Results 171 to 180 of about 729,787 (315)

Duration of Regional Unemployment Spells in Slovenia [PDF]

open access: yes
The paper begins with an overview of the unemployment rate in Slovenia and focuses on duration of unemployment and regional characteristics of the unemployment rates.
Alenka Kavkler, Darja Borsic
core  

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

Okun's Law for Romania during 1992-2004 [PDF]

open access: yes
In this article the author examines, based on the inflation rate and unemployment rate registered in Romania during 1993-2004, how to show Okun's Law. Results consist of two distinct models explaining the dependency between the GDP’s growth rate of and ...
TURTUREAN, Ciprian Ionel
core   +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

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

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