[PDF] Top 20 Forecasting U S Recessions with a Large Set of Predictors
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Forecasting U S Recessions with a Large Set of Predictors
... activity predictors (going from SP to SMALL) improves considerably short-term forecasts while it does not seem to have a large effect on the longer term ...the set of explanatory variables, while ... See full document
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FORECASTING INDONESIAN INFLATION WITHIN AN INFLATION-TARGETING FRAMEWORK: DO LARGE-SCALE MODELS PAY OFF?
... important predictors of ...exogenous predictors can forecast inflation for a PIP cut-off of approximately ...The large-scale model is more powerful at longer forecast ...the large-scale model ... See full document
14
Tactical sales forecasting using a very large set of macroeconomic indicators
... promotional forecasting context by Trapero et ...very large is shrinkage, often implemented using LASSO ...In forecasting macroeconomic variables LASSO has been found useful in selecting relevant ... See full document
35
Factor Model Forecasts for New Zealand
... data set is important in determining the quality of fac- tor model ...data set before factors are extracted. They show that forecasting performance can be improved by removing (or down- weighting) ... See full document
70
Nowcasting and forecasting US recessions: Evidence from the Super Learner
... This paper applies the Super Learner algorithm to nowcast and forecast the probability of a re- cession in the US economy for the current quarter and for future quarters. The Super Learner is composed of four machine ... See full document
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Modelling and Forecasting Recessions in Oil-Exporting Countries: The Case of Iran
... Bank and (BRT) method is used to forecast recession in Iran. Since to forecast economic events various models can be used, the methods should be selected based on the response variable (quantitative or classified). So, ... See full document
6
Forecasting in vector autoregressions with many predictors
... or large the dimension m of the dependent variable y should ...when forecasting, the actual number of variables of interest can grow ...to large VARs in a general sense, that is (i) when the number ... See full document
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Forecasting U S output growth with non linear models in the presence of data uncertainty
... We use exactly the same time periods for estimation and forecasting as in the pseudo-forecasting exercise. Consequently, the first forecast of 1991:1 is based on data through 1990:4 but taken from the ... See full document
28
Outlier based predictors for health insurance fraud detection within U S medicaid
... in large quantities of data, aggregated in ...limited set of fraud cases for each of the homogeneous groups are available, which makes it difficult to construct reliable prior ...training set and the ... See full document
78
Forecasting national recessions using state level data
... averaged across the recursive estimations. For the h = 0 and h = 1 horizon these values are large, at greater than 15 variables. This suggests that there are a substantial number of state-level variables that ... See full document
33
Criminal Homicide, U S S R /U S A : Reflections on Soviet Data in a Comparative Framework
... The Soviet data to be examined in the next section of this paper come from several studies: Gertsenzon's study, conducted in the late 1960's, of 100 randomly selected cases of "deliberat[r] ... See full document
8
The European Economic Crisis in a Global Context and its Originator
... 14. The!EMU!that!restricted!the!public!policy!and!sovereignty!of!the!memberonations.! 15. The!globalization!and!the!pseudooleaders,!who!follow!this!new!age!inhumane!servitude.!! ... See full document
11
Business cycle synchronization during US recessions since the beginning of the 1870's
... US recessions that occurred till the first half of the 20th ...remaining recessions were negatively, yet insignificantly, associated with business cycle co-movements, apart from the 1948-49 recession during ... See full document
13
Properties of solutions of optimization problems for set functions
... for set functions appear in some prob- lems of mathematical statistics (estimation theory, robust analysis, testing hypothesis, for example, the problem of choosing the best critical set can be formulated ... See full document
10
The U S foreclosure crisis: a two pronged assault on the U S economy
... six large losers in ...a large number relative to the size of annual growth in wealth, debt and lending, nor is the consequent loss of capital a severe constraint on lending and credit, as some analysts ... See full document
33
Real Time Forecasting in Practice: The U S Treasury Staff's Real Time GDP Forecast System
... appropriate forecasting equation for each indicator based on how many months of data are available and uses it to generate the indicator-specific forecasts for GDP growth: ... See full document
27
Narrating identity and territoriality: The cases of the U S Mexico and U S Canada borderlands
... a large extent still are) largely technical or diplomatic matters: increasingly ever more precise technologies are rationally applied to determine the exact mapping of the earth’s surface, understanding states as ... See full document
297
Automating Analytics: Forecasting Time Series in Economics and Business
... This work was continued and later expanded in subsequent research. In the early nineteen-eighties Makrdidakis et al. [4] presented results (M-2 Competition) comparing 1001 time series forecasted with a number of ... See full document
9
Did the financial crisis affect the market valuation of large systemic U S banks?
... To sum up, a positive (negative) shock to fundamental valuation for these large and systemic BHCs leads to market under-valuation (over-valuation) as the market is slow to react to it. Furthermore, market ... See full document
30
Memory of Recessions
... production be discontinued. As well as the obvious costs sunk in physical cap- ital investment are the costs of hiring labour, marketing outlays and the costs of arranging finance. Such sunk costs, along with the tension ... See full document
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