Showing 1 - 10 of 459
La littérature sur l'instabilité macroéconomique couvre un champ extrêmement vaste qui se révèle par le spectre très large de mesures utilisées pour appréhender ce phénomène. Le choix de la mesure de l'instabilité macroéconomique apparait généralement peu discuté sous le...
Persistent link: https://www.econbiz.de/10014000796
This study compares the predictive performance of the conditional forecasting technique against the unconditional … and pessimistic. Two main results can be draw from our simulations : (i) the conditional forecasting approach is generally … conditional forecast technique. These results therefore call on the central bank to adopt the conditional forecasting technique in …
Persistent link: https://www.econbiz.de/10015269551
indicators help improve upon the simple Autoregressive (AR) model for forecasting HICP core inflation as well total inflation, if …
Persistent link: https://www.econbiz.de/10005056518
Short-term analysts use many tools to forecast economic activity. Among these tools, estimating and, then, simulating univariate models is very common. Most of the time the series used for the variable of interest as well as for the regressors are last available releases. Except for the latter...
Persistent link: https://www.econbiz.de/10008466036
MASCOTTE is the new version of the Banque de France's macro-econometric forecasting model. Following the last rebasing …
Persistent link: https://www.econbiz.de/10005056499
The forecasting literature has identified three important and broad issues: the predictive content is unstable over … forecasting variables before use. We thus cut-out the low frequency components and show, in simulations and on financial data …
Persistent link: https://www.econbiz.de/10009421811
This work aims at analysing the dynamics of macroeconomic fluctuations in Cameroon, using a semi-structural VAR to determine the sources of its macroeconomic fluctuations. The results obtained point out that the macroeconomic fluctuations in Cameroon, even though influenced by external shocks,...
Persistent link: https://www.econbiz.de/10015215439
forecasts. The goal of this study is to provide an academic paper for the universities in the analysis of forecasting. We … process of fight against dollarization. By comparing both method we retained Holt and Winters because the error of forecasting … (difference between realization and forecasting) of the method of Holt and Winters is very minimal. …
Persistent link: https://www.econbiz.de/10015256432
The need to strengthen the macroprudential orientation of financial regulatory and supervisory frameworks stays a priority for financial and real healthy. Stability financial threatened with endogenous and exogenous risks translating crises, hence it has to a healthy regulation for the reduction...
Persistent link: https://www.econbiz.de/10015256990
In this paper, we study the dynamic propagation of the output and the existence of a significant n nominal component in the Solow residual using a DGE model. Nominal wage rigidity and labor retention are introduced as internal propagation mechanisms. The economy is disrupted by technological,...
Persistent link: https://www.econbiz.de/10015260407