Results 231 to 240 of about 249,549 (273)

Machine Learning‐Based Estimation of Reference Evapotranspiration and Crop Coefficients for Wheat Under Diverse Climatic Conditions

open access: yesIrrigation and Drainage, EarlyView.
ABSTRACT Accurate estimation of reference evapotranspiration (ET0) and crop coefficients (Kc) is critical for irrigation planning, particularly in data‐limited regions where agriculture dominates freshwater consumption. Although machine learning (ML) methods have been widely applied to ET0 and Kc estimation, most studies address these parameters ...
Ilker Angin   +4 more
wiley   +1 more source

What Explains International Interest Rate Co‐Movement?

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT The international co‐movement of interest rates reflects correlated business‐cycle fluctuations, largely driven by demand shocks. Monetary policy in advanced economies follows domestic mandates—inflation and the output gap—and does not respond to foreign policy shocks.
Annika Camehl, Gregor von Schweinitz
wiley   +1 more source

Forecasting Related Time Series

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley   +1 more source

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell   +3 more
wiley   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

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