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Author : Vladimir Kuzin
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (644 download)
Download or read book MIDA Vs. Mixed-frequency VAR written by Vladimir Kuzin and published by . This book was released on 2009 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vladimir Kuzin
Publisher :
ISBN 13 :
Total Pages : 21 pages
Book Rating : 4.:/5 (466 download)
Download or read book MIDAS Vs. Mixed-frequency VAR: Nowcasting GDP in the Euro Area written by Vladimir Kuzin and published by . This book was released on 2009 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vladimir Kuzin
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (13 download)
Download or read book Midas Versus Mixed-Frequency VAR written by Vladimir Kuzin and published by . This book was released on 2016 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci...cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coe¢ cients, whereas MF-VAR does not restrict the dynamics and therefore can su¤er from the curse of dimensionality. But if the restrictions imposed by MIDAS are too stringent, the MF-VAR can perform better. Hence, it is di¢ cult to rank MIDAS and MF-VAR a priori, and their relative ranking is better evaluated empirically. In this paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP growth in the euro area, on a monthly basis and using a set of 20 monthly indicators. It turns out that the two approaches are more complementary than substitutes, since MF-VAR tends to perform better for longer horizons, whereas MIDAS for shorter horizons.
Author : Vladimir Kuzin
Publisher :
ISBN 13 : 9783865585097
Total Pages : 0 pages
Book Rating : 4.5/5 (85 download)
Download or read book MIDAS Versus Mixed-frequency VAR written by Vladimir Kuzin and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vladimir Kuzin
Publisher :
ISBN 13 : 9783865585080
Total Pages : 27 pages
Book Rating : 4.5/5 (85 download)
Download or read book MIDAS Versus Mixed-frequency VAR written by Vladimir Kuzin and published by . This book was released on 2009 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Phan Cong Vinh
Publisher : Springer Nature
ISBN 13 : 3030929426
Total Pages : 235 pages
Book Rating : 4.0/5 (39 download)
Download or read book Nature of Computation and Communication written by Phan Cong Vinh and published by Springer Nature. This book was released on 2022-01-03 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed post-conference proceedings of the 7th International Conference on Nature of Computation and Communication, ICTCC 2021, held in October 2021. Due to COVID-19 pandemic the conference was held virtually. The 17 revised full papers presented were carefully selected from 43 submissions. The papers of ICTCC 2021 cover formal methods for self-adaptive systems and discuss natural approaches and techniques for natural computing systems and their applications.
Author : Claudia Foroni
Publisher :
ISBN 13 : 9783865587817
Total Pages : 0 pages
Book Rating : 4.5/5 (878 download)
Download or read book U-MIDAS written by Claudia Foroni and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yusheng Jiao
Publisher : Springer Nature
ISBN 13 : 9464632704
Total Pages : 535 pages
Book Rating : 4.4/5 (646 download)
Download or read book Proceedings of the 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) written by Yusheng Jiao and published by Springer Nature. This book was released on 2023-11-26 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book.With the advent of economic globalization and the information technology revolution, especially the dawn of the era of network economy marked by the Internet, human society is embarking on a transition from an industrial society to an information society, and from industrial civilization to information civilization. In recent years, domestic Internet business has become more and more prosperous. In order to adapt to the development of the new media era, many traditional industries have extended their business to the Internet field. Among them, the most prominent is the financial business. Thanks to the operation of Internet business, the efficiency of financial services has been rapidly improved. However, the rapid development of the Internet has also brought certain practical problems that must be faced. This conference has therefore been convened in the hope of engaging in an in-depth exchange with scholars in the following aspects: Acquaint yourself with the development status of Internet finance and the digital economy in various countries and deepen the elaboration of the concept of financial Internet; Summarize the characteristics of Internet finance in the world and propose solutions to the problems faced by Internet finance; Understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the industrialization cooperation of academic achievements; Promote the institutionalization and standardization of management science through modern research. The previous conference of ICIFDE took place in Guangzhou, China (Online). ICIFDE 2023 will come back this year on August 04–06 and it will provide a valuable and face-to-face opportunity for researchers, scholars and some scientists to exchange their ideas. Distinguished by its strong organizational team, dependable reputation and prestigious sponsors across the globe, ICIFDE 2023 is an annual conference on Internet Finance and the Digital Economy for all researchers, both domestic and international. ICIFDE started in 2021, and all papers accepted in the last session of ICIFDE have been successfully published. The 3rd International Conference on Internet Finance and Digital Economy (ICIFDE 2023) will be held in Chengdu, China on August 04–06, 2023. We warmly invite you to participate in ICIFDE 2023 and look forward to seeing you in Chengdu, China.
