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THE “DOBRESCU” MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – Yearly and Monthly Forecast
Scutaru, Cornelia; Ciupagea, Constantin; Fomin, Petre; … - In: Journal for Economic Forecasting 2 (2005) 4, pp. 141-147
The paper presents the yearly and monthly forecast of the Romanian transition economy performed on the basis of the “Dobrescu” macromodel.
Persistent link: https://www.econbiz.de/10005827625
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THE DOBRESCU MACROMODEL OF THE ROMANIAN TRANSITION ECONOMY – YEARLY AND MONTHLY FORECAST
Scutaru, Cornelia; Ciupagea, Constantin; Fomin, Petre - In: Journal for Economic Forecasting (2003) 3, pp. 135-138
The paper presents the yearly and monthly forecast of the Romanian transition economy performed on the basis of the “Dobrescu” macromodel.
Persistent link: https://www.econbiz.de/10005827629
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Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models
Majumdar, Anandamayee; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
benchmarks (naive and autoregressive models) in forecasting real US house price over the annual out-of-sample period of 1859 …
Persistent link: https://www.econbiz.de/10011149761
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Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors
Aye, Goodness C.; Miller, Stephen M.; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2013
20 bivariate regression models, are used in order to capture the influence of fundamentals in forecasting residential …
Persistent link: https://www.econbiz.de/10011149763
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Oil Price Forecastability and Economic Uncertainty
Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - Department of Economics, Faculty of Economic and … - 2015
Information on economic policy uncertainty (EPU) does matter in predicting oil returns especially when accounting for omitted nonlinearities in the relationship between these two variables via a time-varying coefficient approach. In this work, we compare the forecastability of standard, Bayesian...
Persistent link: https://www.econbiz.de/10011214021
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Oil Price Forecastability and Economic Uncertainty
Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - Dipartimento di Economia, Metodi Quantitativi e … - 2015
Information on economic policy uncertainty (EPU) does matter in predicting oil returns especially when accounting for omitted nonlinearities in the relationship between these two variables via a time-varying coe¢ cient approach. In this work, we compare the forecastability of standard, Bayesian...
Persistent link: https://www.econbiz.de/10011234990
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Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
Using forecasts of the inflation rate in South Africa, we study the rationality of forecasts and the shape of forecasters’ loss function. When we study micro-level data of individual forecasts, we find mixed evidence of an asymmetric loss function, suggesting that inflation forecasters are...
Persistent link: https://www.econbiz.de/10011196001
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Forecasting the US CPI: Does Nonlinearity Matter?
Álvarez-Díaz, Marcos; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2015
forecasting gains are not significant relative to higher-order AR and nonlinear models, though simple benchmarks like the RW and … AR(1) models are statistically outperformed. Overall, we show that in terms of forecasting the US CPI, accounting for …
Persistent link: https://www.econbiz.de/10011196639
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Was the Recent Downturn in US GDP Predictable?
Balcilar, Mehmet; Gupta, Rangan; Majumdar, Anandamayee; … - Department of Economics, Faculty of Economic and … - 2012
-stochastic-general-equilibrium models of the economy, may prove crucial in forecasting turning points. …
Persistent link: https://www.econbiz.de/10011201327
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Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
Chama-Chiliba, Mirriam Chitalu; Gupta, Rangan; … - Department of Economics, Faculty of Economic and … - 2011
We compare the forecasting performances of the classical and the Minnesota-type Bayesian vector autoregressive (VAR … algorithm for variable selection, estimated using Markov Chain Monte Carlo methods. In this regard, we analyze the forecasting … the linear fixed coefficients classical VAR. However, we do not observe marked gains in forecasting power across the …
Persistent link: https://www.econbiz.de/10009369165