Lyu, Yifei; Nie, Jun; Yang, Shu-Kuei X. Forecasting US economic growth in downturns using cross-country data. (English) Zbl 07308207 Econ. Lett. 198, Article ID 109668, 6 p. (2021). MSC: 91B62 91B82 PDF BibTeX XML Cite \textit{Y. Lyu} et al., Econ. Lett. 198, Article ID 109668, 6 p. (2021; Zbl 07308207) Full Text: DOI
Chen, Houji; Hu, Xiaobing; Deng, Xi A short-term macroeconomic forecasting model based on GMDH. (Chinese. English summary) Zbl 07295729 J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915-919 (2020). MSC: 91B64 91B84 62M20 PDF BibTeX XML Cite \textit{H. Chen} et al., J. Sichuan Univ., Nat. Sci. Ed. 57, No. 5, 915--919 (2020; Zbl 07295729) Full Text: DOI
Nymoen, Ragnar Dynamic econometrics for empirical macroeconomic modelling. (English) Zbl 07088696 Hackensack, NJ: World Scientific (ISBN 978-981-12-0751-8/hbk; 978-981-12-0753-2/ebook). xviii, 567 p. (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 62P20 91-01 91B62 91B64 39A06 39A50 PDF BibTeX XML Cite \textit{R. Nymoen}, Dynamic econometrics for empirical macroeconomic modelling. Hackensack, NJ: World Scientific (2020; Zbl 07088696) Full Text: DOI
Liu, Xiaomei; Xie, Naiming A nonlinear grey forecasting model with double shape parameters and its application. (English) Zbl 1428.62413 Appl. Math. Comput. 360, 203-212 (2019). MSC: 62M20 91B84 PDF BibTeX XML Cite \textit{X. Liu} and \textit{N. Xie}, Appl. Math. Comput. 360, 203--212 (2019; Zbl 1428.62413) Full Text: DOI
Wang, Yongning; Tsay, Ruey S. Clustering multiple time series with structural breaks. (English) Zbl 1419.62252 J. Time Ser. Anal. 40, No. 2, 182-202 (2019). MSC: 62M10 91B84 62M20 62F15 62H30 60J10 62P20 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{R. S. Tsay}, J. Time Ser. Anal. 40, No. 2, 182--202 (2019; Zbl 1419.62252) Full Text: DOI
Seklecka, Malgorzata; Lazam, Norazliani Md.; Pantelous, Athanasios A.; O’Hare, Colin Mortality effects of economic fluctuations in selected eurozone countries. (English) Zbl 1414.62423 J. Forecast. 38, No. 1, 39-62 (2019). MSC: 62P05 91D20 PDF BibTeX XML Cite \textit{M. Seklecka} et al., J. Forecast. 38, No. 1, 39--62 (2019; Zbl 1414.62423) Full Text: DOI
Ding, Song; Dang, Yaoguo; Xu, Ning; Zhu, Xiaoyue Modeling and applications of DFCGM\( (1,N)\) and its extended model based on driving factors control. (Chinese. English summary) Zbl 1413.93004 Control Decis. 33, No. 4, 712-718 (2018). MSC: 93A30 93C41 91B84 PDF BibTeX XML Cite \textit{S. Ding} et al., Control Decis. 33, No. 4, 712--718 (2018; Zbl 1413.93004) Full Text: DOI
Sanz, María T.; Caselles, Antonio; Micó, Joan C.; Soler, David A stochastic dynamical social model involving a human happiness index. (English) Zbl 1391.91138 J. Comput. Appl. Math. 340, 231-246 (2018). MSC: 91B82 91D10 62P25 PDF BibTeX XML Cite \textit{M. T. Sanz} et al., J. Comput. Appl. Math. 340, 231--246 (2018; Zbl 1391.91138) Full Text: DOI
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph Exploring the sources of uncertainty: why does bagging for time series forecasting work? (English) Zbl 1403.62169 Eur. J. Oper. Res. 268, No. 2, 545-554 (2018). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{F. Petropoulos} et al., Eur. J. Oper. Res. 268, No. 2, 545--554 (2018; Zbl 1403.62169) Full Text: DOI
Soler, David; Sanz, María T.; Caselles, Antonio; Micó, Joan C. A stochastic dynamic model to evaluate the influence of economy and well-being on unemployment control. (English) Zbl 1415.91226 J. Comput. Appl. Math. 330, 1063-1080 (2018). MSC: 91B82 91B70 91B40 60H30 PDF BibTeX XML Cite \textit{D. Soler} et al., J. Comput. Appl. Math. 330, 1063--1080 (2018; Zbl 1415.91226) Full Text: DOI
Xie, Ling; Xiao, Jin; Hu, Yi; Zhao, Hengjun; Xiao, Yi China’s energy consumption forecasting by GMDH based auto-regressive model. (English) Zbl 1419.91553 J. Syst. Sci. Complex. 30, No. 6, 1332-1349 (2017). MSC: 91B84 62P20 62M20 PDF BibTeX XML Cite \textit{L. Xie} et al., J. Syst. Sci. Complex. 30, No. 6, 1332--1349 (2017; Zbl 1419.91553) Full Text: DOI
Zhang, Yuanyuan; Choudhry, Taufiq Forecasting the daily time-varying beta of European banks during the crisis period: comparison between GARCH models and the Kalman filter. (English) Zbl 1397.62581 J. Forecast. 36, No. 8, 956-973 (2017). MSC: 62P20 62J15 91B84 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{T. Choudhry}, J. Forecast. 36, No. 8, 956--973 (2017; Zbl 1397.62581) Full Text: DOI
