Similar Search Results

Forecasting spatially dependent origin and destination commodity flows

Lesage, James P.; Llano Verduras, Carlos - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1543-1562

Persistent link: https://www.econbiz.de/10010461898

Spatial dependence in stock returns : local normalization and VaR forecasts

Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109

Persistent link: https://www.econbiz.de/10011481381

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 …

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

Robust forecasting in spatial autoregressive model with total variation regularization

Jiang, He - In: Journal of forecasting 42 (2023) 2, pp. 195-211

Persistent link: https://www.econbiz.de/10014292141

Volatility and time series econometrics : essays in honor of Robert Engle

Bollerslev, Tim (ed.); Engle, Robert F. (honouree); … - 2010 - 1. publ.

Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by … History of Econometrics at the University of California, San Diego: A Personal Viewpoint 1 … 6 7 Wives 8 8 The Econometrics Research Project …

Persistent link: https://www.econbiz.de/10003861657

What central bankers need to know about forecasting oil prices

Baumeister, Christiane; Kilian, Lutz - 2013

Forecasts of the quarterly real price of oil are routinely used by international organizations and central banks worldwide in assessing the global and domestic economic outlook, yet little is known about how best to generate such forecasts. Our analysis breaks new ground in several dimensions....

Persistent link: https://www.econbiz.de/10009746576

Balance sheets of financial intermediaries : do they forecast economic activity?

Sekkel, Rodrigo - 2014

This paper conducts a real-time, out-of-sample analysis of the forecasting power of various aggregate financial intermediaries' balance sheets to a wide range of economic activity measures in the United States. I find evidence that the balance sheets of leveraged financial institutions do have...

Persistent link: https://www.econbiz.de/10010401760

Nowcasting BRIC+M in real time

Dahlhaus, Tatjana; Guénette, Justin-Damien; Vasishtha, … - 2015

Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in...

Persistent link: https://www.econbiz.de/10011374171

Nowcasting Canadian economic activity in an uncertain environment

Chernis, Tony; Sekkel, Rodrigo - 2018

This paper studies short-term forecasting of Canadian real GDP and its expenditure components using combinations of nowcasts from different models. Starting with a medium-sized data set, we use a suite of common nowcasting tools for quarterly real GDP and its expenditure components. Using a...

Persistent link: https://www.econbiz.de/10011894244

Sluggish forecasts

Jain, Monica - 2018

Given the influence that agents' expectations have on key macroeconomic variables, it is surprising that very few papers have tried to extrapolate agents' "true" expectations directly from the data. This paper presents one such approach, starting with the hypothesis that there is sluggishness in...

Persistent link: https://www.econbiz.de/10011895035