Narrow search
Showing 1 - 10 of 77,713
Cover Image
Comparing the DSGE Model with the Factor Model : An Out-of-Sample Forecasting Experiment
Wang, Mu-Chun - 2016
represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …-horizon forecasting and structural models should be used in long-horizon forecasting. Our paper compareds both state-of-the art data …
Persistent link: https://www.econbiz.de/10012991248
Cover Image
The Role of Country-Specific Trade and Survey Data in Forecasting Euro Area Manufacturing Production : Perspective from Large Panel Factor Models
Maurin, Laurent; Darracq Pariès, Matthieu - 2021
forecasting euro area manufacturing production. Following Boivin and Ng (2006), the emphasis is put on the role of dataset …
Persistent link: https://www.econbiz.de/10013316542
Cover Image
Dissection of Bitcoin's multiscale bubble history : from January 2012 to February 2018
Gerlach, Jan-Christian; Demos, Guilherme; Sornette, Didier - 2018
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted market growth (drawups) and regimes of uninterrupted market...
Persistent link: https://www.econbiz.de/10011899669
Cover Image
Testing for relative predictive accuracy : a critical viewpoint
Kunst, Robert M. - 2003
Persistent link: https://www.econbiz.de/10001766713
Cover Image
Testing for relative predictive accuracy : a critical viewpoint
Kunst, Robert M. - 2003
research reports conclude that the difference between the entertained forecasting models is 'insignificant'. This paper … Carlo experiments for simple time-series decision problems. -- information criteria ; forecasting ; hypothesis testing …
Persistent link: https://www.econbiz.de/10009726811
Cover Image
Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
encouraging. In a pseudo out-of-sample exercise, our approach beats relevant benchmarks for forecasting CPI inflation and an …
Persistent link: https://www.econbiz.de/10010508347
Cover Image
ALICE : a new inflation monitoring tool
Bondt, Gabe J. de; Hahn, Elke; Zekaite, Zivile - 2018
the beginning of 2018. They also have performed well in forecasting the direction of inflation. In terms of the …
Persistent link: https://www.econbiz.de/10011901421
Cover Image
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta; Bobeica, Elena - 2020
; (iv) newer generation Phillips curve models with several timevarying features are a promising avenue for forecasting …
Persistent link: https://www.econbiz.de/10012299084
Cover Image
Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
Cover Image
The COVID-19 shock and challenges for time series models
Bobeica, Elena; Hartwig, Benny - 2021
We document the impact of COVID-19 on frequently employed time series models, with a focus on euro area in ation. We show that for both single equation models (Phillips curves) and Vector Autoregressions (VARs) estimated parameters change notably with the pandemic. In a VAR, allowing the errors...
Persistent link: https://www.econbiz.de/10012519429