Review of Economic PerspectivesThe purpose of this study is to identify the most effective supervised machine learning models for predicting the financial performance of companies listed on the BIST100 index.
Ergenç Cansu, Aktaş Rafet
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EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers [PDF]
This research focuses on the estimation of labour supply equations for Dutch dairy farmers that are suitable for policy simulations. Data availability leads to the fact that we can not estimate structural labour supply equations.
Hall, Alastair R., Ooms, Daan L.
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Sector-specific financial forecasting with machine learning algorithm and SHAP interaction values
Financial Internet QuarterlyThis study examines the application of machine learning models to predict financial performance in various sectors, using data from 21 companies listed in the BIST100 index (2013-2023).
Ergenç Cansu, Aktaş Rafet
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Alternative Model Selection Using Forecast Error Variance Decompositions in Wholesale Chicken Markets [PDF]
Although Vector Autoregressive models are commonly used to forecast prices, specification of these models remains an issue. Questions that arise include choice of variables and lag length.
Carreira, Rita I. +2 more
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Early-warning tools to forecast general government deficit in the euro area: the role of intra-annual fiscal indicators [PDF]
In this paper I evaluate the usefulness of a set of fiscal indicators as early-warning-signal tools for annual General Government Net Lending developments for some EMU countries (Belgium, Germany, Spain, France, Italy, The Netherlands, Ireland, Austria ...
Pérez, Javier J.
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El Paso Housing Sector Econometric Forecast Accuracy [PDF]
There is comparatively little empirical evidence regarding the accuracy of regional housing sector forecasts. Much of the recent analysis conducted for this topic is developed for housing starts and indicates a relatively poor track record.
Fullerton, Thomas M., Jr. +1 more
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Do Professional Forecasters Pay Attention to Data Releases? [PDF]
We present a novel approach to assessing the attentiveness of professional forecasters to news about the macroeconomy. We find evidence that professional forecasters, taken as a group, do not always update their estimates of the current state of the ...
Clements, Michael P
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Should quarterly government finance statistics be used for fiscal surveillane in Europe? [PDF]
We use a newly available dataset of euro area quarterly national accounts fiscal data and construct multi-variate, state-space mixed-frequencies models for the government deficit, revenue and expenditure in order to assess its information content and its
Pedregal, Diego J., Pérez, Javier J.
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Housing Price Prediction - Machine Learning and Geostatistical Methods
Real Estate Management and ValuationMachine learning algorithms are increasingly often used to predict real estate prices because they generate more accurate results than conventional statistical or geostatistical methods.
Cellmer Radosław, Kobylińska Katarzyna
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