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| Sep 30 2023 |
Jamie Emerson |
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Education, employment, and labor force participation in the United States |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Adam J. Check , Ming Chien Lo and Kwok Ping Tsang |
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Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2023 |
Karlyn Mitchell and Douglas K. Pearce |
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The Wall Street Journal panel of economists: How did they do in predicting economic growth in a time of pandemic? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Mamadou Michel Diakhate and Seydi Ababacar Dieng |
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Forecasting Senegalese quarterly GDP per capita using recurrent neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Jean-François Verne |
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Forecast the inflation rate in Lebanon: The use of the artificial neural networks method |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Yuta Kurose |
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Bayesian GARCH modeling for return and range |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
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Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 20 2022 |
Stephen Bazen and Jean-marie Cardebat |
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Why have Bordeaux wine prices become so difficult to forecast ? |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 29 2021 |
Jaime Lara Lara and Fabian Mendez-Ramos |
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Poverty vulnerability: The role of poverty lines in the post-pandemic era |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin |
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Does global financial cycle drive systemic risk? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Juan G Brida , Bibiana Lanzilotta and Lucia I Rosich |
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On the empirical relations between producers expectations and economic growth |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Jeerawadee Pumjaroen and Tipat Sottiwan |
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How to obtain a better result of updating the I-O table from the MTT method |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Pål Børing , Arne Martin Fevolden and André Lynum |
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Skills for the future – forecasting firm competitiveness using machine learning methods and employer–employee register data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2021 |
Dandan Liu and Michael A Ellis |
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FOMC forecasts and economic policy uncertainty |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 24 2020 |
Olivier Darne and Amelie Charles |
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Nowcasting GDP growth using data reduction methods: Evidence for the French economy |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2020 |
Saakshi Jha and Sohini Sahu |
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Forecasting inflation for India with the Phillips Curve: Evidence from internet search data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 07 2020 |
Garry L. Shelley , Anca Traian and William J. Trainor Jr. |
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Stock market "prediction" models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 08 2019 |
Arne Steinkraus |
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Estimating Treatment Effects With Artificial Neural Nets – A Comparison to Synthetic Control Method |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 12 2019 |
Adam J. Check , Anna K Nolan and Tyler C. Schipper |
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Forecasting GDP Growth using Disaggregated GDP Revisions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 21 2018 |
Muhammad Shahbaz , Naceur Khraief , Mantu Kumar Mahalik and Saleheen Khan |
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Are Fluctuations in Military Spending Transitory or Permanent? International Evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 31 2017 |
Afees A. Salisu , Kazeem O. Isah and Idris Ademuyiwa |
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Testing for asymmetries in the predictive model for oil price-inflation nexus |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 25 2017 |
Jin Ho Kim and Herman O Stekler |
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Evaluating a long-run forecast: The World Bank poverty forecasts |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 10 2016 |
Manel Hamdi , Chaker Aloui and Santosh kumar Nanda |
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Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
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Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2016 |
Andreza A Palma |
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Natural interest rate in Brazil: further evidence from an AR-trend-bound model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 22 2016 |
Dirk Ulbricht |
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It is not structural breaks that earn average forecasts their fame |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 11 2016 |
G P Girish and Aviral Kumar Tiwari |
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A comparison of different univariate forecasting models forSpot Electricity Price in India |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 17 2016 |
Yoshimasa Uematsu and Shinya Tanaka |
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Regularization parameter selection via cross-validation in the presence of dependent regressors: a simulation study |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 24 2015 |
Luisa Bisaglia and Margherita Gerolimetto |
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Forecasting integer autoregressive processes of order 1: are simple AR competitive? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2015 |
Ons Jedidi and Jean Sébastien Pentecote |
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Robust Signals for Banking Crises |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 08 2015 |
Manel Hamdi and Chaker Aloui |
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Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 01 2015 |
António Afonso and Jorge Silva |
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The track record of fiscal forecasting in the EU |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 01 2015 |
Rachida Hennani and Michel Terraza |
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Contributions of a noisy chaotic model to the stressed Value-at-Risk |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 29 2015 |
Dimitrios P. Louzis |
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The economic value of flexible dynamic correlation models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 11 2015 |
Sartaj Rasool Rather , Sunil Paul and S. Raja Sethu Durai |
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Inflation forecasting and the distribution of price changes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 11 2015 |
Prateek Sharma and Swati Sharma |
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Forecasting gains of robust realized variance estimators: evidence from European stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 24 2014 |
Nicholas Mangee |
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Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 06 2014 |
