Works matching DE "MATHEMATICAL models of economic forecasting"

Results: 90

IMPACT OF INDEX DERIVATIVES ON INDIAN STOCK MARKET VOLATILITY-AN APPLICATION OF ARCH AND GARCH MODEL.

Published in:

Corporate Ownership & Control, 2009, v. 6, n. 3, p. 39

By:

Rao, S. V. Ramana;
Tripathy, Naliniprava

Publication type:

Article

The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 48, doi. 10.2753/REE1540-496X4806S504

By:

Saltoglu, Burak;
Yazgan, M. Ege

Publication type:

Article

When do the USDA forecasters make mistakes?

Published in:

Applied Economics, 2013, v. 45, n. 36, p. 5086, doi. 10.1080/00036846.2013.818213

By:

Isengildina-Massa, Olga;
Karali, Berna;
Irwin, Scott H.

Publication type:

Article

An options-based approach to forecast competing bids: evidence for Canadian takeover battles.

Published in:

Applied Economics, 2013, v. 45, n. 34, p. 4805, doi. 10.1080/00036846.2013.804167

By:

Eichler, Stefan;
Maltritz, Dominik

Publication type:

Article

Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment.

Published in:

Applied Economics, 2013, v. 45, n. 33, p. 4677, doi. 10.1080/00036846.2013.797561

By:

Gupta, Rangan

Publication type:

Article

Do commercial real estate prices have predictive content for GDP?

Published in:

Applied Economics, 2013, v. 45, n. 31, p. 4379, doi. 10.1080/00036846.2013.783681

By:

Franses, Philip Hans;
De Groot, Bert

Publication type:

Article

Evaluating and improving GARCH-based volatility forecasts with range-based estimators.

Published in:

Applied Economics, 2013, v. 45, n. 28, p. 4041, doi. 10.1080/00036846.2012.748179

By:

Hung, Jui-Cheng;
Lou, Tien-Wei;
Wang, Yi-Hsien;
Lee, Jun-De

Publication type:

Article

Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?

Published in:

Applied Economics, 2009, v. 41, n. 9, p. 1121, doi. 10.1080/00036840601019273

By:

Hatemi-J, A.;
S. Hacker, R.

Publication type:

Article

Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models.

Published in:

Statistical Papers, 2011, v. 52, n. 3, p. 621, doi. 10.1007/s00362-009-0272-2

By:

Liu, Shuangzhe;
Heyde, Chris;
Wong, Wing-Keung

Publication type:

Article

What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas.

Published in:

Review of Economic Studies, 2012, v. 79, n. 2, p. 581, doi. 10.1093/restud/rdr033

By:

Costinot, Arnaud;
Donaldson, Dave;
Komunjer, Ivana

Publication type:

Article

Are Markets Rational?

Published in:

2008

By:

Frydman, Roman

Publication type:

Interview

Sharp Identification Regions in Models With Convex Moment Predictions.

Published in:

Econometrica, 2011, v. 79, n. 6, p. 1785, doi. 10.3982/ECTA8680

By:

Beresteanu, Arie;
Molchanov, Ilya;
Molinari, Francesca

Publication type:

Article

THE MODEL CONFIDENCE SET.

Published in:

Econometrica, 2011, v. 79, n. 2, p. 453, doi. 10.3982/ECTA5771

By:

HANSEN, PETER R.;
LUNDE, ASGER;
NASON, JAMES M.

Publication type:

Article

DESIGNING REALIZED KERNELS TO MEASURE THE EX POST VARIATION OF EQUITY PRICES IN THE PRESENCE OF NOISE.

Published in:

Econometrica, 2008, v. 76, n. 6, p. 1481, doi. 10.3982/ECTA6495

By:

BARNDORFF-NIELSEN, OLE E.;
HANSEN, PETER REINHARD;
LUNDE, ASGER;
SHEPHARD, NEIL

Publication type:

Article

MEASURING INEQUITY AVERSION IN A HETEROGENEOUS POPULATION USING EXPERIMENTAL DECISIONS AND SUBJECTIVE PROBABILITIES.

Published in:

Econometrica, 2008, v. 76, n. 4, p. 815, doi. 10.1111/j.1468-0262.2008.00860.x

By:

Bellemare, Charles;
Kröger, Sabine;
Van Soest, Arthur

Publication type:

Article

FORMAL AND INFORMAL RISK SHARING IN LDCs: THEORY AND EMPIRICAL EVIDENCE.

Published in:

Econometrica, 2008, v. 76, n. 4, p. 679, doi. 10.1111/j.1468-0262.2008.00857.x

By:

Dubois, Pierre;
Jullien, Bruno;
Magnac, Thierry

Publication type:

Article

Heteroscedasticity Robust Panel Unit Root Tests.

Published in:

Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 112, doi. 10.1080/07350015.2013.857612

By:

Westerlund, Joakim

Publication type:

Article

Time Series Data Analysis for Stock Market Prediction using Data Mining Techniques with R.

