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Author : Sharon Kozicki
Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.3/5 ( download)
Download or read book Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts written by Sharon Kozicki and published by . This book was released on 1997 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David E. Rapach
Publisher : Emerald Group Publishing
ISBN 13 : 1849505403
Total Pages : 691 pages
Book Rating : 4.8/5 (495 download)
Download or read book Forecasting in the Presence of Structural Breaks and Model Uncertainty written by David E. Rapach and published by Emerald Group Publishing. This book was released on 2008-02-29 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
Author : Leo N. Bartolotti
Publisher : Nova Publishers
ISBN 13 : 9781600211225
Total Pages : 200 pages
Book Rating : 4.2/5 (112 download)
Download or read book Inflation, Fiscal Policy and Central Banks written by Leo N. Bartolotti and published by Nova Publishers. This book was released on 2006 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together new research on three areas of ongoing interest in the area of international finance such as: Inflation, Fiscal Policy and Central Policy. Several of the papers deal with the G-8 countries.
Author : Todd E. Clark
Publisher :
ISBN 13 :
Total Pages : 102 pages
Book Rating : 4.E/5 ( download)
Download or read book Forecasting with Small Macroeconomic VARs in the Presence of Instabilities written by Todd E. Clark and published by . This book was released on 2007 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: Small-scale VARs have come to be widely used in macroeconomics, for purposes ranging from forecasting output, prices, and interest rates to modeling expectations formation in theoretical models. However, a body of recent work suggests such VAR models may be prone to instabilities. In the face of such instabilities, a variety of estimation or forecasting methods might be used to improve the accuracy of forecasts from a VAR. These methods include using different approaches to lag selection, observation windows for estimation, (over-) differencing, intercept correction, stochastically time--varying parameters, break dating, discounted least squares, Bayesian shrinkage, detrending of inflation and interest rates, and model averaging. Focusing on simple models of U.S. output, prices, and interest rates, this paper compares the effectiveness of such methods. Our goal is to identify those approaches that, in real time, yield the most accurate forecasts of these variables. We use forecasts from simple univariate time series models, the Survey of Professional Forecasters and the Federal Reserve Board's Greenbook as benchmarks
Author :
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (31 download)
Download or read book The Fed in Print written by and published by . This book was released on 1997 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles I. Jones
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.E/5 ( download)
Download or read book Measuring the Social Return to R&D written by Charles I. Jones and published by . This book was released on 1997 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Flint Brayton
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.E/5 ( download)
Download or read book The Evolution of Macro Model at the Federal Reserve Board written by Flint Brayton and published by . This book was released on 1997 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 864 pages
Book Rating : 4.:/5 (49 download)
Download or read book Journal of Economic Dynamics & Control written by and published by . This book was released on 2001 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Paul H. Kupiec
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 (121 download)
Download or read book The Pre-commitment Approach written by Paul H. Kupiec and published by . This book was released on 1997 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raymond Board
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.E/5 ( download)
Download or read book Smart Systems and Simple Agents written by Raymond Board and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chunsheng Zhou
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.E/5 ( download)
Download or read book A Jump-diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities written by Chunsheng Zhou and published by . This book was released on 1997 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chunsheng Zhou
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.E/5 ( download)
Download or read book Default Correlation written by Chunsheng Zhou and published by . This book was released on 1997 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jinill Kim
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.E/5 ( download)
Download or read book Three Sources of Increasing Returns to Scale written by Jinill Kim and published by . This book was released on 1997 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dominique Yves Dupont
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.E/5 ( download)
Download or read book Extracting Information from Trading Volume written by Dominique Yves Dupont and published by . This book was released on 1997 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles A. Fleischman
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.E/5 ( download)
Download or read book The Endogeneity of Employment Adjustment Costs written by Charles A. Fleischman and published by . This book was released on 1996 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matt Pritsker
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.E/5 ( download)
Download or read book Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models written by Matt Pritsker and published by . This book was released on 1997 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.3/5 (91 download)
Download or read book Economic Review written by and published by . This book was released on 2002 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
