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government finance statistics (Government Finance Statistics Manual, or GFSM) are provided in this article. It also looks at the …
Persistent link: https://www.econbiz.de/10015192790
The time series nature of repeated surveys is seldom taken into account. The few studies that take this into account …. I present a statistical model of repeated surveys and construct a computationally simple estimator based on the Kalman …
Persistent link: https://www.econbiz.de/10010284336
The paper deals with a summary of findings in the area of tax forecasts. It describes the basic methodology for predicting tax revenues, both in terms of the macroeconomic approach and from a microeconomic perspective. The microeconomic approach used microsimulation methods with methods based on...
Persistent link: https://www.econbiz.de/10010512927
We suggest a theoretical basis for the comparative evaluation of forecasts. Instead of the general assumption that the data is generated from a stochastic model, we classify three stages of prediction experiments: pure non-stochastic prediction of given data, stochastic prediction of given data,...
Persistent link: https://www.econbiz.de/10010293709
This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard...
Persistent link: https://www.econbiz.de/10010326691
This Paper proposes a new forecasting method that exploits information from a large panel of time series. The method is …
Persistent link: https://www.econbiz.de/10010328558
This report examines whether Google search queries can be used to predict the present and the near future house prices in Finland. Compared to a simple benchmark model, Google searches improve the prediction of the present house price index by 7.5 % measured by mean absolute error. In addition,...
Persistent link: https://www.econbiz.de/10012037683
We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume that both the number of covariates in the model and the number of candidate variables can increase with the sample size (polynomially orgeometrically). In other...
Persistent link: https://www.econbiz.de/10011807460
In the monthly ifo Business Survey around 9,000 German companies answer questions about their current business … survey questions at the LMU-ifo Economics & Business Data Center (EBDC). On the other side, data sets of aggregated time …-series for all regularly surveyed variables can be obtained from the ifo Center for Macroeconomics and Surveys. …
Persistent link: https://www.econbiz.de/10013266631
statistics, loss functions and estimation windows, we find strong evidence of the ability of the leading variables used to … systematically surpassing univariate models, especially in extended periods of forecasting. In general, improvements related to the …
Persistent link: https://www.econbiz.de/10012616509