Showing 1 - 10 of 26
We study the performance of Virtual Stock Markets (VSMs) in an institutional forecasting environment. We compare VSMs … of the three approaches differ in forecasting accuracy in a low knowledge-heterogeneity environment. However, where there …
Persistent link: https://www.econbiz.de/10004998902
forecasting, planning and execution stages. In this paper, we highlight the potential economic value of installed base data for …
Persistent link: https://www.econbiz.de/10005450978
In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning …
Persistent link: https://www.econbiz.de/10005342917
This paper examines different multivariate models to evaluate what are the main determinants when doing VaR forecasts for a portfolio of assets. To achieve this goal, we unify past multivariate models by using a general copula framework and we propose many new extensions. We differentiate the...
Persistent link: https://www.econbiz.de/10005342981
This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial … production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate … linear models perform about as well for almost every forecasting horizon …
Persistent link: https://www.econbiz.de/10005345252
This paper uses a modified version of the DSGE model estimated in Smets and Wouters (2003) to generate a prior distribution for a vector autoregression, following the approach in Del Negro and Schorfheide (2003). This DSGE-VAR is fitted to Euro area data on GDP, consumption, investment, nominal...
Persistent link: https://www.econbiz.de/10005345303
Persistent link: https://www.econbiz.de/10005345656
Persistent link: https://www.econbiz.de/10005345733
We introduce an international, adaptive diffusion model that can be used to forecast the cross-national diffusion of an innovation at early stages of the diffusion curve. We model the mutual influence between the diffusion processes in the different social systems (countries) by mixing...
Persistent link: https://www.econbiz.de/10005288322
Dividing forecasts of brand sales by a forecast of category sales, when they are generated from brand specific sales-response models, renders biased forecasts of the brands' market shares. In this paper we therefore propose an easy-to-apply simulation-based method which results in unbiased...
Persistent link: https://www.econbiz.de/10005288409