Castle, Jennifer L. (ed.); Hendry, David F. (ed.) Sir Clive W. J. Granger memorial special issue on econometrics: an introduction. (English) Zbl 1358.00115 Eur. J. Pure Appl. Math. 10, No. 1, 1-11 (2017). MSC: 00B15 91-06 91G70 91B84 62M20 60G22 60G25 01A70 PDF BibTeX XML Cite \textit{J. L. Castle} (ed.) and \textit{D. F. Hendry} (ed.), Eur. J. Pure Appl. Math. 10, No. 1, 1--11 (2017; Zbl 1358.00115) Full Text: Link
Zhao, Zoey Yi; Xie, Meng; West, Mike Dynamic dependence networks: financial time series forecasting and portfolio decisions. (English) Zbl 1411.62311 Appl. Stoch. Models Bus. Ind. 32, No. 3, 311-332 (2016). MSC: 62P05 62M20 91B84 62M10 PDF BibTeX XML Cite \textit{Z. Y. Zhao} et al., Appl. Stoch. Models Bus. Ind. 32, No. 3, 311--332 (2016; Zbl 1411.62311) Full Text: DOI
Bovi, Maurizio; Cerqueti, Roy Forecasting macroeconomic fundamentals in economic crises. (English) Zbl 1357.90098 Ann. Oper. Res. 247, No. 2, 451-469 (2016). MSC: 90C15 90C39 91B64 PDF BibTeX XML Cite \textit{M. Bovi} and \textit{R. Cerqueti}, Ann. Oper. Res. 247, No. 2, 451--469 (2016; Zbl 1357.90098) Full Text: DOI
Al-Khazaleh, Ahmad M. H.; Wadi, S. Al; Alwadi, Hazem Forecasting estimated missing time series data. (English) Zbl 1359.62357 Far East J. Math. Sci. (FJMS) 100, No. 10, 1579-1593 (2016). MSC: 62M10 62M20 91B84 PDF BibTeX XML Cite \textit{A. M. H. Al-Khazaleh} et al., Far East J. Math. Sci. (FJMS) 100, No. 10, 1579--1593 (2016; Zbl 1359.62357) Full Text: DOI Link
Popkov, Yuri S.; Dubnov, Yuri A.; Popkov, Alexey Yu. New method of randomized forecasting using entropy-robust estimation: application to the world population prediction. (English) Zbl 1419.62263 Mathematics 4, No. 1, Article ID 16, 16 p. (2016). MSC: 62M20 62M10 91B84 62P25 91D20 PDF BibTeX XML Cite \textit{Y. S. Popkov} et al., Mathematics 4, No. 1, Article ID 16, 16 p. (2016; Zbl 1419.62263) Full Text: DOI
Wu, Lifeng; Liu, Sifeng; Yao, Ligen; Xu, Ruiting; Lei, Xunping Using fractional order accumulation to reduce errors from inverse accumulated generating operator of grey model. (English) Zbl 1353.90036 Soft Comput. 19, No. 2, 483-488 (2015). MSC: 90B20 91B74 91D10 PDF BibTeX XML Cite \textit{L. Wu} et al., Soft Comput. 19, No. 2, 483--488 (2015; Zbl 1353.90036) Full Text: DOI
Yilmaz, Mehmet; Büyüm, Buse An econometric approach to tourism demand: evidence from Turkey. (English) Zbl 1375.37190 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 64, No. 2, 99-109 (2015). MSC: 37N40 37M10 62M10 91B84 PDF BibTeX XML Cite \textit{M. Yilmaz} and \textit{B. Büyüm}, Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 64, No. 2, 99--109 (2015; Zbl 1375.37190) Full Text: DOI
Sorić, Petar; Lolić, Ivana A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection. (English) Zbl 1339.91139 CEJOR, Cent. Eur. J. Oper. Res. 23, No. 1, 205-214 (2015). MSC: 91G70 91B82 PDF BibTeX XML Cite \textit{P. Sorić} and \textit{I. Lolić}, CEJOR, Cent. Eur. J. Oper. Res. 23, No. 1, 205--214 (2015; Zbl 1339.91139) Full Text: DOI
Tang, Ling; Wang, Shuai; He, Kaijian; Wang, Shouyang A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting. (English) Zbl 1406.91303 Ann. Oper. Res. 234, 111-132 (2015). MSC: 91B84 62M10 62M20 62P20 PDF BibTeX XML Cite \textit{L. Tang} et al., Ann. Oper. Res. 234, 111--132 (2015; Zbl 1406.91303) Full Text: DOI
Li, Degui; Linton, Oliver; Lu, Zudi A flexible semiparametric forecasting model for time series. (English) Zbl 1337.62271 J. Econom. 187, No. 1, 345-357 (2015). MSC: 62M10 62G08 62G20 62M20 91B84 62P05 PDF BibTeX XML Cite \textit{D. Li} et al., J. Econom. 187, No. 1, 345--357 (2015; Zbl 1337.62271) Full Text: DOI
Kapetanios, G.; Mitchell, James; Price, S.; Fawcett, N. Generalised density forecast combinations. (English) Zbl 1337.62292 J. Econom. 188, No. 1, 150-165 (2015). MSC: 62M20 91B84 62P20 PDF BibTeX XML Cite \textit{G. Kapetanios} et al., J. Econom. 188, No. 1, 150--165 (2015; Zbl 1337.62292) Full Text: DOI
Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le Space-time wind speed forecasting for improved power system dispatch. (English) Zbl 1297.62160 Test 23, No. 1, 1-25 (2014). MSC: 62J05 62P30 PDF BibTeX XML Cite \textit{X. Zhu} et al., Test 23, No. 1, 1--25 (2014; Zbl 1297.62160) Full Text: DOI
