Results 221 to 230 of about 280,531 (306)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Spatiotemporal patterns and climate-induced macroeconomic burden of malaria in sub-Saharan Africa. [PDF]

BMC Public Health
Yao T, Yang X, Ye H, Wang Y, Yu X, Huang Y, Xu M.   +6 more
europepmc   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Formulation and validation of a regional household wealth index for sub-Saharan Africa. [PDF]

PLoS One
Razavi M, Gaba C, Crown W, Nandakumar A.
europepmc   +1 more source

Guide to effective use of statistics : Part 14: Official macroeconomic statistics

Journal of Information Processing and Management, 2012
openaire   +2 more sources

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

Does road safety cointegrate with socio-economic conditions in rich developing countries? [PDF]

PLoS One
Alfaki IA, Grivna M, El Sadig M.
europepmc   +1 more source

Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley   +1 more source

Investment attractiveness in BRICS+ economies: Evaluating business environment reforms, institutional quality, and macroeconomic factors. [PDF]

PLoS One
Tachega MA, Wang J, Chen Y, Ahmed R, Opoku EO, Mintah C, Bart-Plange L.   +6 more
europepmc   +1 more source