Search Results - subject_exact:"Forecast"

Econometric analysis and forecasts on exports of emerging economies from Central and Eastern Europe

Popescu, Liviu; Găman, Mirela; Mihai, Laurentiu Stelian; … - 2026

This study examines the evolution, heterogeneity, and short-term prospects of export performance in seven Central and Eastern European (CEE) economies-Croatia, Czech Republic, Hungary, Poland, Romania, Bulgaria, and Slovakia-over the period 1995-2024. Using annual World Bank data, exports are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640540

Cross-learning with panel data modeling for stacking and forecast time series employment in Europe

Lovaglio, Pietro Giorgio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374085

Can effects of weather variation predict future economic downturn? : Evidence from systemic risk in Indian financial markets

Thakkar, Pratik - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375161

Fiscal consolidation hampered by sluggish GDP growth : economic outlook for 2025 and 2026

Ederer, Stefan; Schiman-Vukan, Stefan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211739

Austria is in its third year of recession : economic outlook for 2025 and 2026

Scheiblecker, Marcus; Ederer, Stefan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015418834

Austria is slowly returning to growth : economic outlook for 2025 and 2026

Glocker, Christian; Ederer, Stefan - 2025

After two years of recession, Austria's economic output is likely to stagnate in 2025. WIFO expects GDP growth of 1.2 percent in 2026. The upturn in the global economy should then give the Austrian economy some momentum again, driven by both exports and domestic demand.

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438180

Predictive power of ESG factors for DAX ESG 50 index forecasting using multivariate LSTM

Rosinus, Manuel; Lansky, Jan - 2025

As investors increasingly use Environmental, Social, and Governance (ESG) criteria, a key challenge remains: ESG data is typically reported annually, while financial markets move much faster. This study investigates whether incorporating annual ESG scores can improve monthly stock return...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015462896

Econometric and python-based forecasting tools for global market price prediction in the context of economic security

Zherlitsyn, Dmytro; Kravchenko, Volodymyr; Mints, Oleksiy; … - 2025

Debate persists over whether classical econometric or modern machine learning (ML) approaches provide superior forecasts for volatile monthly price series. Despite extensive research, no systematic cross-domain comparison exists to guide model selection across diverse asset types. In this study,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562173

Austria gradually emerges from recession : economic outlook for 2025 and 2026

Schiman-Vukan, Stefan; Ederer, Stefan - 2025

Austria's economy is recovering over the projection period from a recession that, according to the revised National Accounts, proved comparably severe to Germany's. The rebound is driven by private consumption, while foreign trade in goods continues to contract for the time being. Residential...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484725

Recession in Austria persists stubbornly : economic outlook for 2024 and 2025

Schiman-Vukan, Stefan; Ederer, Stefan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083882

Expertise and prediction accuracy

Grewenig, Elisabeth; Gründler, Klaus; Lergetporer, Philipp - 2026

Public support for policy interventions depends on citizens' beliefs about their likely ef-fects. We examine how individuals form such beliefs by studying their predictions of experimental outcomes in a policy-relevant setting, and why their predictions differ from expert benchmarks. We elicit...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609852

Show one more version 1

Expertise and prediction accuracy

Grewenig, Elisabeth; Gründler, Klaus; Lergetporer, Philipp - 2026

Book / Working Paper

A predictive analytics approach for forecasting global stock index returns using deep learning techniques

Hu, Liang; Shen, Yinru - 2026

Accurately predicting stock index returns remains a critical yet complex task due to the inherent volatility of financial markets and the intricate temporal dependencies within financial time series. This study presents a robust machine learning framework to forecast the relative returns of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654339

A cloud-enabled predictive analytics model for assessing health risks under climate variation

Rani, S. Sheeja; Aburukba, Raafat - 2026

The relationship between climatic conditions and disease spread is a crucial aspect of public health. Factors such as temperature, humidity, precipitation, seasonal changes, and air pollution directly and indirectly influence the transmission of infectious diseases, including respiratory...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654340

Ausgabenprojektionen für das Gesundheitswesen bis 2060 : Alterung und Reformen

Colombier, Carsten; Lerch, Benjamin; Brändle, Thomas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619096

An in-depth assessment of the Central Bank of Malta's projections

Saliba, Maria Christine - 2026

This paper presents an in-depth analysis of the performance of the macroeconomic projections produced by Central Bank of Malta (CBM) staff. A real-time macroeconomic database published by the CBM is utilized, allowing for the computation of forecast errors based on the first official data...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655280

Forecasting Kazakhstan's GDP based on a dynamic factor model with regularization

Akhmet, Alisher - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609234

Direct Gaussian process predictive regressions with mixed frequency data

Hauzenberger, Niko; Marcellino, Massimiliano; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609527

