Forecasting With Machine Learning Shadow‐Rate VARs
Journal of Forecasting, EarlyView.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
Development of a Theoretical Model for the Price Formation of Agri-Food Products in the Food Supply Chain: A Slovenian Case Study. [PDF]
FoodsPrišenk J, Zidar N, Turk J.
europepmc +1 more source
Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts
Journal of Forecasting, EarlyView.ABSTRACT We provide an in‐depth assessment of univariate financial time series analysis via machine learning followed by a thorough discussion beyond the discussion on daily return predictability. We simulate economic time series and present an in‐depth assessment of relevant hyperparameter tuning and study the ability of competing deep learning ...
Theo Berger
wiley +1 more source
Information and communication technology, upgrading of industrial structure and spatial spillover effect. [PDF]
Sci RepFang H, Iqbal K.
europepmc +1 more source
A Novel Approach to Regionalize Country‐Level GDP Projections
Journal of Forecasting, EarlyView.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
Cost of type 2 diabetes mellitus management for households in Northern India - an econometric analysis. [PDF]
BMC Health Serv ResBansal K, Rajput M, Rajput R.
europepmc +1 more source
Application of robust wild bootstrap estimation of linear model in econometric
, 2015 Bello Abdulkadiri Rasheed +3 more
openalex +1 more source
Forecasting Carbon Prices: A Literature Review
Journal of Forecasting, EarlyView.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
The spatial and dynamic impact of air pollution on public health: Evidence from China 2000-2021. [PDF]
PLoS OneQin Y, Lin X, Duan Y.
europepmc +1 more source
Impacts of agritech on sustainable agriculture in Sub-Saharan Africa: a quantile regression approach towards SDG 2.4. [PDF]
Carbon Balance ManagKantoğlu B +5 more
europepmc +1 more source