Results 131 to 140 of about 28,810 (255)

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Cost-effectiveness of infection prevention and control measures for carbapenem-resistant Gram-negative bacilli: A systematic review protocol. [PDF]

open access: yesBMJ Open
Tchouaket E   +10 more
europepmc   +1 more source

The Role of Coincident Information in Real‐Time Business Cycle Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Official NBER recession dates are announced with substantial delay. Therefore, real‐time forecasters cannot condition on the most recent business cycle states even though recessions and expansions are highly persistent. I study whether real‐time coincident releases can substitute for this missing information. At each monthly forecast origin, I
Visa Kuntze
wiley   +1 more source

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly   +2 more
wiley   +1 more source

The Andean-Amazonian and Mesoamerican Bioeconomy: A new paradigm for productivity and well-being. [PDF]

open access: yesPLoS One
Quiroga-Canaviri JL   +4 more
europepmc   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

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