Results 191 to 200 of about 1,291,096 (338)

Augmenting Neural Networks With Time‐Varying Weights

open access: yesJournal of Forecasting, EarlyView.
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

Curbing unemployment in Europe: are there lessons from Ireland and the Netherlands? [PDF]

open access: yes
Since the mid-1980s, unemployment rates in Ireland and the Netherlands have plummeted, while the average rate for the European Union has maintained its longtime high level.
Cedric Tille, Kei-Mu Yi
core   +1 more source

Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?

open access: yesJournal of Forecasting, EarlyView.
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

Forecasting and Modeling Macroeconomic Vulnerabilities in CESEE

open access: yesJournal of Forecasting, EarlyView.
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

Home - About - Disclaimer - Privacy