Author : Priyanka Harjule
Publisher : CRC Press
ISBN 13 : 1000831078
Total Pages : 389 pages
Book Rating : 4.0/5 (8 download)
Download or read book Computational Statistical Methodologies and Modeling for Artificial Intelligence written by Priyanka Harjule and published by CRC Press. This book was released on 2023-03-31 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers computational statistics-based approaches for Artificial Intelligence. The aim of this book is to provide comprehensive coverage of the fundamentals through the applications of the different kinds of mathematical modelling and statistical techniques and describing their applications in different Artificial Intelligence systems. The primary users of this book will include researchers, academicians, postgraduate students, and specialists in the areas of data science, mathematical modelling, and Artificial Intelligence. It will also serve as a valuable resource for many others in the fields of electrical, computer, and optical engineering. The key features of this book are: Presents development of several real-world problem applications and experimental research in the field of computational statistics and mathematical modelling for Artificial Intelligence Examines the evolution of fundamental research into industrialized research and the transformation of applied investigation into real-time applications Examines the applications involving analytical and statistical solutions, and provides foundational and advanced concepts for beginners and industry professionals Provides a dynamic perspective to the concept of computational statistics for analysis of data and applications in intelligent systems with an objective of ensuring sustainability issues for ease of different stakeholders in various fields Integrates recent methodologies and challenges by employing mathematical modeling and statistical techniques for Artificial Intelligence
Author : Doris Chenguang Wu
Publisher : Taylor & Francis
ISBN 13 : 1000773442
Total Pages : 327 pages
Book Rating : 4.0/5 (7 download)
Download or read book Econometric Modelling and Forecasting of Tourism Demand written by Doris Chenguang Wu and published by Taylor & Francis. This book was released on 2022-10-27 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting. Written by a plethora of worldwide experts on this topic, this book offers a comprehensive approach to tourism econometrics. Accurate demand forecasts are crucial to decision-making in the tourism industry and this book provides real-life tourism applications and the corresponding R code alongside theoretical foundations, in order to enhance understanding and practice amongst its readers. The methodologies introduced include general to specific modelling, cointegration, vector autoregression, time-varying parameter modelling, spatiotemporal econometric models, mixed-frequency forecasting, hybrid forecasting models, forecasting combination techniques, density forecasting, judgemental forecasting, scenario forecasting under crisis, and web-based tourism forecasting. Embellished with insightful figures and tables throughout, this book is an invaluable resource for those using advanced econometric methodologies in their studies and research, including both undergraduate and postgraduate students, researchers, and practitioners.
Author : Eric Ghysels
Publisher : Oxford University Press
ISBN 13 : 0190622016
Total Pages : 617 pages
Book Rating : 4.1/5 (96 download)
Download or read book Applied Economic Forecasting Using Time Series Methods written by Eric Ghysels and published by Oxford University Press. This book was released on 2018 with total page 617 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Author : Mateusz Pipień
Publisher : Routledge
ISBN 13 : 1000170969
Total Pages : 82 pages
Book Rating : 4.0/5 (1 download)
Download or read book Empirical Macroeconomics and Statistical Uncertainty written by Mateusz Pipień and published by Routledge. This book was released on 2020-08-06 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses one of the most important research activities in empirical macroeconomics. It provides a course of advanced but intuitive methods and tools enabling the spatial and temporal disaggregation of basic macroeconomic variables and the assessment of the statistical uncertainty of the outcomes of disaggregation. The empirical analysis focuses mainly on GDP and its growth in the context of Poland. However, all of the methods discussed can be easily applied to other countries. The approach used in the book views spatial and temporal disaggregation as a special case of the estimation of missing observations (a topic on missing data analysis). The book presents an econometric course of models of Seemingly Unrelated Regression Equations (SURE). The main advantage of using the SURE specification is to tackle the presented research problem so that it allows for the heterogeneity of the parameters describing relations between macroeconomic indicators. The book contains model specification, as well as descriptions of stochastic assumptions and resulting procedures of estimation and testing. The method also addresses uncertainty in the estimates produced. All of the necessary tests and assumptions are presented in detail. The results are designed to serve as a source of invaluable information making regional analyses more convenient and – more importantly – comparable. It will create a solid basis for making conclusions and recommendations concerning regional economic policy in Poland, particularly regarding the assessment of the economic situation. This is essential reading for academics, researchers, and economists with regional analysis as their field of expertise, as well as central bankers and policymakers.