Show one more version 1

Direct gaussian process predictive regressions with mixed frequency data

Hauzenberger, Niko; Marcellino, Massimiliano; … - 2026

Book / Working Paper

Establishment-level life cycle and analysts' forecasts

Basu, Sudipta; Dai, Xin; Lee, Caroline - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609751

Forecasting commodity prices using futures : the case of copper

Cortazar, Gonzalo; Enberg, Mariavictoria; Ortega, Hector - 2026

This paper analyzes three forecasting methods for commodity spot prices and applies them to copper prices. The first method uses futures prices from either LME or COMEX. The second method uses analysts' consensus expectations, reported by Bloomberg. The third method jointly uses futures and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611243

Enhancing predictive performance of LSTM-attention models for investment risk forecasting

Ladhari, Amina; Boubaker, Heni - 2026

For many decades, time-series forecasting has been applied to different problems by scientists and industries. Many models have been introduced for the purpose of forecasting. These advancements have significantly improved the accuracy and reliability of predictions, especially in complex...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611300

Beating the "pros" with a semi-structural model of their own inflation forecasts

Alves, Sergio Afonso Lago; Areosa, Waldyr Dutra; … - 2026 - Last updated: March 10, 2026

Professional inflation forecasts contain valuable information but exhibit information frictions. We extract improved forecasts by explicitly modeling these frictions using the US Survey of Professional Forecasters data, and find that forecast rigidity increases systematically with horizon,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612295

Show one more version 1

Beating the "pros" with a semi-structural model of their own inflation forecasts

Alves, Sergio Afonso Lago; Areosa, Waldyr Dutra; … - 2026

Book / Working Paper

Can we (still) predict future earnings? : the case of China and Indonesia

Sulistiawan, Dedhy; Rudiawarni, Felizia Arni; Sudibyo, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614134

Austria's economy sees light at the end of the tunnel : economic outlook for 2025 to 2027

Ederer, Stefan; Schiman-Vukan, Stefan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615627

Outlier-robust evaluation of fixed-event macroeconomic survey expectations

Delis, Panagiotis; Kontogeorgos, Georgios - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593667

Extrapolators and contrarians : forecast bias and individual investor stock trading

Andersen, Steffen; Dimmock, Stephen G.; Nielsen, Kasper M. - 2026

We test whether forecast bias affects individual investors' stock trading by combining bias measures from laboratory experiments with administrative trade data. Forecast bias is positively associated with past excess returns of purchased stocks: Compared to contrarians, extrapolators purchase...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015588367

Forecasting mutual fund performance : combining return-based with portfolio holdings-based predictors

Müller, Sebastian; Pugachyov, Nikolay; Weigert, Florian - 2026

We introduce a simple yet powerful method for enhancing mutual fund performance prediction by combining individual predictors into a composite predictor. This composite approach integrates information from 19 well-established return-based and portfolio holdings-based predictors from the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591032

Riding out the storm : high-frequency data for enhanced oil market risk forecasting

Kuang, Wei - 2026

The stability of global energy markets is fundamental to effective energy strategy, influencing national policy and corporate investment decisions. Extreme volatility, such as during the COVID-19 pandemic, exposes the limitations of conventional risk assessment tools and undermines strategic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604096

Forecasting and managing price volatility in salmon production : a hybrid system using conformal prediction and dynamic hedging

Luna, Manuel; Pérez-Mon, Olaya; Becker, João Luiz - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604682

Angebotskonzentration bei mineralischen Rohstoffen und Zwischenprodukten - potenzielle Preis- und Lieferrisiken : DERA-Rohstoffliste 2025

Bastian, Dennis; Bookhagen, Britta; Fritz, Alexander; … - 2026 - Datenstand: August 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605007

Demand for dollars : evidence from survey expectations

Ballensiefen, Benedikt; Somogyi, Fabricius; Winterberg, … - 2026 - This version: 26 April 2026

We study the determinants of US dollar demand across market participants and traded instruments using survey-based exchange rate and macroeconomic expectations. Leveraging granular foreign exchange trading data, we show that forward-looking expectations accurately predict both currency returns...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635515

Show one more version 1

Demand for dollars : evidence from survey expectations

Ballensiefen, Benedikt; Somogyi, Fabricius; Winterberg, … - 2026

Book / Working Paper

Advanced time series forecasting of electricity generation in Turkey : a comparative study using LSTM models, ARIMA, and PSO : optimized holt trend

Barak, Mensure Zuhal; Karakas, Esra - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620374

From data to decision : predictive modeling of oil prices using AutoML and SHAP analysis

Belguith, Rihab - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620429

Projecting inflation tail risks in a small open economy : some evidence from Singapore

Chow, Hwee-kwan; Lee, Jordan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015624528

Intelligence artificielle et prévision à moyen terme de l'inflation dans la CEMAC

Mvondo, Thierry - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625817

AFPC Representative Farm Economic Outlook for the 2026 FAPRI Baseline

Outlaw, Joe L.; Fischer, Bart L.; Knapek, George M.; … - 2026

The Agricultural and Food Policy Center (AFPC) at Texas A&M University develops and maintains data to simulate 91 representative crop, dairy, and livestock operations in major production areas of 30 states. The chief purpose of this analysis is to project the economic viability of those farms by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627297

How effective is mamba-augmented transformer for stock market price forecasting?

