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A panel data approach to economic forecasting: the bias-corrected average forecast
(Escola de Pós-Graduação em Economia da FGV, 2007-01-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data ...
Return predictability : the Campbell and Shiller cyclically-adjusted price-to-earnings ratio
(Universidad de San Andrés. Departamento de Economía, 2016)
A panel data approach to economic forecasting: the bias-corrected average forecast
(Escola de Pós-Graduação em Economia da FGV, 2008-01-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
A panel data approach to economic forecasting: the bias-corrected average forecast
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2007-09-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
Heavy moving averages and their application in econometric forecasting
(Taylor & Francis, 2018)
This paper presents the heavy ordered weighted moving average (HOWMA) operator. It is an aggregation operator that uses the main characteristics of two well-known techniques: the heavy ordered weighted averaging (OWA) and ...
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality CheckEvaluating the Forecasting Performance of GARCH Models Using White’s Reality Check
(Sociedade Brasileira de Econometria, 2005)
El impacto del arribo de la información en la volatilidad del Índice Merval
(Universidad de San Andrés. Departamento de Economía, 2005-06)
En este trabajo se estudia el impacto del arribo de información pública sobre la volatilidad del Índice Merval. La novedad surge del proxy de información que se construyó con las noticias que se publicaron en las portadas ...
Online price indices : methodological improvements and applications to inflation forecasting and real exchange rate estimation
(Universidad de San Andrés. Departamento de Economía, 2019-06)
El primer trabajo presenta una nueva metodología para calcular índices de precios al consumidor (IPC) con precios online ya que las utilizadas corrientemente muestran tendencias negativas anormales provocadas por la alta ...