Similar Search Results

Quantile regression analysis to predict GDP distribution using data from the US and UK

Thi Huyen Tran; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10013474017

Ravazzolo, Francesco; Rothman, Philip - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 441-453

Persistent link: https://www.econbiz.de/10011649137

The U.S. Treasury term structure and the distribution of real GDP growth

Durham, J. Benson - In: Journal of investment management : JOIM 19 (2021) 4, pp. 58-78

Persistent link: https://www.econbiz.de/10013164705

A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States

Karlsson, Sune; Österholm, Pär - In: Economics letters 197 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012511133

Dynamic Factor Trees and Forests : a theory-led machine learning framework for non-linear and state-dependent short-term U.S. GDP growth predictions

Wochner, Daniel - 2020 - This version: January 31, 2020

theory (cf. e.g. Mukherjee, 2017; Veltri, 2017). This article proposes so-called Dynamic Factor Trees (DFT) and Dynamic … reduce to the standard Dynamic Factor Model (DFM) as a special case and allow us to embed theory-led factor models in …

Persistent link: https://www.econbiz.de/10012172506

Forecasting U.S. economic growth in downturns using cross-country data

Lyu, Yifei; Nie, Jun; Yang, Shu-Kuei X. - 2020

Persistent link: https://www.econbiz.de/10012498957

A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP

Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75

Persistent link: https://www.econbiz.de/10001443672

Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share

Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119

Persistent link: https://www.econbiz.de/10001181317

A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP

Clements, Michael P.; Krolzig, Hans-Martin - 1997

Persistent link: https://www.econbiz.de/10000645924

Cointegration analysis with mixed-frequency data

Seong, Byeongchan (contributor); Ahn, Sung K. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003496561