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Bykov, Filipp - 2015

This paper presents a method and computational technology for forecasting ambulance trips. We used statistical information about the number of the trips in 2009-2013, the meteorological archive, and the corresponding archive of the meteorological forecasts for the same period. We take into...

Persistent link: https://www.econbiz.de/10013025379

Do Unobserved Components Models Forecast Inflation in Russia?

Gafarov, Bulat - 2013

I apply the model with unobserved components and stochastic volatility (UC-SV) to forecast the Russian consumer price …

Persistent link: https://www.econbiz.de/10013075304

The Fluke of Stochastic Volatility versus GARCH Inevitability : Which Model Creates Better Forecasts?

Lakshina, Valeria - 2014

stochastic volatility models, which were estimated based on Russian financial data. The data includes Aeroflot and Gazprom … transform for the in-sample comparison, and a Mincer-Zarnowitz regression, along with classical forecast performance measures … to the conclusion that stochastic volatility models perform equally or in some cases better than GARCH models …

Persistent link: https://www.econbiz.de/10013045165

Forecasting Employment In Small Businesses In Russia : The Relevance of Business Tendency Surveys

Lola, Inna; Manukov, Anton - 2020

The Article Studies The Predictive Capabilities Of Qualitative Assessments Of Employment Expectations Obtained From Business Tendency Observations Of Entrepreneurial Activity, Which Are Currently A Widespread Source Of Economic Information Both In National And International Practice. The Study...

Persistent link: https://www.econbiz.de/10014091295

Regression Tree Model for Analysis of Demand with Heterogeneity and Censorship

Ozhegov, Evgeniy - 2017

In this research we analyze new approach for prediction of demand. In the studied market of performing arts the observed demand is limited by capacity of the house. Then one needs to account for demand censorship to obtain unbiased estimates of demand function parameters. The presence of...

Persistent link: https://www.econbiz.de/10012947852

The Integrated Approach for Foresight Evaluation : The Russian Case

Sokolova, Anna - 2013

As the impact of strategic decision-making at the corporate, sectoral and national levels increases, there are growing demands for high quality and solid Foresight outputs. In this regard, a timely detection and elimination of problems in Foresight projects is of great importance. A thorough...

Persistent link: https://www.econbiz.de/10013074728

Forecasting Russian Macroeconomic Indicators with BVAR

Demeshev, Boris - 2015

This paper evaluates the forecast performance of Bayesian vector autoregressions (BVARs) on Russian data. We estimate … vector autoregressions and random walk with drift. We show that many Russian macroeconomic indicators can be forecast by … relative forecast error monotonically decreases with increasing the cross-sectional dimension of the sample. In half of those …

Persistent link: https://www.econbiz.de/10013012314

Predicting US Recessions : Does a Wishful Bias Exist?

Smirnov, Sergey V. - 2014

There is evidence in the economic literature that near cyclical peaks an optimistic bias exists in private expert forecasts of real GDP growth rates. Other evidence concerns differences in the accuracy of GDP forecasts made during expansions and those made during contractions. It has also been...

Persistent link: https://www.econbiz.de/10013043390

The Role of Wild Cards Analysis in Foresight Studies : The Case of Russia

Pavlova, Daria - 2018

The wild cards conception as an element of foresight studies has been widely discussed by numerous scholars who have interest and qualification in strategic management field or STI policies from the end of the previous century. Some researchers focus their attention on the general key features...

Persistent link: https://www.econbiz.de/10012908963

Discerning ‘Turning Points’ with Cyclical Indicators : A Few Lessons from ‘Real Time’ Monitoring the 2008–2009 Recession

Smirnov, Sergey V. - 2012

answers these questions for the USA as well as for Russia …

Persistent link: https://www.econbiz.de/10013111487