Electricity demand is modeled as a time-varying parameters (TVP) vector autoegression with or without imposing …

Estimating demand for wide assortments of differentiated goods requires the specification of a demand system that is … parameters within a log-linear demand system where the number of price elasticity parameters grows quadratically in the number of … elasticities and demand predictions can be improved by imposing shrinkage to higher-level group effects rather than zero …

external demand forecast faster than is currently possible. The external demand forecast helps to forecast exports and, through … with the help thereof - their external demand, relying on BVAR models and using monthly time series (confidence indices … than on the rolling sample. The forecast of external demand is also more accurate if we use the whole sample. The most …