Castle, Jennifer L.; Clements, Michael P.; Hendry, David F. Forecasting by factors, by variables, by both or neither? (English) Zbl 1288.62137 J. Econom. 177, No. 2, 305-319 (2013). MSC: 62M20 62H25 62P20 91B82 PDF BibTeX XML Cite \textit{J. L. Castle} et al., J. Econom. 177, No. 2, 305--319 (2013; Zbl 1288.62137) Full Text: DOI
Goodwin, Paul; Dyussekeneva, Karima; Meeran, Sheik The use of analogies in forecasting the annual sales of new electronics products. (English) Zbl 1285.91106 IMA J. Manag. Math. 24, No. 4, 407-422 (2013). MSC: 91B84 62P20 62M10 PDF BibTeX XML Cite \textit{P. Goodwin} et al., IMA J. Manag. Math. 24, No. 4, 407--422 (2013; Zbl 1285.91106) Full Text: DOI
Arbués, Ignacio Determining the MSE-optimal cross section to forecast. (English) Zbl 1283.91155 J. Econom. 175, No. 2, 61-70 (2013). MSC: 91B84 62M20 62M10 PDF BibTeX XML Cite \textit{I. Arbués}, J. Econom. 175, No. 2, 61--70 (2013; Zbl 1283.91155) Full Text: DOI
Ababneh, Faisal; Al Wadi, S.; Ismail, Mohd Tahir Haar and Daubechies wavelet methods in modeling banking sector. (English) Zbl 1283.91197 Int. Math. Forum 8, No. 9-12, 551-566 (2013). MSC: 91G70 91B84 42C40 62M10 62P05 PDF BibTeX XML Cite \textit{F. Ababneh} et al., Int. Math. Forum 8, No. 9--12, 551--566 (2013; Zbl 1283.91197) Full Text: DOI Link
Guerard, John B. jun. Introduction to financial forecasting in investment analysis. (English) Zbl 1279.91002 New York, NY: Springer (ISBN 978-1-4614-5238-6/hbk; 978-1-4614-5239-3/ebook). xii, 236 p. (2013). Reviewer: Małgorzata Doman (Poznań) MSC: 91-01 91B84 62M10 91G10 91G50 91G70 PDF BibTeX XML Cite \textit{J. B. Guerard jun.}, Introduction to financial forecasting in investment analysis. New York, NY: Springer (2013; Zbl 1279.91002) Full Text: DOI
Caro, Felipe; Gallien, Jérémie Clearance pricing optimization for a fast-fashion retailer. (English) Zbl 1262.91063 Oper. Res. 60, No. 6, 1404-1422 (2012). MSC: 91B24 90C11 PDF BibTeX XML Cite \textit{F. Caro} and \textit{J. Gallien}, Oper. Res. 60, No. 6, 1404--1422 (2012; Zbl 1262.91063) Full Text: DOI
D’Amato, Valeria; Haberman, Steven; Russolillo, Maria The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts. (English) Zbl 1362.62182 Methodol. Comput. Appl. Probab. 14, No. 1, 135-148 (2012). MSC: 62P05 62D05 62F40 62M20 91B30 91B82 92B15 PDF BibTeX XML Cite \textit{V. D'Amato} et al., Methodol. Comput. Appl. Probab. 14, No. 1, 135--148 (2012; Zbl 1362.62182) Full Text: DOI
Liu, Haiyue; Bai, Yanping Analysis of the AR model and neural networks for forecasting stock prices. (Chinese. English summary) Zbl 1265.91128 Math. Pract. Theory 41, No. 4, 14-19 (2011). MSC: 91B84 62M10 62M45 PDF BibTeX XML Cite \textit{H. Liu} and \textit{Y. Bai}, Math. Pract. Theory 41, No. 4, 14--19 (2011; Zbl 1265.91128)
Al Wadi, S.; Ismail, Mohd Tahir; Alkhahazaleh, M. H.; Karim, Samsul Ariffin Abdul Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model. (English) Zbl 1235.91146 Appl. Math. Sci., Ruse 5, No. 5-8, 315-326 (2011). MSC: 91B84 65T60 62M10 PDF BibTeX XML Cite \textit{S. Al Wadi} et al., Appl. Math. Sci., Ruse 5, No. 5--8, 315--326 (2011; Zbl 1235.91146) Full Text: Link
Girardin, Eric; Kholodilin, Konstantin A. How helpful are spatial effects in forecasting the growth of Chinese provinces? (English) Zbl 1225.91051 J. Forecast. 30, No. 7, 622-643 (2011). MSC: 91B84 62M20 PDF BibTeX XML Cite \textit{E. Girardin} and \textit{K. A. Kholodilin}, J. Forecast. 30, No. 7, 622--643 (2011; Zbl 1225.91051) Full Text: DOI
Wieland, Volker; Wolters, Maik H. The diversity of forecasts from macroeconomic models of the US economy. (English) Zbl 1214.91089 Econ. Theory 47, No. 2-3, 247-292 (2011). MSC: 91B82 91B64 91B74 91B69 PDF BibTeX XML Cite \textit{V. Wieland} and \textit{M. H. Wolters}, Econ. Theory 47, No. 2--3, 247--292 (2011; Zbl 1214.91089) Full Text: DOI
Fendel, Ralf; Lis, Eliza M.; Rülke, Jan-Christoph Do professional forecasters believe in the Phillips curve? Evidence from the G7 countries. (English) Zbl 1208.91109 J. Forecast. 30, No. 2, 268-287 (2011). MSC: 91B82 PDF BibTeX XML Cite \textit{R. Fendel} et al., J. Forecast. 30, No. 2, 268--287 (2011; Zbl 1208.91109) Full Text: DOI
Cuaresma, Jesús Crespo; Mishra, Tapas The role of age-structured education data for economic growth forecasts. (English) Zbl 1208.91107 J. Forecast. 30, No. 2, 249-267 (2011). MSC: 91B82 PDF BibTeX XML Cite \textit{J. C. Cuaresma} and \textit{T. Mishra}, J. Forecast. 30, No. 2, 249--267 (2011; Zbl 1208.91107) Full Text: DOI