Author :
Publisher : Elsevier
ISBN 13 : 0128202513
Total Pages : 352 pages
Book Rating : 4.1/5 (282 download)
Download or read book Financial, Macro and Micro Econometrics Using R written by and published by Elsevier. This book was released on 2020-01-25 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R - Gives readers what they need to jumpstart their understanding on the state-of-the-art
Author : Dyna Heng
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.4/5 (2 download)
Download or read book Nowcasting and Near-Term Forecasting Cambodia’s Economy written by Dyna Heng and published by International Monetary Fund. This book was released on 2024-07-12 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assessing the current state of the economy and forecast the economic outlook in the next few quarters are important inputs for policymakers. This paper presents a suite of models with an integrated approach to forecast Cambodia’s economy in the current and next few quarters. First, we estimate historical quarterly GDP using information extracted from high-frequency indicators to construct quarterly nowcasting model. Second, we forecast current economic activities using a high-frequency data such as credit, export, tourist arrival, foreign reserves, and trading partner’s GDP. Third, we present inflation forecasting models for Cambodia. Fourth, the paper present a vector autoregression model to forecast Cambodia’s GDP in the next few quarters using global forecasts of China’s and US’s economy as well as oil and rice price. This paper showcase how high-frequency data set can be utilized in assessing current economic activities in countries with limited and lagged data.
Author : Ying Tan
Publisher : Springer
ISBN 13 : 3642387152
Total Pages : 556 pages
Book Rating : 4.6/5 (423 download)
Download or read book Advances in Swarm Intelligence written by Ying Tan and published by Springer. This book was released on 2013-05-13 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book and its companion volume, LNCS vols. 7928 and 7929 constitute the proceedings of the 4th International Conference on Swarm Intelligence, ICSI 2013, held in Harbin, China in June 2013. The 129 revised full papers presented were carefully reviewed and selected from 268 submissions. The papers are organized in 22 cohesive sections covering all major topics of swarm intelligence research and developments. The topics covered in this volume are: hybrid algorithms, swarm-robot and multi-agent systems, support vector machines, data mining methods, system and information security, intelligent control, wireless sensor network, scheduling and path planning, image and video processing, and other applications.
Author : Phan Cong Vinh
Publisher : Springer
ISBN 13 : 9783030929411
Total Pages : 225 pages
Book Rating : 4.9/5 (294 download)
Download or read book Nature of Computation and Communication written by Phan Cong Vinh and published by Springer. This book was released on 2022-01-04 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed post-conference proceedings of the 7th International Conference on Nature of Computation and Communication, ICTCC 2021, held in October 2021. Due to COVID-19 pandemic the conference was held virtually. The 17 revised full papers presented were carefully selected from 43 submissions. The papers of ICTCC 2021 cover formal methods for self-adaptive systems and discuss natural approaches and techniques for natural computing systems and their applications.
Author : Vladik Kreinovich
Publisher : Springer
ISBN 13 : 3319507427
Total Pages : 693 pages
Book Rating : 4.3/5 (195 download)
Download or read book Robustness in Econometrics written by Vladik Kreinovich and published by Springer. This book was released on 2017-02-11 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.
