Results 201 to 210 of about 103,352 (315)

Bayesian Methods in Nonlinear Time Series [PDF]

This paper reviews the analysis of the threshold autoregressive, smooth threshold autoregressive, and Markov switching autoregressive models from the Bayesian perspective.
Korenok Oleg
core  

Maximum likelihood estimation of matrix exponential spatial specification on seemingly unrelated regression-spatial autoregressive model. [PDF]

MethodsX
Marsono, Setiawan, Kuswanto H.
europepmc   +1 more source

Network Autoregressive Model for the Prediction of COVID-19 Considering the Disease Interaction in Neighboring Countries. [PDF]

Entropy (Basel), 2021
Sioofy Khoojine A, Shadabfar M, Hosseini VR, Kordestani H.   +3 more
europepmc   +1 more source

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy

Journal of Forecasting, EarlyView.
ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley   +1 more source

Bayesian modeling of the effect of vaccination and the delta and omicron variants on the COVID-19 epidemic in Burkina Faso using poisson log-linear autoregressive model. [PDF]

Front Public Health
Somda SMA, Traore I, Dabone BEA.
europepmc   +1 more source

A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations. [PDF]

J Appl Stat, 2023
Chen Z, Dassios A, Tzougas G.
europepmc   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models [PDF]

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S).
Harald Badinger, Peter Egger
core  

A non-linear integer-valued autoregressive model with zero-inflated data series. [PDF]

J Appl Stat
Popović PM, Bakouch HS, Ristić MM.
europepmc   +1 more source

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source