General correcting formulae for forecasts,
Alexander Harin,
from University Library of Munich, Germany
(2014)
Keywords: forecast; uncertainty; risk; utility; decisions; Ellsberg paradox;
Forecasting Bankruptcy with Incomplete Information,
Xin Xu,
from University Library of Munich, Germany
(2014)
Keywords: Credit Risk Modeling, Incomplete Information, Hazard Models, Bankruptcy Forecast, Probability of Default (PD), Forecasting Accuracy, Intensity-based Models, Reduced-form Models, Duration Analysis, Survival Analysis
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification,
Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou,
from Department of Economics and Business Economics, Aarhus University
(2014)
Keywords: DCC-MIDAS model, Long-run correlation, Macro-finance variables, Stock-bond correlation
Testing for Leverage Effects in the Returns of US Equities,
Christophe Chorro, Dominique Guegan, Florian Ielpo and Hanjarivo Lalaharison,
from HAL
(2017)
Keywords: Asymmetry,GARCH,Mixture of Gaussian distributions,Generalized hyperbolic distributions,S&P 500,Leverage effect
Economic development as major determinant of Olympic medal wins: predicting performances of Russian and Chinese teams at Sochi Games,
Wladimir Andreff,
from HAL
(2013)
Keywords: sports economics,sporting outcome,prediction,modelling,Winter Olympic Games
Forecasting with the Standardized Self-Perturbed Kalman Filter,
Stefano Grassi, Nima Nonejad and Paolo Santucci de Magistris,
from Department of Economics and Business Economics, Aarhus University
(2014)
Keywords: TVP models, Self-Perturbed Kalman Filter, Forecasting, Equity Premium, Realized Variance
Selecting and combining experts from survey forecasts,
Julieta Fuentes, Pilar Poncela and Julio Rodríguez,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2014)
Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model,
John Galbraith and Liam Cheung,
from CIRANO
(2013)
Keywords: QML and LAD-ARCH estimators, GARCH models,
Probability and Severity of Recessions,
Dalibor Stevanovic,
from CIRANO
(2013)
Keywords: Duration of recessions, Forecasting Real Activity, Probability of Recessions, Probit, Vector Autoregression, Zero Inated Poisson.,
Adaptive forecasting in the presence of recent and ongoing structural change,
Liudas Giraitis, George Kapetanios and Simon Price,
from Bank of England
(2014)
Keywords: Recent and ongoing structural change; forecast combination; robust forecasts
Generalised density forecast combinations,
Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price,
from Bank of England
(2014)
Keywords: Density Forecasting; Model Combination; Scoring Rules
The macroeconomic effects of monetary policy: a new measure for the United Kingdom,
James Cloyne and Patrick Hürtgen,
from Bank of England
(2014)
Keywords: monetary policy; narrative identification; real-time forecasts; business cycles
Forecasting the Price of Gold Using Dynamic Model Averaging,
Goodness Aye, Rangan Gupta, Shawkat Hammoudeh and Won Joong Kim,
from University of Pretoria, Department of Economics
(2014)
Keywords: Bayesian, state space models, macroeconomic fundamentals, forecasting