Showing 1 - 10 of 5,012
slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …
Persistent link: https://www.econbiz.de/10011389395
slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse …
Persistent link: https://www.econbiz.de/10012970177
slack or oil price fluctuations, motivated by a novel interpretation of the forecasting implications of the workhorse open …
Persistent link: https://www.econbiz.de/10013014933
-consistent single-equation forecasting specification implied by theory, exploiting the international linkages of inflation. In this …-García (Forthcoming) use for inflation forecasting. We make note in particular of the role that the slope of the Phillips curve plays in … the equilibrium solution of the workhorse open-economy New Keynesian model and for forecasting purposes. We also include …
Persistent link: https://www.econbiz.de/10012943015
This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial auto-correlation due to neighboring states and the...
Persistent link: https://www.econbiz.de/10014183179
With the advent of advanced data collection techniques, there is an increased interest in using econometric models to support decisions in marketing. Due to the sometimes specific nature of variables in marketing, the discipline uses econometric models that are rarely, if ever, used elsewhere....
Persistent link: https://www.econbiz.de/10014023688
forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …
Persistent link: https://www.econbiz.de/10011566828
forecasting. Economic forecasting is made difficult by economic complexity, which implies non-linearities (multiple interactions … the algorithm in forecasting GDP growth 3- to 12-months ahead is assessed through simulations in pseudo-real-time for six …
Persistent link: https://www.econbiz.de/10012203223
incorporates the most advanced, academically rigorous and practically validated techniques of forecasting buying behavior, such as …
Persistent link: https://www.econbiz.de/10014176686
Financial risk control has always been challenging and becomes now an even harder problem as joint extreme events occur more frequently. For decision makers and government regulators, it is therefore important to obtain accurate information on the interdependency of risk factors. Given a...
Persistent link: https://www.econbiz.de/10012966323