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Dmitry - EconWPA - 2005

PROBLEM SOLVING OF FORECASTING ON SHORT PERIODS IN THE CASE OF TRANSITIONAL STRUCTURE-CHANGING CHARACTER OF DEVELOPMENT …

Persistent link: https://www.econbiz.de/10005407982

Sims, Christopher Albert (born 1942)

Boumans, Marcel - Palgrave Macmillan

Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for introducing the VAR approach to econometrics and macroeconomic modelling. Sims' main contribution to empirical macroeconomics was to show how macro-econometric modeling should be...

Persistent link: https://www.econbiz.de/10011141077

Prediction for the 2012 United States Presidential Election using Multiple Regression Model

Sinha, Pankaj; Sharma, Aastha; Singh, Harsh Vardhan - Volkswirtschaftliche Fakultät, … - 2012

Gallup rating, obtained in June of the election year, as a significant indicator for forecasting the Presidential election …

Persistent link: https://www.econbiz.de/10011111750

Economia Romaniei in perioada 2003-2010: Estimari de macromodel

Dobrescu, Emilian - Volkswirtschaftliche Fakultät, … - 2004

The paper presents the Version 2000 of the Romanian macromodel (elaborated by the author). For the period 2003-2010, two scenarios have been elaborated. The first, named “Desirable” incorporates the main lines of the Strategy for integration of Romania into European Union. The second...

Persistent link: https://www.econbiz.de/10011258433

An Econometric Study of Dynamic Models with Application on Forecasting Labor in Egypt

Khaleel, Tarek Mohamed; Shehata, Emad Abd Elmessih - Volkswirtschaftliche Fakultät, … - 2004

There are many econometric methods for forecasting by different economic variables in the future. recently, the … procedures of dynamic forecasting either for univariate or multivariate models were available for estimation on the software … models, with respect to, estimation, choosing the best fit model for forecasting by the economic variables, i.e., labor and …

Persistent link: https://www.econbiz.de/10011260069

A New Monthly Indicator of Global Real Economic Activity

Ravazzolo, Francesco; Vespignani, Joaquin L. - Crawford School of Public Policy, Australian National … - 2015

In modelling macroeconomic time series, often a monthly indicator of global real economic activity is used. We propose a new indicator, named World steel production, and compare it to other existing indicators, precisely the Kilian’s index of global real economic activity and the index of OECD...

Persistent link: https://www.econbiz.de/10011265853

How Useful are DSGE Macroeconomic Models for Forecasting?

Wickens, Michael R. - C.E.P.R. Discussion Papers - 2012

forecasting structure to time series models and their forward-looking dynamics, which consists of expected values of future … their forecasting ability. …

Persistent link: https://www.econbiz.de/10011084549

Exchange Rate Predictability

Rossi, Barbara - C.E.P.R. Discussion Papers - 2013

article provides a critical review of the recent literature on exchange rate forecasting and illustrates the new methodologies …

Persistent link: https://www.econbiz.de/10011084576

Prediction Markets for Economic Forecasting

Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - C.E.P.R. Discussion Papers - 2012

Prediction markets--markets used to forecast future events--have been used to accurately forecast the outcome of political contests, sporting events, and, occasionally, economic outcomes. This chapter summarizes the latest research on prediction markets in order to further their utilization by...

Persistent link: https://www.econbiz.de/10011084612

Speculative behaviour and oil price predictability

Panopoulou, Ekaterini; Pantelidis, Theologos - 2014

We develop two- and three-state regime switching models and test their forecasting ability for oil prices. We use the …

Persistent link: https://www.econbiz.de/10011122087