Tipping, James; Read, E. Grant Hybrid bottom-up/top-down modeling of prices in deregulated wholesale power markets. (English) Zbl 1359.90026 Rebennack, Steffen (ed.) et al., Handbook of power systems. II. Dordrecht: Springer (ISBN 978-3-642-12685-7/hbk; 978-3-642-26459-7/pbk; 978-3-642-12686-4/ebook). Energy Systems, 213-238 (2010). MSC: 90B15 90C15 91B24 91B74 91B84 PDF BibTeX XML Cite \textit{J. Tipping} and \textit{E. G. Read}, in: Handbook of power systems. II. Dordrecht: Springer. 213--238 (2010; Zbl 1359.90026) Full Text: DOI
Raknerud, Arvid; Skjerpen, Terje; Swensen, Anders Rygh Forecasting key macroeconomic variables from a large number of predictors: a state space approach. (English) Zbl 1205.91134 J. Forecast. 29, No. 4, 367-387 (2010). MSC: 91B82 PDF BibTeX XML Cite \textit{A. Raknerud} et al., J. Forecast. 29, No. 4, 367--387 (2010; Zbl 1205.91134) Full Text: DOI
Nalbantov, Georgi I.; Franses, Philip Hans; Groenen, Patrick J. F.; Bioch, Jan C. Estimating the market share attraction model using support vector regressions. (English) Zbl 1205.91139 Econ. Rev. 29, No. 5-6, 688-716 (2010). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{G. I. Nalbantov} et al., Econ. Rev. 29, No. 5--6, 688--716 (2010; Zbl 1205.91139) Full Text: DOI
Liu, Jing-Wei; Chen, Tai-Liang; Cheng, Ching-Hsue; Chen, Yao-Hsien Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX. (English) Zbl 1189.91163 Comput. Math. Appl. 59, No. 2, 795-802 (2010). MSC: 91B84 91G60 62A86 62P05 PDF BibTeX XML Cite \textit{J.-W. Liu} et al., Comput. Math. Appl. 59, No. 2, 795--802 (2010; Zbl 1189.91163) Full Text: DOI
Arató, Miklós; Bozsó, Dávid; Elek, Péter; Zempléni, András Forecasting and simulating mortality tables. (English) Zbl 1165.91451 Math. Comput. Modelling 49, No. 3-4, 805-813 (2009). MSC: 91B84 91B30 PDF BibTeX XML Cite \textit{M. Arató} et al., Math. Comput. Modelling 49, No. 3--4, 805--813 (2009; Zbl 1165.91451) Full Text: DOI
Lam, K. P.; Ng, H. S. Intra-daily information of range-based volatility for MEM-GARCH. (English) Zbl 1162.91526 Math. Comput. Simul. 79, No. 8, 2625-2632 (2009). MSC: 91B84 91B82 PDF BibTeX XML Cite \textit{K. P. Lam} and \textit{H. S. Ng}, Math. Comput. Simul. 79, No. 8, 2625--2632 (2009; Zbl 1162.91526) Full Text: DOI
Ben-Haim, Yakov Info-gap forecasting and the advantage of sub-optimal models. (English) Zbl 1157.91427 Eur. J. Oper. Res. 197, No. 1, 203-213 (2009). MSC: 91B84 90B50 PDF BibTeX XML Cite \textit{Y. Ben-Haim}, Eur. J. Oper. Res. 197, No. 1, 203--213 (2009; Zbl 1157.91427) Full Text: DOI
Bauer, Thomas K.; Fertig, Michael; Schmidt, Christoph M. Empirical economic research. An introduction. (Empirische Wirtschaftsforschung. Eine Einführung.) (German) Zbl 1163.91003 Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-540-00041-9/pbk). xx, 397 p. (2009). Reviewer: Herbert S. Buscher (Halle, Saale) MSC: 91-02 62-01 91B82 PDF BibTeX XML Cite \textit{T. K. Bauer} et al., Empirische Wirtschaftsforschung. Eine Einführung. Berlin: Springer (2009; Zbl 1163.91003)
McAleer, Michael; Medeiros, Marcelo C. A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries. (English) Zbl 1429.62405 J. Econom. 147, No. 1, 104-119 (2008). MSC: 62M10 62P20 91B84 62P05 PDF BibTeX XML Cite \textit{M. McAleer} and \textit{M. C. Medeiros}, J. Econom. 147, No. 1, 104--119 (2008; Zbl 1429.62405) Full Text: DOI
Wang, Yi-Hsien; Lin, Chin-Tsai Forecasting volatility for the stock market: a new hybrid model. (English) Zbl 1154.91615 Int. J. Comput. Math. 85, No. 11, 1697-1707 (2008). MSC: 91B84 68U01 68T01 91B02 91B28 91B82 PDF BibTeX XML Cite \textit{Y.-H. Wang} and \textit{C.-T. Lin}, Int. J. Comput. Math. 85, No. 11, 1697--1707 (2008; Zbl 1154.91615) Full Text: DOI
Auffhammer, Maximilian; Carson, Richard T. Forecasting the path of China’s CO\(_2\) emissions using province-level information. (English) Zbl 1152.91690 J. Environ. Econ. Manage. 55, No. 3, 229-247 (2008). MSC: 91B76 91B84 PDF BibTeX XML Cite \textit{M. Auffhammer} and \textit{R. T. Carson}, J. Environ. Econ. Manage. 55, No. 3, 229--247 (2008; Zbl 1152.91690) Full Text: DOI
Lees, Kirdan; Matheson, Troy Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors. (English) Zbl 1255.91362 Econ. Lett. 96, No. 2, 275-281 (2007). MSC: 91B84 62P20 62M10 PDF BibTeX XML Cite \textit{K. Lees} and \textit{T. Matheson}, Econ. Lett. 96, No. 2, 275--281 (2007; Zbl 1255.91362) Full Text: DOI
