GDP Modelling with Factor Model: an Impact of Nested Data on Forecasting Accuracy [PDF]
Uncertainty associated with an optimal number of macroeconomic variables to be used in factor model is challenging since there is no criteria which states what kind of data should be used, how many variables to employ and does disaggregated data improve ...
Bessonovs, Andrejs
core +1 more source
The Dependence Structure of Macroeconomic Variables in the US [PDF]
A central role for economic policy involves reducing the incidence of systemic downturns, when key economic variables experience joint extreme events. In this paper, we empirically analyze such dependence using two approaches, correlations and copulas ...
Cathy Q. Ning, Loran Chollete
core
Vaccine spending and economic recovery: OECD panel data analysis. [PDF]
North Clin IstanbAydın E, Ozyesil M, Tembelo H.
europepmc +1 more source
Financial Integration in East Asia [PDF]
This paper examines the degree of integration into world financial markets and the impacts on several key macroeconomic variables of selected East Asian economies, and draws policy implications.
Hiroshi Fujiki, nd Akiko Terada-Hagiwara
core
Analyzing the Effectiveness of Macroeconomic Policies in Addressing Poverty in Iraq: An Econometric Study considering Digital Transformation and Artificial Intelligence for the Period (2004-2024). [PDF]
F1000ResAbdullah Abid Al Mihimdy N +2 more
europepmc +1 more source
Housing Prices and Macroeconomic Factors: Prospects within the European Monetary Union [PDF]
This study analyses the dynamic effects of specific macroeconomic variables (i.e. housing loan rates, inflation and employment) on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used to model the impact
Nicholas Apergis
core
Economic Welfare, Food Prices, and Sectoral Food Waste: A Structural Analysis Across the European Union. [PDF]
FoodsVărzaru AA.
europepmc +1 more source
Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]
PLoS OneZhao J, Yin J.
europepmc +1 more source
Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
PLoS OneLiang X, Sun Y.
europepmc +1 more source
Risk-Sensitive Machine Learning for Financial Decision Modeling Under Imbalanced Data: Evidence from Bank Telemarketing. [PDF]
Entropy (Basel)Dong B +8 more
europepmc +1 more source