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Forecasting natural gas prices using highly flexible time-varying parameter models

Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - 2020

Persistent link: https://www.econbiz.de/10012316936

Forecasting natural gas prices using highly flexible time-varying parameter models

Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - 2020

Persistent link: https://www.econbiz.de/10012225084

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Forecasting natural gas prices using highly flexible time-varying parameter models

Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013367152

Do money and financial variables help forecasting output in emerging European economies?

Caraiani, Petre - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 743-763

Persistent link: https://www.econbiz.de/10010252721

Real-time forecasting in a data-rich environment

Liebermann, Joe͏̈lle - 2012

Persistent link: https://www.econbiz.de/10010219898

Forecasting US real private residential fixed investment using a large number of predictors

Aye, Goodness C.; Gupta, Rangan; Miller, Stephen M.; … - 2014

Persistent link: https://www.econbiz.de/10010415549

Forecasting with Bayesian multivariate vintage-based VARs

Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768

Persistent link: https://www.econbiz.de/10011474551

Forecast accuracy of a BVAR under alternative specifications of the zero lower bound

Berg, Tim Oliver - 2015

This paper discusses how the forecast accuracy of a Bayesian vector autoregression (BVAR) is affected by introducing the zero lower bound on the federal funds rate. As a benchmark I adopt a common BVAR specification, including 18 variables, estimated shrinkage, and no nonlinearity. Then I...

Persistent link: https://www.econbiz.de/10011306293

Dissecting models' forecasting performance

Siliverstovs, Boriss - 2015

In this paper we suggest an approach to comparison of models' forecasting performance in unstable environments. Our … tracking how the relative forecasting performance of competing models evolves over time. We illustrate the suggested approach …

Persistent link: https://www.econbiz.de/10011382631