Chib, Siddhartha; Nardari, Federico; Shephard, Neil Analysis of high dimensional multivariate stochastic volatility models. (English) Zbl 1418.62377 J. Econom. 134, No. 2, 341-371 (2006). MSC: 62P05 62F15 91B84 62M10 62M20 91G70 PDF BibTeX XML Cite \textit{S. Chib} et al., J. Econom. 134, No. 2, 341--371 (2006; Zbl 1418.62377) Full Text: DOI
Kapetanios, George; Labhard, Vincent; Price, Simon Forecasting using predictive likelihood model averaging. (English) Zbl 1254.91668 Econ. Lett. 91, No. 3, 373-379 (2006). MSC: 91B84 91B82 62M10 PDF BibTeX XML Cite \textit{G. Kapetanios} et al., Econ. Lett. 91, No. 3, 373--379 (2006; Zbl 1254.91668) Full Text: DOI
Ghosh, Himadri; Iquebal, M. A.; Prajneshu On mixture nonlinear time-series modelling and forecasting for ARCH effects. (English) Zbl 1193.62198 Sankhyā 68, No. 1, 111-129 (2006). MSC: 62P20 62M10 62M20 91B84 PDF BibTeX XML Cite \textit{H. Ghosh} et al., Sankhyā 68, No. 1, 111--129 (2006; Zbl 1193.62198) Full Text: Link
Zhao, Debao; Fang, Xiaoke; Sun, Shufan; Wang, Jianhui; Gu, Shusheng Simes designing based economic forecasting model with wavelet neural networks. (English) Zbl 1092.68712 Int. J. Inf. Syst. Sci. 2, No. 1, 67-74 (2006). MSC: 68U35 35R35 49J40 60G40 PDF BibTeX XML Cite \textit{D. Zhao} et al., Int. J. Inf. Syst. Sci. 2, No. 1, 67--74 (2006; Zbl 1092.68712)
Nakamura, Emi Inflation forecasting using a neural network. (English) Zbl 1254.91680 Econ. Lett. 86, No. 3, 373-378 (2005). MSC: 91B84 62P05 91B82 62M45 PDF BibTeX XML Cite \textit{E. Nakamura}, Econ. Lett. 86, No. 3, 373--378 (2005; Zbl 1254.91680) Full Text: DOI
Yu, Lean; Wang, Shouyang; Lai, K. K. A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates. (English) Zbl 1090.91074 Comput. Oper. Res. 32, No. 10, 2523-2541 (2005). MSC: 91B82 68T05 PDF BibTeX XML Cite \textit{L. Yu} et al., Comput. Oper. Res. 32, No. 10, 2523--2541 (2005; Zbl 1090.91074) Full Text: DOI
Camba-Mendez, Gonzalo; Kapetanios, George; Weale, Martin R.; Smith, Richard J. The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. (English) Zbl 1180.91225 Clements, Michael P. (ed.) et al., A companion to economic forecasting. Malden, MA: Blackwell Publishing (ISBN 1-4051-2623-X/pbk). 386-408 (2004). MSC: 91B82 PDF BibTeX XML Cite \textit{G. Camba-Mendez} et al., in: A companion to economic forecasting. Malden, MA: Blackwell Publishing. 386--408 (2004; Zbl 1180.91225)
Bhansali, R. J. Multi-step forecasting. (English) Zbl 1180.91227 Clements, Michael P. (ed.) et al., A companion to economic forecasting. Malden, MA: Blackwell Publishing (ISBN 1-4051-2623-X/pbk). 206-221 (2004). MSC: 91B84 62P20 PDF BibTeX XML Cite \textit{R. J. Bhansali}, in: A companion to economic forecasting. Malden, MA: Blackwell Publishing. 206--221 (2004; Zbl 1180.91227)
Lee, Chuan; Lin, Chin-Tsai; Chen, Li Hui Accuracy analysis of the Grey Markov forecasting model. (English) Zbl 1107.91366 J. Stat. Manag. Syst. 7, No. 3, 567-580 (2004). MSC: 91B84 91B62 PDF BibTeX XML Cite \textit{C. Lee} et al., J. Stat. Manag. Syst. 7, No. 3, 567--580 (2004; Zbl 1107.91366) Full Text: DOI
van Dijk, Dick; Teräsvirta, Timo; Franses, Philip Hans Smooth transition autoregressive models – a survey of recent developments. (English) Zbl 1070.91047 Econ. Rev. 21, No. 1, 1-47 (2002). MSC: 91B84 PDF BibTeX XML Cite \textit{D. van Dijk} et al., Econ. Rev. 21, No. 1, 1--47 (2002; Zbl 1070.91047) Full Text: DOI
Egorova, N. E.; Mudunov, A. S. A model system of forecasting demand for services. (Russian) Zbl 1075.91575 Ehkon. Mat. Metody 38, No. 2, 66-83 (2002). MSC: 91B42 91B74 PDF BibTeX XML Cite \textit{N. E. Egorova} and \textit{A. S. Mudunov}, Èkon. Mat. Metody 38, No. 2, 66--83 (2002; Zbl 1075.91575)
Verhoeven, Peter; Pilgram, Berndt; McAleer, Michael; Mees, Alistair Nonlinear modelling and forecasting of S& P 500 volatility. (English) Zbl 1008.91099 Math. Comput. Simul. 59, No. 1-3, 233-241 (2002). MSC: 91B84 91B82 PDF BibTeX XML Cite \textit{P. Verhoeven} et al., Math. Comput. Simul. 59, No. 1--3, 233--241 (2002; Zbl 1008.91099) Full Text: DOI
Brännäs, Kurt; Hellström, Jörgen Generalized integer-valued autoregression. (English) Zbl 1077.62530 Econ. Rev. 20, No. 4, 425-443 (2001). MSC: 62M10 91B84 PDF BibTeX XML Cite \textit{K. Brännäs} and \textit{J. Hellström}, Econ. Rev. 20, No. 4, 425--443 (2001; Zbl 1077.62530) Full Text: DOI
