Predicting earnings and cash flows: The information content of losses and tax loss carryforwards,
Sandra Dreher, Sebastian Eichfelder and Felix Noth,
from arqus - Arbeitskreis Quantitative Steuerlehre
(2017)
Keywords: perfomance forecast, in-sample prediction, out-of-sample prediction, loss persistence, deferred taxes, tax loss carryforwards
Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models,
Yang Lu,
from University Library of Munich, Germany
(2018)
Keywords: compound autoregressive process, probabilistic forecast of counts, matrix arithmetic.
Forecasting the Growth Cycles of the Turkish Economy,
Hüseyin Özbilgin,
from Research and Monetary Policy Department, Central Bank of the Republic of Turkey
(2017)
Keywords: Time-series filters, Growth cycles, Composite leading indicators, Turning point probabilities
Man vs. Machine in Predicting Successful Entrepreneurs: Evidence from a Business Plan Competition in Nigeria,
David McKenzie and Dario Sansone,
from C.E.P.R. Discussion Papers
(2017)
Keywords: entrepreneurship; Machine learning; Business plans; Nigeria
Predicting crypto-currencies using sparse non-Gaussian state space models,
Christian Hotz-Behofsits, Florian Huber and Thomas O. Z\"orner,
from arXiv.org
(2018)
The Role of Macroeconomic, Policy, and Forecaster Uncertainty in Forecast Dispersion,
You Li and Anthony Tay,
from Singapore Management University, School of Economics
(2017)
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach,
Hyeongwoo Kim and Kyunghwan Ko,
from Economic Research Institute, Bank of Korea
(2017)
Keywords: Partial least squares, Principal component analysis, Financial stress index, Out-of-sample forecast, RRMSPE, DMW statistics
Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration,
Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini,
from Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
(2018)
Keywords: Density Forecasting, Electricity Market, Forecasting, Hourly Prices, Renewable Energies.
Macroeconomic Nowcasting and Forecasting with Big Data,
Domenico Giannone, Andrea Tambalotti, Argia Sbordone, Brandyn Bok and Daniele Caratelli,
from C.E.P.R. Discussion Papers
(2018)
Keywords: Monitoring economic conditions; Business cycle analysis; High-dimensional data; Real-time data flow
Forecaster’s utility and forecasts coherence,
Emilio Zanetti Chini,
from University of Pavia, Department of Economics and Management
(2018)
Keywords: Business Cycle, Evaluation, Locality Testing, Nonlinear Time Series, Predictive Density, Scoring Rules, Scoring Structures.
