Keyword: forecasting: applications

Found 1283 papers in total
Predicting stock volatility using after‐hours information: Evidence from the NASDAQ actively traded stocks
Predicting stock volatility using after‐hours information: Evidence from the NASDAQ actively traded stocks
2012,
We use realized volatilities based on after‐hours high frequency stock returns...
Forecasting monetary policy rules in South Africa
Forecasting monetary policy rules in South Africa
2012,
This paper is the first one to: (i) provide in‐sample estimates of linear and...
A comparative analysis of data mining methods in predicting NCAA bowl outcomes
A comparative analysis of data mining methods in predicting NCAA bowl outcomes
2012,
Predicting the outcome of a college football game is an interesting and challenging...
Markov switching and exchange rate predictability
Markov switching and exchange rate predictability
2012,
We first show that the recent success of modern macroeconomic models in forecasting...
Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation
Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation
2012,
In this paper we jointly evaluate the Federal Reserve staff forecasts of U.S. real...
Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation
Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation
2012,
Forecasting inflation is particularly challenging in emerging markets, where trade and...
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
2012,
This paper proposes a novel approach to the estimation of Customer Lifetime Value...
Autocontour‐based evaluation of multivariate predictive densities
Autocontour‐based evaluation of multivariate predictive densities
2012,
We contribute to the rather sparse literature on multivariate density forecasting by...
Forecasting US state‐level employment growth: An amalgamation approach
Forecasting US state‐level employment growth: An amalgamation approach
2012,
We forecast US state‐level employment growth using several distinct econometric...
A two‐step method for forecasting spare parts demand using information on component repairs
A two‐step method for forecasting spare parts demand using information on component repairs
2012,
Forecasting spare parts demand is notoriously difficult, as demand is typically...
Identification of Robust Terminal‐Area Routes in Convective Weather
Identification of Robust Terminal‐Area Routes in Convective Weather
2012,
Convective weather is responsible for large delays and widespread disruptions in the...
Traffic forecasts under uncertainty and capacity constraints
Traffic forecasts under uncertainty and capacity constraints
2012,
Traffic forecasts provide essential input for the appraisal of transport investment...
On the effect of non‐optimal forecasting methods on supply chain downstream demand
On the effect of non‐optimal forecasting methods on supply chain downstream demand
2011,
Demand information sharing is used by many organizations to counter the bullwhip...
Do professional forecasters believe in the Phillips curve? evidence from the G7 countries
Do professional forecasters believe in the Phillips curve? evidence from the G7 countries
2011,
This paper uses monthly survey data for the G7 countries for the time period...
The role of age-structured education data for economic growth forecasts
The role of age-structured education data for economic growth forecasts
2011,
This paper utilizes for the first time age-structured human capital data for economic...
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
2011,
This paper uses the dynamic factor model framework, which accommodates a large...
On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts
On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts
2011,
The unique institutions in Taiwan may add to our understanding of the effect of...
A multi‐stage financial hedging approach for the procurement of manufacturing materials
A multi‐stage financial hedging approach for the procurement of manufacturing materials
2012,
This paper addresses the problem of mitigating procurement risk that arises from...
Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time
Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time
2012,
This study attempts to show how a Kohonen map can be used to improve the temporal...
Dynamic density forecasts for multivariate asset returns
Dynamic density forecasts for multivariate asset returns
2011,
We propose a simple and flexible framework for forecasting the joint density of asset...
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
2011,
This paper investigates whether and to what extent multiple encompassing tests may...
Forecast accuracy and effort: The case of US inflation rates
Forecast accuracy and effort: The case of US inflation rates
2011,
This paper investigates the relationship between forecast accuracy and effort, where...
How helpful are spatial effects in forecasting the growth of Chinese provinces?
How helpful are spatial effects in forecasting the growth of Chinese provinces?
2011,
In this paper, we make multi-step forecasts of the annual growth rates of the real...
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
2011,
Factor-based forecasting has been at the forefront of developments in the...
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