Weigend, Andreas S.; Shi, Shanming Hidden Markov experts. (English) Zbl 0976.91055 Avellaneda, Marco (ed.), Quantitative analysis in financial markets. Collected papers of the New York University mathematical finance seminar. Vol. II. Singapore: World Scientific. 35-70 (2001). MSC: 91B84 91B30 91B82 PDF BibTeX XML Cite \textit{A. S. Weigend} and \textit{S. Shi}, in: Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. II. Singapore: World Scientific. 35--70 (2001; Zbl 0976.91055)
Chornous, Galyna A quarterly econometric model of the Ukrainian economy. (English) Zbl 1060.91516 Theory Stoch. Process. 6(22), No. 3-4, 18-22 (2000). MSC: 91B84 PDF BibTeX XML Cite \textit{G. Chornous}, Theory Stoch. Process. 6(22), No. 3--4, 18--22 (2000; Zbl 1060.91516)
Kharchenko, A. V. Automated forecasting procedure. (English. Russian original) Zbl 0917.90243 Cybern. Syst. Anal. 34, No. 3, 360-367 (1998); translation from Kibern. Sist. Anal. 1998, No. 3, 51-60 (1998). MSC: 90B99 91B84 62M20 PDF BibTeX XML Cite \textit{A. V. Kharchenko}, Cybern. Syst. Anal. 34, No. 3, 360--367 (1998; Zbl 0917.90243); translation from Kibern. Sist. Anal. 1998, No. 3, 51--60 (1998) Full Text: DOI
Batchelor, Roy; Peel, David A. Rationality testing under asymmetric loss. (English) Zbl 0911.90085 Econ. Lett. 61, No. 1, 49-54 (1998). MSC: 91B84 91B82 PDF BibTeX XML Cite \textit{R. Batchelor} and \textit{D. A. Peel}, Econ. Lett. 61, No. 1, 49--54 (1998; Zbl 0911.90085) Full Text: DOI
Pippenger, Michael K.; Goering, Gregory E. Exchange rate forecasting: Results from a threshold autoregressive model. (English) Zbl 0896.90016 Open Econ. Rev. 9, No. 2, 157-170 (1998). MSC: 91B28 91B60 91B84 PDF BibTeX XML Cite \textit{M. K. Pippenger} and \textit{G. E. Goering}, Open Econ. Rev. 9, No. 2, 157--170 (1998; Zbl 0896.90016) Full Text: DOI
Creedy, John; Lye, Jenny N.; Martin, Vance L. A model of the real exchange rate. (English) Zbl 0928.91038 Creedy, John (ed.) et al., Nonlinear economic models. Cross-sectional, time series and neural networks applications. Cheltenham: Eduard Elgar Publishing. 143-159 (1997). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 91B82 91B84 PDF BibTeX XML Cite \textit{J. Creedy} et al., in: Nonlinear economic models. Cross-sectional, time series and neural networks applications. Cheltenham: Eduard Elgar Publishing. 143--159 (1997; Zbl 0928.91038)
Chen, Cha’o-Kuang; Tien, Tzu-Li A new forecasting method of discrete dynamic system. (English) Zbl 0919.93007 Appl. Math. Comput. 86, No. 1, 61-84 (1997). Reviewer: J.Virtanen (Vaasa) MSC: 93A30 91B84 65D07 PDF BibTeX XML Cite \textit{C.-K. Chen} and \textit{T.-L. Tien}, Appl. Math. Comput. 86, No. 1, 61--84 (1997; Zbl 0919.93007) Full Text: DOI
Butlin, S. J.; Connor, J. T. Forecasting foreign exchange rates: Bayesian model comparison using Gaussian and Laplacian noise models. (English) Zbl 0930.91042 Refenes, Apostolos-Paul N. (ed.) et al., Neural networks in financial engineering. Proceedings of the 3rd international conference on Neural networks in the capital markets, London, GB, October 11–13, 1995. Singapore: World Scientific. Progress in Neural Processing. 2, 146-156 (1996). MSC: 91B84 91B28 PDF BibTeX XML Cite \textit{S. J. Butlin} and \textit{J. T. Connor}, in: Neural networks in financial engineering. Proceedings of the 3rd international conference on Neural networks in the capital markets, London, GB, October 11--13, 1995. Singapore: World Scientific. 146--156 (1996; Zbl 0930.91042)
Bunn, Derek W. Non-traditional methods of forecasting. (English) Zbl 0914.90058 Eur. J. Oper. Res. 92, No. 3, 528-536 (1996). MSC: 91B84 62M20 68T05 PDF BibTeX XML Cite \textit{D. W. Bunn}, Eur. J. Oper. Res. 92, No. 3, 528--536 (1996; Zbl 0914.90058) Full Text: DOI
Harrison, W. Jill; Pearson, K. R.; Powell, Alan A. Features of multiregional and intertemporal AGE modelling with GEMPACK. (English) Zbl 0874.90046 Comput. Econ. 9, No. 4, 331-353 (1996). MSC: 91B62 PDF BibTeX XML Cite \textit{W. J. Harrison} et al., Comput. Econ. 9, No. 4, 331--353 (1996; Zbl 0874.90046) Full Text: DOI
Vinod, H. D. Empirically feasible solutions and explicit dynamics for rational expectation models. (English) Zbl 0849.62065 J. Stat. Plann. Inference 49, No. 2, 203-222 (1996). MSC: 62P20 91B84 62M10 PDF BibTeX XML Cite \textit{H. D. Vinod}, J. Stat. Plann. Inference 49, No. 2, 203--222 (1996; Zbl 0849.62065) Full Text: DOI
