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Forecasting with panel data
Baltagi, Badi H. - 2006
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …
Persistent link: https://www.econbiz.de/10010295814
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Forecasting with panel data
Baltagi, Badi H. - Deutsche Bundesbank - 2006
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …
Persistent link: https://www.econbiz.de/10005083228
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Forecasting with spatial panel data
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009
This paper compares various forecasts using panel data with spatial error correlation. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best linear unbiased predictor...
Persistent link: https://www.econbiz.de/10010268987
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Panel data forecasting
Baltagi, Badi H. - 2013
Persistent link: https://www.econbiz.de/10011507037
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Forecasting with spatial panel data
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3381-3397
Various forecasts using panel data with spatial error correlation are compared using Monte Carlo experiments. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best...
Persistent link: https://www.econbiz.de/10010617666
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Inflation expectations in Spain: The Spanish PwC Survey
Sosvilla-Rivero, Simon; Ramos-Herrera, María del Carmen - Facultad de Ciencias Económicas y Empresariales, … - 2013
rate, our results suggest that the PwC panel has some forecasting ability for time horizons from 3 to 9, improving when it …
Persistent link: https://www.econbiz.de/10010778734
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Inflation expectations in Spain: The Spanish PwC Survey
Ramos-Herrera, María del Carmen; Sosvilla-Rivero, Simón - In: Cuadernos de Economía - Spanish Journal of Economics … 36 (2013) 101, pp. 109-115
inflation rate, our results suggest that the PwC panel has some forecasting ability for time horizons from 3 to 9 months …
Persistent link: https://www.econbiz.de/10010929567
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Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
Westerlund, Joakim; Basher, Syed A. - Volkswirtschaftliche Fakultät, … - 2006
A common explanation for the inability of the monetary model to beat the random walk in forecasting future exchange …. This paper provides an extensive evaluation of this power argument to the use of panel data in the forecasting context. In … power gains, pooling only the parameters of the forecasting equation, as has been suggested in the previous literature, does …
Persistent link: https://www.econbiz.de/10005789565
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On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
Sosvilla-Rivero, Simón; Ramos-Herrera, Maria del Carmen - Asociación Española de Economía y Finanzas … - 2012
forecasting ability for time horizons from 3 to 9 months, although only for the 3-month ahead expectations we obtain marginal …
Persistent link: https://www.econbiz.de/10009650316
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Prediction in a spatial nested error components panel data model
Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414
Persistent link: https://www.econbiz.de/10010511584