment rate. These time series have been addressed before, but our results are more statistically significant using more...

We examine the forecasting performance of parametric and nonparametric models based on a training-validation sample approach and the use of rolling short-term forecasts to compute root mean-squared errors,We find that the performance of these models is better than that of the naıve, no-change...

The impact of structural funds of the European Union (EU) on regional economic growth is a matter of both political and economic importance. The large and regular payments made across the EU to countries and regions within them were and are meant to promote various aspects of growth and...

The disruption of supply chain due to Covid-19 and the war in Ukraine, render the prediction of agricultural output a determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables, that include agricultural input, prices and...