Florian Huber |
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Forecasting Exchange Rates using Bayesian Threshold Vector
Autoregressions |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 26 2014 |
Marcelo Griebeler |
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Models for forecasting exchange rate volatility: a comparison between developed and emerging countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 08 2014 |
Jens J. Krüger |
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A multivariate evaluation of German output growth and inflation forecasts |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2014 |
Aviral Kumar Tiwari , Claudiu T Albulescu and Phouphet Kyophilavong |
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A comparison of different forecasting models of the international trade in India |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 04 2013 |
Viktor Manahov and Robert Hudson |
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New Evidence of Technical Trading Profitability |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 19 2013 |
Vipin Arora |
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Comparisons of Chinese and Indian Energy Consumption Forecasting Models |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2013 |
Periklis Gogas , Theophilos Papadimitriou and Elvira Takli |
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Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 11 2013 |
Yanfeng Wei |
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Commodity prices, manufactured goods prices and inflation: evidence from Japan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2013 |
Kieran Burgess and Nicholas Rohde |
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Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 03 2012 |
Matthias Hartmann and Helmut Herwartz |
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Consolidation first - About twin deficits and the causal relation between fiscal budget and current account imbalances |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 11 2012 |
Henri Nyberg , Markku Lanne and Erkka Saarinen |
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Does noncausality help in forecasting economic time series? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2012 |
Carmine Trecroci |
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Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 23 2012 |
Tara M. Sinclair , H. O. Stekler and Warren Carnow |
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A new approach for evaluating economic forecasts
|
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2012 |
Christian Pierdzioch , Jan C Rülke and Georg Stadtmann |
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Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
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Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 04 2012 |
Sergey Krylov |
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Methodological Approach to Company Cash Flows Target-Oriented Forecasting Based on Financial Position Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 25 2012 |
Jaqueson K. Galimberti and Sergio da Silva |
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An empirical case against the use of genetic-based learning classifier systems as forecasting devices |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 28 2011 |
Dean Fantazzini |
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Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 08 2011 |
Georg Stadtmann , Christian Pierdzioch and Jan Ruelke |
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Scattered Fiscal Forecasts |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 20 2011 |
Ozlem Goktas and Aycan Hepsag |
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Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 05 2011 |
Chun-Teck Lye , Tze-Haw Chan and Chee-Wooi Hooy |
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Nonlinear prediction of Malaysian exchange rate with monetary fundamentals |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2011 |
João Caldeira and Luiz Furlani |
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Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 16 2010 |
Dean Fantazzini |
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Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 15 2010 |
Julien Chevallier |
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Volatility forecasting of carbon prices using factor models |
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Abstract Contact Information Citation Full Text - Note |
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| May 18 2010 |
Henri Nyberg |
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Testing an autoregressive structure in binary time series models |
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Abstract Contact Information Citation Full Text - Note |
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| May 12 2010 |
Oreste Napolitano and Alberto Montagnoli |
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The European Unemployment Gap and the Role of Monetary Policy
|
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Abstract Contact Information Citation Full Text - Note |
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| Feb 10 2010 |
Dominique Guégan and Patrick Rakotomarolahy |
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A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 16 2009 |
Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang |
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The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 07 2009 |
Markku Lanne |
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Properties of Market-Based and Survey Macroeconomic Forecasts for Different Data Releases |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 14 2008 |
Gueorgui I. Kolev |
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Forecasting aggregate stock returns using the number of initial public offerings as a predictor |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 02 2008 |
Olivier Darne |
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Using business survey in industrial and services sector to nowcast GDP growth:The French case |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 05 2008 |
Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang |
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Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 04 2008 |
Yasuhiko Nakamura |
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On Forecasting Recessions via Neural Nets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 17 2007 |
Matei Demetrescu |
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Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2006 |
Jonas Andersson |
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Searching for the DGP when forecasting - Is it always meaningful for small samples? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 04 2005 |
John C. Bernard and William Schulze |
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The next new thing: curiosity and the motivation to purchase novel products |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 06 2002 |
Konstantin A. Kholodilin |
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Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 19 2002 |
Konstantin Kholodilin |
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Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators |
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Abstract Contact Information Citation Full Text - Note |
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