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Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices. 智库出版物
2018
作者:  Crespo Cuaresma J;  Hlouskova J;  Obersteiner M
收藏  |  浏览/下载:6/0  |  提交时间:2019/06/18
commodity prices, coffee, forecasting, forecast combination, vector autoregressive models, model uncertainty, model averaging  
DP11354 Forecasting in Economics and Finance 智库出版物
2016
作者:  Henry Allan Timmermann;  Graham Elliott
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Forecast models  Big data  Parameter estimation  Model instability  Forecast evaluation  
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. 智库出版物
2016
作者:  Costantini M;  Crespo Cuaresma J;  Hlouskova J
Adobe PDF(387Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
exchange rate forecasting  forecast combination  multivariate time series models  profitability  
DP9738 Anchoring the Yield Curve Using Survey Expectations 智库出版物
2013
作者:  Raffaella Giacomini;  Giuseppe Ragusa;  Carlo Altavilla
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Term structure models  Exponential tilting  Blue chip analysts survey  Forecast performance  Monetary policy forward guidance  Macroeconomic factors  
“Google it!” Forecasting the US Unemployment Rate with a Google Job Search index 智库出版物
2010
作者:  Francesco D’Amuri;  Juri Marcucci
JPEG(71Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/14
Google Econometrics  Forecast Comparison  Keyword Search  US Unemployment  Time Series Models  
DP7213 Transparency under Flexible Inflation Targeting: Experiences and Challenges 智库出版物
2009
作者:  Lars E.O. Svensson
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Factor models  Forecast combination  Forecast pooling  Midas  Mixed-frequency data  Model selection  Nowcasting  
DP5477 Rags in the High Rent District: The Evolution of Quota Rents in Textiles and Clothing 智库出版物
2006
作者:  Joseph Francois;  Julia Wörz
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Disaggregate information  Predictability  Forecast model selection  Var  Factor models  
DP5289 Optimal Delegation 智库出版物
2005
作者:  Niko Matouschek;  Ricardo Alonso
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bootstrap aggregation  Bayesian model averaging  Forecast combination  Factor models  Shrinkage estimation  Forecast model selection  Pre-testing  
DP3300 Structural Change and the Kaldor Facts of Economic Growth 智库出版物
2002
作者:  Josef Zweimüller;  Reto Foellmi
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Time-varying models  Non-linear models  Forecast pooling  European monetary union