Results 141 to 150 of about 163,948 (248)

Forecasting With Machine Learning Shadow‐Rate VARs

open access: yesJournal 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

UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley   +1 more source

Income–Well‐Being Gradient in Sickness and Health

open access: yesHealth Economics, EarlyView.
ABSTRACT We propose a method for studying the value of insurance. For this purpose, we analyze the well‐being of the same individuals, comparing sick and healthy years, using German panel survey data on life satisfaction. We impose structure on the income–well‐being gradient by fitting a flexible utility function to the data, focusing on the ...
Ohto Kanninen   +2 more
wiley   +1 more source

Effects of Long‐Term Exposure to the Earned Income Tax Credit on Work Disability in Later Life

open access: yesHealth Economics, EarlyView.
ABSTRACT This study investigates the impact of the Earned Income Tax Credit (EITC) on work disability and Social Security Disability Insurance (DI) claims among Americans. Utilizing the Panel Study of Income Dynamics, we examine the effects of EITC exposure from birth to mid‐adulthood on work disability risk before retirement. Our analysis reveals that
Katie Jajtner   +2 more
wiley   +1 more source

Home - About - Disclaimer - Privacy