Results 171 to 180 of about 382,042 (380)
Augmenting Neural Networks With Time‐Varying Weights
ABSTRACT In the macroeconomic forecasting community, there is increasing interest in machine learning methods that can extract nonlinear predictive content from large datasets with a high number of predictors. Meanwhile, time‐varying parameter (TVP) models are known to flexibly model time series by allowing regression coefficients to vary over time ...
William Rudd +2 more
wiley +1 more source
Macroeconomic Policy in a Two-Party System as a Repeated Game [PDF]
Alberto Alesina
openalex +1 more source
Monetary and fiscal actions in macroeconomic models [PDF]
Macroeconomics ; Monetary policy ; Fiscal ...
Keith M. Carlson
core
ABSTRACT In this paper, we study models for stochastic seasonality and compare the well‐known SARIMA models to Seasonal Autoregressive Unit Root Moving Average (SARUMA) models. SARUMA models assume that the polynomial of the stationarizing differencing operator has roots on the unit circle at some seasonal frequencies, while SARIMA models impose roots ...
Evangelos E. Ioannidis +1 more
wiley +1 more source
Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review
Robert J. Shiller
openalex +1 more source
Women on Welfare: A Macroeconomic Analysis [PDF]
Macroeconomics, Labor Economics, Demographic ...
Jeremy Greenwood +2 more
core
Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE
ABSTRACT This paper develops a nonparametric multivariate model for assessing risks to macroecononomic outcomes in three major CESEE countries. Our model builds on Bayesian additive regression trees (BART) that remains agnostic on the relationship between the macro series and the lags thereof.
Florian Huber, Josef Schreiner
wiley +1 more source
Flexible Exchange Rate and Excess Capital Mobility [PDF]
macroeconomics, exchange rates, excess ...
Rudiger Dornbusch
core
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

