Threshold MIDAS Forecasting of Canadian Inflation Rate
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley +1 more source
Econometric analysis of the long-run relationship between preventive care spending and mortality: evidence from OECD countries, 1970-2019. [PDF]
Ammi M, Davarzani F.
europepmc +1 more source
Forecasting With Machine Learning Shadow‐Rate VARs
ABSTRACT Interest rates are fundamental in macroeconomic modeling. Recent studies integrate the effective lower bound (ELB) into vector autoregressions (VARs). This paper studies shadow‐rate VARs by using interest rates as a latent variable near the ELB to estimate their shadow‐rate values.
Michael Grammatikopoulos
wiley +1 more source
The impact of maternal and child health on sustainable development goals: evidence from Turkic Republics (2000-2020). [PDF]
Ekinci G.
europepmc +1 more source
A Novel Approach to Regionalize Country‐Level GDP Projections
ABSTRACT Socioeconomic projections are policy support tools that are often limited to country‐level data, making them insufficient for policy areas that require a more nuanced, sub‐national perspective. For granular geographical analyses in a multicountry setting, international organizations often rely on straightforward regionalization techniques ...
Riccardo Curtale +2 more
wiley +1 more source
Uncovering economic impacts and dynamics of European energy policy: Evidence from DEMATEL, panel data, and cluster analysis. [PDF]
Kluczek A, Woźniak A, Żegleń P.
europepmc +1 more source
Forecasting Carbon Prices: A Literature Review
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis +2 more
wiley +1 more source
Wealth, health expenditure and cancer: an econometric analysis for European countries. [PDF]
Aydın B, İlkin Aydın E.
europepmc +1 more source
Structural Macro-Econometric Modelling in a Policy Environment
Adrian Pagan, Martin Fukač
openalex +1 more source