Hæfke, Christian; Helmenstein, Christian Neural networks in the capital markets: An application to index forecasting. (English) Zbl 0846.90025 Comput. Econ. 9, No. 1, 37-50 (1996). MSC: 91B82 92B20 PDF BibTeX XML Cite \textit{C. Hæfke} and \textit{C. Helmenstein}, Comput. Econ. 9, No. 1, 37--50 (1996; Zbl 0846.90025) Full Text: DOI
Franses, Philip Hans; Paap, Richard Periodic integration: Further results on model selection and forecasting. (English) Zbl 0845.62067 Stat. Pap. 37, No. 1, 33-52 (1996). MSC: 62M20 91B84 PDF BibTeX XML Cite \textit{P. H. Franses} and \textit{R. Paap}, Stat. Pap. 37, No. 1, 33--52 (1996; Zbl 0845.62067) Full Text: DOI
Teng, Suzhen; Liu, Yu; Yu, Jiankun Price prediction model and its algorithm. (Chinese. English summary) Zbl 0900.62631 J. Dalian Univ. Technol. 35, No. 5, 593-595 (1995). MSC: 62P20 91B84 62M30 PDF BibTeX XML Cite \textit{S. Teng} et al., J. Dalian Univ. Technol. 35, No. 5, 593--595 (1995; Zbl 0900.62631)
Powell, Alan A.; Murphy, Christopher W. Inside a modern macroeconometric model. A guide to the Murphy model. With a contribution by Nicholas Conron. (English) Zbl 0842.90025 Lecture Notes in Economics and Mathematical Systems. 428. Berlin: Springer-Verlag. xviii, 424 p. (1995). Reviewer: J.Paelinck (Rotterdam) MSC: 91B64 62P20 91B62 91B84 PDF BibTeX XML Cite \textit{A. A. Powell} and \textit{C. W. Murphy}, Inside a modern macroeconometric model. A guide to the Murphy model. With a contribution by Nicholas Conron. Berlin: Springer-Verlag (1995; Zbl 0842.90025)
Nelson, Daniel B.; Foster, Dean P. Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model. (English) Zbl 0820.62098 J. Econom. 67, No. 2, 303-335 (1995). MSC: 62P20 62M20 91B84 PDF BibTeX XML Cite \textit{D. B. Nelson} and \textit{D. P. Foster}, J. Econom. 67, No. 2, 303--335 (1995; Zbl 0820.62098) Full Text: DOI
Golovchenko, V. B.; Noskov, S. I. Prediction based on a discrete dynamic model using expert information. (English. Russian original) Zbl 0814.90014 Autom. Remote Control 54, No. 10, Pt. 2, 1531-1538 (1993); translation from Avtom. Telemekh. 1993, No. 10, 140-148 (1993). MSC: 91B84 90C90 62M20 90C05 PDF BibTeX XML Cite \textit{V. B. Golovchenko} and \textit{S. I. Noskov}, Autom. Remote Control 54, No. 10, Part 2, 140--148 (1993; Zbl 0814.90014); translation from Avtom. Telemekh. 1993, No. 10, 140--148 (1993)
Cipra, Tomáš Robust smoothing and forecasting procedures. (English) Zbl 0951.91508 Czech. J. Oper. Res. 1, No. 1, 41-56 (1992). MSC: 91B84 PDF BibTeX XML Cite \textit{T. Cipra}, Czech. J. Oper. Res. 1, No. 1, 41--56 (1992; Zbl 0951.91508)
Šujan, Ivan; Haluška, Ján; Olexa, Michal; Orságová, Judita; Šujanová, Milota A short-term forecasting model of the Czecho-Slovak economy for the transition period. (English) Zbl 0948.91047 Czech. J. Oper. Res. 1, No. 2, 85-105 (1992). MSC: 91B64 91B74 PDF BibTeX XML Cite \textit{I. Šujan} et al., Czech. J. Oper. Res. 1, No. 2, 85--105 (1992; Zbl 0948.91047)
Nelson, Daniel B. Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model. (English) Zbl 0761.62169 J. Econom. 52, No. 1-2, 61-90 (1992). Reviewer: J.K.Sengupta (Santa Barbara) MSC: 62P20 91B84 PDF BibTeX XML Cite \textit{D. B. Nelson}, J. Econom. 52, No. 1--2, 61--90 (1992; Zbl 0761.62169) Full Text: DOI
Liu, Lon-Mu Use of linear transfer function analysis in econometric time series modelling. (English) Zbl 0824.62101 Stat. Sin. 1, No. 2, 503-525 (1991). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{L.-M. Liu}, Stat. Sin. 1, No. 2, 503--525 (1991; Zbl 0824.62101)
Campisi, Domenico; Gastaldi, Massimo; La Bella, Agostino Technological change and policy in multi-regional input-output models. (English) Zbl 0703.90013 System modelling and optimization, Proc. 14th IFIP Conf., Leipzig/GDR 1989, Lect. Notes Control Inf. Sci. 143, 716-724 (1990). MSC: 91B66 91B62 91B64 PDF BibTeX XML
Nazem, Sufi M. Applied time series analysis for business and economic forecasting. (English) Zbl 0704.62085 Statistics: Textbooks and Monographs, 93. New York etc.: Marcel Dekker, Inc. x, 431 p. (1988). Reviewer: T.Cipra MSC: 62M20 62-01 91B84 62M10 90-01 PDF BibTeX XML Cite \textit{S. M. Nazem}, Applied time series analysis for business and economic forecasting. New York etc.: Marcel Dekker, Inc. (1988; Zbl 0704.62085)
Hall, S. G. Forecasting with a large macro model incorporating pervasive consistent expectations: NIESR Model 8. (English) Zbl 0644.90018 Large Scale Syst. 13, No. 2, 145-155 (1987). MSC: 91B84 91B62 62P20 PDF BibTeX XML Cite \textit{S. G. Hall}, Large Scale Syst. 13, No. 2, 145--155 (1987; Zbl 0644.90018)
