Search Results

Does Money Help Predict Inflation? An Empirical Assessment for Central Europe,
Roman Horvath, Lubos Komarek and Filip Rozsypal, from Czech National Bank (2010)
Keywords: Central Europe, forecasting, inflation, money.

Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures,
Chia-Lin Chang, Juan-à ngel Jiménez-Martín, Michael McAleer and Teodosio Pérez-Amaral, from Kyoto University, Institute of Economic Research (2011)
Keywords: Median strategy, Value-at-Risk (VaR), daily capital charges, violation penalties, optimizing strategy, aggressive risk management, conservative risk management, Basel II Accord, VIX futures, global financial crisis (GFC).

Are Forecast Updates Progressive?,
Chia-Lin Chang, Philip Hans Franses and Michael McAleer, from Kyoto University, Institute of Economic Research (2011)
Keywords: Macro-economic forecasts, econometric models, intuition, learning, progressive forecast updates, forecast errors.

Global Temperature Trends,
Trevor Breusch and Farshid Vahid, from Monash University, Department of Econometrics and Business Statistics (2011)
Keywords: Land and ocean temperatures; deterministic and stochastic trends; persistence; piecewise linear trends

Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations,
Márcio Laurini and Luiz Hotta, from Economics Research Group, IBMEC Business School - Rio de Janeiro (2011)
Keywords: Term Structure, Latent Factors, Bayesian Forecasting, Laplace Approximations

Modelling and Forecasting with County Court Data: Regional Mortgage Possession Claims and Orders in England and Wales,
Janine Aron and John Muellbauer, from Centre for Economic Performance, LSE (2011)

Extracting deflation probability forecasts from Treasury yields,
Jens Christensen, Jose Lopez and Glenn Rudebusch, from Federal Reserve Bank of San Francisco (2011)
Keywords: Deflation (Finance)

Modelling the Currency in Circulation for the State of Qatar,
Faruk Balli and Elsayed Elsamadisy, from University Library of Munich, Germany (2010)
Keywords: Currency in Circulation, Forecasting, Seasonal ARIMA