Published in:

International Journal of Advanced Research in Computer Science, 2015, v. 6, n. 6, p. 104

By:

Angadi, Mahantesh C.;
Kulkarni, Amogh P.

Publication type:

Article

Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors.

Published in:

Computational Economics, 2018, v. 51, n. 2, p. 323, doi. 10.1007/s10614-017-9741-1

By:

Yang, Aijun;
Xiang, Ju;
Shu, Lianjie;
Yang, Hongqiang

Publication type:

Article

IMPROVED WEIGHT FUZZY TIME SERIES AS USED IN THE EXCHANGE RATES FORECASTING OF US DOLLAR TO RINGGIT MALAYSIA.

Published in:

International Journal of Computational Intelligence & Applications, 2013, v. 12, n. 1, p. 1, doi. 10.1142/S1469026813500053

By:

EFENDI, RISWAN;
ISMAIL, ZUHAIMY;
DERIS, MUSTAFA MAT

Publication type:

Article

Diffusion Index Models and Index Proxies: Recent Results and New Directions.

Published in:

European Journal of Pure & Applied Mathematics, 2010, v. 3, n. 3, p. 478

By:

Armah, Nii Ayi;
Swanson, Norman R.

Publication type:

Article

REPRESENTATIONS AND SUNSPOT STABILITY.

Published in:

Macroeconomic Dynamics, 2011, v. 15, n. 1, p. 80, doi. 10.1017/S1365100509991015

By:

Evans, George W.;
McGough, Bruce

Publication type:

Article

Assessing Stock Market Volatility for Different Sectors in Malaysia.

Published in:

Pertanika Journal of Science & Technology, 2017, v. 25, n. 2, p. 631

By:

Shakila, S.;
Noryati, A.;
Maheran, M. J.

Publication type:

Article

THE GENERAL THEORY OF SECOND BEST AND ECONOMIC-EFFICIENCY ANALYSIS: THE THEORY, ITS NEGATIVE COROLLARIES, THE APPROPRIATE RESPONSE TO IT, AND A CODA ON THE ECONOMIC EFFICIENCY OF REDUCING POVERTY AND INCOME/WEALTH INEQUALITY.

Published in:

Akron Law Review, 2016, v. 49, n. 2, p. 437

By:

Markovits, Richard S.

Publication type:

Article

Modeling time-variation over the business cycle (1960–2017): an international perspective.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2018, v. 22, n. 5, p. N.PAG, doi. 10.1515/snde-2017-0101

By:

Martínez-García, Enrique

Publication type:

Article

EFFICIENT PREDICTION OF EXCESS RETURNS.

Published in:

Review of Economics & Statistics, 2011, v. 93, n. 2, p. 647, doi. 10.1162/REST_a_00092

By:

Faust, Jon;
Wright, Jonathan H.

Publication type:

Article

Alternative Defaultable Term Structure Models.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 1, doi. 10.1007/s10690-009-9084-6

By:

Bruti-Liberati, Nicola;
Nikitopoulos-Sklibosios, Christina;
Platen, Eckhard;
Schlögl, Erik

Publication type:

Article

Volatility Forecasting in the Hang Seng Index using the GARCH Approach.

Published in:

Asia-Pacific Financial Markets, 2009, v. 16, n. 1, p. 51, doi. 10.1007/s10690-009-9086-4

By:

Liu, Wei;
Morley, Bruce

Publication type:

Article

Density Forecasts Based on Disaggregate Data: Nowcasting Polish Inflation.

Published in:

Dynamic Econometric Models, 2015, v. 15, p. 71, doi. 10.12775/DEM.2015.004

By:

Mazur, Błażej

Publication type:

Article

Real-time or current vintage: does the type of data matter for forecasting and model selection?

Published in:

Journal of Forecasting, 2009, v. 28, n. 3, p. 183, doi. 10.1002/for.1089

By:

Feng, Hui

Publication type:

Article

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank.

Published in:

Journal of Forecasting, 2009, v. 28, n. 3, p. 194, doi. 10.1002/for.1118

By:

Cabrero, Alberto;
Camba-Mendez, Gonzalo;
Hirsch, Astrid;
Nieto, Fernando

Publication type:

Article

A diffusion model for products with indirect network externalities.

Published in:

Journal of Forecasting, 2008, v. 27, n. 4, p. 357, doi. 10.1002/for.1058

By:

Chun, Sung Yong;
Hahn, Minhi

Publication type:

Article

Testing for Granger (non-)causality in a time-varying coefficient VAR model.

Published in:

Journal of Forecasting, 2008, v. 27, n. 4, p. 293, doi. 10.1002/for.1060

By:

Christopoulos, Dimitris K.;
León-Ledesma, Miguel A.

Publication type:

Article

Creating a "Smart" Conditional Consensus Forecast.

