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Forecasting the unemployment rate over districts with the use of distinct methods

Wozniak, Marcin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10012198640

Midastar : Threshold Autoregression with Data Sampled at Mixed Frequencies

Motegi, Kaiji; Dennis, Jay - 2022

We propose Midastar models by combining the Mixed Data Sampling (MIDAS) and the threshold autoregression (TAR). The Midastar model of the first kind is designed for a low frequency target variable and a high frequency threshold variable. The proposed model can detect threshold effects...

Persistent link: https://www.econbiz.de/10014240508

Censored latent effects autoregression, with an application to US unemployment

Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366

Persistent link: https://www.econbiz.de/10001690455

Evaluating the impact of the labor market conditions index on labor market forecasts

Connolly, Laura; Sheehan, Alice - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011886642

Forecasting regional labour market developments under spatial heterogeneity and spatial autocorrelation

Longhi, Simonetta; Nijkamp, Peter - 2005

error models – to correct for misspecification due to neglected spatial autocorrelation in the data set. Our empirical … spatial structure that is required for the estimation of spatial models improves the forecasting performance of non …

Persistent link: https://www.econbiz.de/10011343272

Can Google data help predict French youth unemployment?

Fondeur, Yannick; Karamé, Frédéric - In: Economic modelling 30 (2013), pp. 117-125

Persistent link: https://www.econbiz.de/10009703714

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian (contributor); … - 2005

We study return predictability of stock indexes of blue chip firms and smaller hightechnology firms in Germany, France …-order autocorrelation coefficients, and find evidence for return predictability of stock indexes of smaller hightechnology firms, but no …

Persistent link: https://www.econbiz.de/10002603024

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian - 2005

Persistent link: https://www.econbiz.de/10013261421

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian; Schertler, Andrea - In: The European journal of finance 13 (2007) 1/2, pp. 1-27

Persistent link: https://www.econbiz.de/10003437912

A dynamic factor model approach to incorporate Big Data in state space models for official statistics

Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2019

Persistent link: https://www.econbiz.de/10012174737