Shuvo, Md Shahria Sarker; Adib, Awsaf Tausif; Emon, Md … - 2026

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time series. Although LSTMs and Transformer-based models have improved sequential modeling, their ability to scale efficiently to long financial sequences remains limited. Recently,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628622

Mood in the market : forecasting IPO activity with music sentiment and LSTM

Ding, Qinxu; Guan, Chong; Yu, Yinghui - 2026

We examine whether aggregate "music mood" derived from globally popular songs can help forecast primary equity issuance. We build a Friday-anchored weekly panel that merges SEC EDGAR counts of priced Initial Public Offerings (IPOs) with features from the Spotify Daily Top 200 (audio descriptors...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628658

Raumordnungsprognose 2045 : Erwerbspersonenprognose 2045

Maretzke, Steffen; Schlömer, Claus; Hoymann, Jana - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638465

A glimpse on the futures of telecommunication networks : from market, technology and regulation trends to strategic foresight

Corazza, Giovanni Emanuele; Rinaldi, Ilaria; Coletto, Irene - 2026

This paper explores the current state, trends, and possible futures of the telecommunication ecosystem in Italy, outlining strategies for development. We adopt a combined methodology, integrating participatory scenario building through the Nominal Group Technique with a structured literature...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639701

Graph attention networks in exchange rate forecasting

Landmesser-Rusek, Joanna; Orłowski, Arkadiusz - 2026

Exchange rate forecasting is an important issue in financial market analysis. Currency rates form a dynamic network of connections that can be efficiently modeled using graph neural networks (GNNs). The key mechanism of GNNs is the message passing between nodes, allowing for better modeling of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640548

The predictive content of U.S. Energy information administration oil market forecasts

Garratt, Anthony; Petrella, Ivan; Zhang, Yunyi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635001

Show one more version 1

The predictive content of US energy information administration oil market forecasts

Garratt, Anthony; Petrella, Ivan; Zhang, Yunyi - 2026

Book / Working Paper

Global Trade Outlook and Statistics: March 2026 : March 2026

2026

The WTO's "Global Trade Outlook and Statistics" presents the WTO Secretariat's forecasts for world trade in 2026 and 2027. Breakdowns of merchandise and commercial services trade by sector and region are provided, together with details on leading traders. An analytical chapter looks at the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641126

High-frequency inflation forecasting : a two-step machine learning methodology

Bolivar, Osmar - 2026

This study introduces a novel two-step machine learning methodology to generate high-frequency (daily and weekly) inflation forecasts in developing economies, where official statistics are typically available only at a monthly frequency and with delays. High-frequency forecasting here is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643940

Comparison of inflation expectations from surveys and markets across different horizons

Elizondo, Rocio; Carrillo, Julio A. - 2026

This paper compares inflation expectations from surveys and financial markets for the short-, medium-, and long-term horizons for Mexico. The analysis covers the period between 2000 and 2024, and compares their descriptive statistics, bias, efficiency, discrepancy, convergence level, and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644030

Herding in the foreign exchange market

Allayioti, Anastasia; Garratt, Anthony - 2026

Using a recent and comprehensive data set covering nine of the most actively traded currencies on a monthly basis from 1995 to 2024, this paper explores the presence and potential drivers of herding behaviour in foreign exchange rate forecasts. The dataset features an average of 40-50...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655766

Commodity Markets Outlook, April 2026

2026

The war in the Middle East represents a historic shock to commodity markets, resulting in the largest oil supply loss on record. Assuming the most acute phase of commodity trade disruptions ends shortly and shipping volumes gradually return to near prewar levels by October, average commodity...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656090

ESG expertise and analysts' roles in capital markets

Wei, Yixin (Lucy); Cahan, Steven F.; Chen, Li - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647541

On the wisdom of crowds (of economists)

Diebold, Francis X.; Mora, Aarón; Shin, Minchul - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650517

Show one more version 1

On the wisdom of crowds (of economists)

Diebold, Francis X.; Mora, Aarón; Shin, Minchul - 2025

Book / Working Paper

News-based inflation expectations : LLM-assisted measurement and forecasting

Tanisa Tawichsri; Suppawong Tuarob; Nuwat Nookhwun; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650750

Predicting labour force types

Castro, Rui; Kim, Jiyoung; Lange, Fabian; Larivière, … - 2026

A small group of people accounts for a large majority of flows between labor market states and of spells in un- and non-employment. In this paper, we ask whether it is possible to identify those weakly attached to the labor market during their prime working-age years using information available...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651972