Showing 1 - 10 of 152
, using the series of the first results as the variable of interest improves significantly the quality of forecasts. …
Persistent link: https://www.econbiz.de/10008466036
associating, to deterministic forecasts, a measure of the uncertainty due to the stochastic nature of behavioural equations. After … bias, the uncertainty (standard error) of forecasts and of policy instruments, trying to look at the information from the …
Persistent link: https://www.econbiz.de/10015221495
The 2000-2001 Turkish crisis has often been analysed in the literature without a solid econometric basis. This article presents a linear regression model as well as a logit model that enable us to measure the extent to which economic fundamentals and banking variables can account for the outcome...
Persistent link: https://www.econbiz.de/10015223664
Since 1973, INSEE provided each year, some statistics about French sectoral and regional (departmental one, since 2002) wage-earning and non wage-earning job. This statistics works is heavy and spend a long time to check all collected and calculated data because the level of disaggregation is...
Persistent link: https://www.econbiz.de/10015229438
Since 1973, INSEE provided each year, some statistics about French sectoral and regional (departmental one, since 2002) wage-earning and non wage-earning job. This statistics works is heavy and spend a long time to check all collected and calculated data because the level of disaggregation is...
Persistent link: https://www.econbiz.de/10015229441
The assumption we submit, because macroeconomic forcasts would be unperfect, is that behavioral equations doesn't enough describe economic behaviours through the capacity of reaction opposite to environment. Further, the forcaster belongs to his search-system, so that, may be, we must now...
Persistent link: https://www.econbiz.de/10015232881
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
Summary: The European Union absorbs nearly 75% of Tunisian exports and represents about 50% of Tunisian imports, which explains the important weight of the euro in the Tunisian dinar anchor basket. Thus, the purpose of this article is to predict short-term exchange rate fluctuations EUR/TND,...
Persistent link: https://www.econbiz.de/10015258910
database was then used to build our forecasting model, the ARIMA(2,1,2) model. This model was used to make forecasts for the …
Persistent link: https://www.econbiz.de/10015259095
This study compares the predictive performance of the conditional forecasting technique against the unconditional technique. The conditional technique consist of taking into account the information available on an endogenous variable over part of the forecast horizon. We develop a Bayesian VAR...
Persistent link: https://www.econbiz.de/10015269551