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Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model
Building on the GJR-GARCH model, this paper uses the mixed-data sampling (MIDAS) approach to link monthly realized volatility of EU carbon future...
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Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil
This paper aims to elaborate a treated data set and apply the boosting methodology to monthly Brazilian macroeconomic variables to check its...
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Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning
The complexity and ambiguity of financial and economic systems, along with frequent changes in the economic environment, have made it difficult to...
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Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators
This paper evaluates the ability of various indicators related to macroeconomic fundamentals, credit conditions, and housing supply to predict house...
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A macroeconomic viewpoint using a structural VAR analysis of silver price behaviour
This article investigates silver price as a fluctuating commodity price since the financial crisis of 2007–2009. In this regard, a structural vector...
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Macrostructural Analysis and Forecasting in Modern Conditions of Economic Development
Abstract—The paper considers issues concerning the development of national school for macrostructural analysis and forecasting. It is shown that the...
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Macroeconomic Modelling and Bayesian Methods
This paper discusses the evolution of macroeconomic modelling. In particular, it focuses on Bayesian methods and provides some applications of the...
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World Economy: Growth, Proportions, Efficiency, and Forecasting
This chapter firstly describes the factors and main models of economic growth, as well as its dynamics in retrospect. Then, it analyzes the main...
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Forecasting Annual Inflation Using Weekly Money Supply
Forecasting inflation may be challenging, especially when inflation is high. Over the past decades, many develo** countries have faced, and some...
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Influenza pandemics and macroeconomic fluctuations 1871–2016
This paper documents the short-run macroeconomic impacts of influenza pandemics across 16 countries spanning 1871–2016 using the...
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Forecasting House Prices through Credit Conditions: A Bayesian Approach
As housing development and housing market policies involve many long-term decisions, improving house price predictions could benefit the functioning...
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Modeling Judgment in Macroeconomic Forecasts
Many macroeconomic forecasts are the outcome of a judgmental adjustment to a forecast from an econometric model. The size, direction, and motivation...
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Resilient Control for Macroeconomic Models
This paper derives a macroeconomic resilient control framework that provides the optimal feedback fiscal and monetary policy responses in response to...
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Macroeconomic Management Theory with Chinese Characteristics
When in 1992 the 14th CPC National Congress affirmed that the goal of China’s economic restructuring reform was to build a socialist market economy,...
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Macroeconomic Determinants of Energy Poverty in Türkiye
Energy Poverty refers to the lack of access to modern energy services necessary for a decent standard of living, including access to electricity,...
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Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries
The term structure of interest rates is a fundamental decision–making tool for various economic activities. Despite the huge number of contributions...
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The Forecasting Power of the ifo Business Survey
The ifo Institute is Germany’s largest business survey provider, with the ifo Business Climate Germany as one of the most important leading...
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Forecasting oil prices with random forests
This study analyzes oil price movements through the lens of an agnostic random forest model, which is based on 1000 regression trees. It shows that...
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Feature Selection and Hyperparameters Optimization Employing a Hybrid Model Based on Genetic Algorithm and Artificial Neural Network: Forecasting Dividend Payout Ratio
Among the most crucial factors that should be considered in the fundamental decision-making processes of companies is dividend policy. All market...
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A Study of the Connection between Intertemporal Changes in Consolidated Macroeconomic Indicators and the Performance of Individual Industries in Russia’s Economy
AbstractThe article presents the results of a quantitative analysis of the connection between the intertemporal changes in the performance of...