Lu, Chunlian Newton-Raphson iterative solution for a system of transcendental equations with linear discriminant coefficients. (Chinese. English summary) Zbl 0604.65100 Numer. Math., Nanjing 7, 364-368 (1985). MSC: 65C99 91B82 62M20 62P20 65H10 PDF BibTeX XML Cite \textit{C. Lu}, Numer. Math., Nanjing 7, 364--368 (1985; Zbl 0604.65100)
Heuts, R. M. J. The use of nonlinear transformations in ARIMA-models when the data are non-Gaussian distributed. (English) Zbl 0614.62123 Comput. Stat. Q. 1, 155-177 (1984). MSC: 62M20 91B84 PDF BibTeX XML Cite \textit{R. M. J. Heuts}, Comput. Stat. Q. 1, 155--177 (1984; Zbl 0614.62123)
Klein, Lawrence R. Lectures in econometrics. With a chapter on modelling socialist economy by Władysław Welfe. (English) Zbl 0539.62119 Advanced Textbooks in Economics, Vol. 22. Amsterdam - New York - Oxford: North-Holland. IX, 233 p. $ 29.95; Dfl. 95.00 (1983). Reviewer: J.Wolters MSC: 62P20 62-02 62M10 62M15 62M20 91B82 PDF BibTeX XML
Gaerdenfors, Peter Dynamic models as tools for forecasting and planning: A presentation and some methodological aspects. (English) Zbl 0501.90013 Theory Decis. 14, 237-273 (1982). MSC: 91B62 93C15 93E20 93B99 93D99 PDF BibTeX XML Cite \textit{P. Gaerdenfors}, Theory Decis. 14, 237--273 (1982; Zbl 0501.90013) Full Text: DOI
Gulley, David A. An application of closed-form error analysis to fiscal impact models. (English) Zbl 0484.90020 Manage. Sci. 28, 213-217 (1982). MSC: 91B82 62P20 PDF BibTeX XML Cite \textit{D. A. Gulley}, Manage. Sci. 28, 213--217 (1982; Zbl 0484.90020) Full Text: DOI
Abu-El-Magd, Mohamed A.; Sinha, Naresh K. Modelling and forecasting short-term load demand: A multivariate approach. (English) Zbl 0478.93046 Automatica 18, 329-333 (1982). MSC: 93E03 62M10 62M20 93C35 91B84 93E10 PDF BibTeX XML Cite \textit{M. A. Abu-El-Magd} and \textit{N. K. Sinha}, Automatica 18, 329--333 (1982; Zbl 0478.93046) Full Text: DOI
Rogovskij, E. A. On prerequisites of applied interbranch turnpike models. (Russian) Zbl 0501.90019 Ehkon. Mat. Metody 17, 1095-1104 (1981). MSC: 91B66 91B62 PDF BibTeX XML Cite \textit{E. A. Rogovskij}, Mat. Metody Resheniya Èkon. Zadach 17, 1095--1104 (1981; Zbl 0501.90019)
Melard, G.; Kiehm, J.-L. ARIMA models with time-dependent coefficients for economic time series. (English) Zbl 0476.90021 Time series analysis, Proc. int. Conf., Houston/Tex. 1980, 355-363 (1981). MSC: 91B84 62P20 62M10 91B82 PDF BibTeX XML
Problems of time series analysis. (English) Zbl 0538.62097 Gesellschaft, Recht, Wirtschaft, 3. Mannheim-Wien-Zürich: Bibliographisches Institut, B.I.-Wissenschaftsverlag. 104 p. (1980). Reviewer: H.S.Buscher MSC: 62P20 62M10 62-02 91B84 PDF BibTeX XML
Kozak, J. Eine Anwendung der Methode der kleinsten Quadrate bei der Konstruktion einer Prognose in einem linearen Modell mit veränderlichen Parametern. (Russian) Zbl 0468.90014 Ehkon. Mat. Metody 16, 987-993 (1980). MSC: 91B82 62P20 62M20 PDF BibTeX XML Cite \textit{J. Kozak}, Mat. Metody Resheniya Èkon. Zadach 16, 987--993 (1980; Zbl 0468.90014)
Bhattacharyya, M. N. Comparison of Box-Jenkins and Bonn Monetary Model prediction performance. (English) Zbl 0426.90001 Lecture Notes in Economics and Mathematical Systems. Econometrics, 178. Berlin-Heidelberg-New York: Springer-Verlag. VII, 146 p. DM 28.00; $ 16.60 (1980). MSC: 91B84 62P20 62M10 62M20 PDF BibTeX XML
Bedenkova, M. F. Transport-ökonomische Zusammenhänge in einem System von Modellen der optimalen Perspektivplanung. (Russian) Zbl 0419.90031 Ehkon. Mat. Metody 15, 694-704 (1979). MSC: 91B66 91B84 PDF BibTeX XML Cite \textit{M. F. Bedenkova}, Mat. Metody Resheniya Èkon. Zadach 15, 694--704 (1979; Zbl 0419.90031)
Holly, S. The construction and optimal control of econometric models of national economies for forecasting and policy analysis. (English) Zbl 0418.90026 Global and large scale system models, Proc. CAS int. Summer Semin., Dubrovnik 1978, Lect. Notes Control Inf. Sci. 19, 164-192 (1979). MSC: 91B82 91B62 91B84 62P20 PDF BibTeX XML
Jenkins, Gwilym M. Practical experiences with modelling and forecasting time series. (English) Zbl 0417.62072 Time Series Library. A GJP Publication. St. Helier, Jersey: Gwilym Jenkins & Partners (Overseas) Ltd. VIII, 146 p. £8.00 (1979). MSC: 62M20 62M10 62-01 91B84 90-01 PDF BibTeX XML