Results 271 to 280 of about 482,787 (390)

Real‐Time Forecasting Using Mixed‐Frequency VARs With Time‐Varying Parameters

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper provides a detailed assessment of the real‐time forecast accuracy of a wide range of vector autoregressive models that allow for both structural change and indicators sampled at different frequencies. We extend the literature by evaluating a mixed‐frequency time‐varying parameter vector autoregressive model with stochastic ...
Markus Heinrich, Magnus Reif
wiley   +1 more source

Forecasting Energy Efficiency in Manufacturing: Impact of Technological Progress in Productive Service and Commodity Trades

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper employs the theory of biased technological progress to assess the effects of technological advancements across diverse trades, with a particular emphasis on predicting energy efficiency. A translog cost function model is developed, integrating five critical types of energy inputs.
Zixiang Wei   +4 more
wiley   +1 more source

Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study examines the effect of climate change exposure on analysts' forecasted stock performance operationalized by their actual recommendations. Our results indicate that firms with higher exposure to climate change receive less favorable recommendations from analysts.
Cyrine Khiari   +4 more
wiley   +1 more source

Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction Using Deep Learning

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper proposes a multilayer artificial neural network (ANN) method to predict the probability of default (PD) within a survival analysis framework. The ANN method captures hidden interconnections among covariates that influence PD, potentially leading to improved predictive performance compared to both logit and skewed logit models.
Yiannis Dendramis   +2 more
wiley   +1 more source

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