Results 171 to 180 of about 233,787 (341)

Threshold MIDAS Forecasting of Canadian Inflation Rate

Journal of Forecasting, EarlyView.
ABSTRACT We propose several threshold mixed data sampling (TMIDAS) autoregressive models to forecast the Canadian inflation rate using predictors observed at different frequencies. These models take two low‐frequency variables and a high‐frequency index as threshold variables.
Chaoyi Chen, Yiguo Sun, Yao Rao
wiley   +1 more source

Expectations and Risk Premia at 8:30am: Deciphering the Responses of Bond Yields to Macroeconomic Announcements

, 2017
Hong Kong Institute for Monetary and Financial Research
openalex   +1 more source

A Portfolio View of the U.S. Current Account Deficit [PDF]

U.S.
Jaume Ventura
core  

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

Efficient or Exclusionist: The Import Behavior of Japanese Corporate Groups [PDF]

macroeconomics, corporate group ...
Robert Z. Lawrence
core  

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, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

(Empirical Analysis of the Properties of Methods of Seasonal Adjustment of Russian Macroeconomic Indicators)

, 2016
Olga Morgunova, Marina Turuntseva
openalex   +1 more source

Efficient Estimation of the Non-linear Volatility and Growth Model [PDF]

Econometrics, Macroeconomics, Growth ...
Denis Conniffe, Julie Byrne
core  

A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction

Journal of Forecasting, EarlyView.
ABSTRACT Accurate predictions of carbon prices are essential for efficient administration and stable operation of carbon markets. Previous studies have mostly focused on point or interval predictions based on point‐valued data. These approaches insufficiently capture the full extent of market volatility.
Di Sha, Xianyi Zeng, Arne Johannssen, Ruolin Wang, Kim Phuc Tran   +4 more
wiley   +1 more source

Detailed examination of a double-dividend case in a recent two-engine growth model. [PDF]

MethodsX
Hosoya K.
europepmc   +1 more source