Published in:

Financial Analysts Journal, 2008, v. 64, n. 6, p. 74, doi. 10.2469/faj.v64.n6.9

By:

Brown, Lawrence D.;
Gay, Gerald D.;
Turac, Marian

Publication type:

Article

Predicting the Success of Volatility Targeting Strategies: Application to Equities and Other Asset Classes.

Published in:

Journal of Alternative Investments, 2016, v. 18, n. 3, p. 21, doi. 10.3905/jai.2016.18.3.021

By:

PERCHET, ROMAIN;
DE CARVALHO, RAUL LEOTE;
HECKEL, THOMAS;
MOULIN, PIERRE

Publication type:

Article

A novel macroeconomic forecasting model based on revised multimedia assisted BP neural network model and ant Colony algorithm.

Published in:

Multimedia Tools & Applications, 2017, v. 76, n. 18, p. 18749, doi. 10.1007/s11042-016-4319-9

By:

Kuang, Yuting;
Singh, Ritika;
Singh, Saumya;
Singh, Shri

Publication type:

Article

Pseudo-likelihood estimation in ARCH models.

Published in:

Canadian Journal of Statistics, 2006, v. 34, n. 2, p. 341, doi. 10.1002/cjs.5550340210

By:

Mukherjee, Kanchan

Publication type:

Article

On testing for multivariate ARCH effects in vector time series models.

Published in:

Canadian Journal of Statistics, 2003, v. 31, n. 3, p. 275, doi. 10.2307/3316087

By:

Duchesne, Pierre;
Lalancette, Simon

Publication type:

Article

Geometric ergodicity of nonlinear autoregressive models with changing conditional variances.

Published in:

Canadian Journal of Statistics, 2000, v. 28, n. 3, p. 605, doi. 10.2307/3315968

By:

Chen, Min;
Chen, Gemai

Publication type:

Article

A STUDY ON FORECASTING BSE SENSEX BY USING HOLT-WINTER METHOD.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2013, v. 4, n. 10, p. 1

By:

MOHAMED, M. SHEIK;
BANU, M. A. SHAKILA;
LAKSHMI, B. DEEPA

Publication type:

Article

APPLICATION OF FUZZY CALCULATION METHODOLOGY TO CHECK THE CORRECTNESS OF FORECAST CALCULATIONS OF FINANCIAL RETURN IN A GLOBAL CONTEXT.

Published in:

EuroEconomica, 2012, v. 31, n. 3, p. 55

By:

ANDRONIC, Bogdan

Publication type:

Article

Application of Fuzzy Calculation Methodology to Check the Correctness of Forecast Calculations of Financial Return in a Global Context.

Published in:

EuroEconomica, 2012, v. 31, n. 3, p. 59

By:

ANDRONIC, Bogdan

Publication type:

Article

Forecasting large datasets with Bayesian reduced rank multivariate models.

Published in:

Journal of Applied Econometrics, 2011, v. 26, n. 5, p. 735, doi. 10.1002/jae.1150

By:

Carriero, Andrea;
Kapetanios, George;
Marcellino, Massimiliano

Publication type:

Article

Forecast encompassing tests and probability forecasts.

Published in:

Journal of Applied Econometrics, 2010, v. 25, n. 6, p. 1028, doi. 10.1002/jae.1097

By:

Clements, Michael P.;
Harvey, David I.

Publication type:

Article

Robust Stability of Monetary Policy Rules under Adaptive Learning.

Published in:

Southern Economic Journal, 2013, v. 80, n. 2, p. 439, doi. 10.4284/0038-4038-2012.071

By:

Gaus, Eric

Publication type:

Article

Validation of Default Probabilities.

Published in:

Journal of Financial & Quantitative Analysis, 2012, v. 47, n. 5, p. 1089, doi. 10.1017/S0022109012000324

By:

Blöchlinger, Andreas

Publication type:

Article

On the incorporation of parameter uncertainty for inventory management using simulation.

Published in:

International Transactions in Operational Research, 2013, v. 20, n. 4, p. 493, doi. 10.1111/itor.12018

By:

Muñoz, David Fernando;
Muñoz, David Gonzalo;
Ramírez ‐ López, Adán

Publication type:

Article

Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.

Published in:

Empirical Economics, 2017, v. 52, n. 1, p. 229, doi. 10.1007/s00181-016-1080-x

By:

Pauwels, Laurent;
Vasnev, Andrey

Publication type:

Article

Empirical identification of factor models.

Published in:

Empirical Economics, 2016, v. 51, n. 2, p. 621, doi. 10.1007/s00181-015-1025-9

By:

Phiromswad, Piyachart;
Yagihashi, Takeshi

Publication type:

Article

MONETARY POLICY EFFECTIVENESS IN CROATIA: EVIDENCE FROM A RESTRICTED VAR MODEL (VECM).

Published in:

Economics / Ekonomija, 2015, v. 22, n. 2, p. 445

By:

Adžić, Sofija;
Davidović, Milivoje

Publication type:

Article