Zobrazeno 1 - 10
of 118
pro vyhledávání: '"Boriss Siliverstovs"'
Autor:
Boriss Siliverstovs
Publikováno v:
Econometrics, Vol 9, Iss 1, p 11 (2021)
We assess the forecasting performance of the nowcasting model developed at the New York FED. We show that the observation regarding a striking difference in the model’s predictive ability across business cycle phases made earlier in the literature
Externí odkaz:
https://doaj.org/article/d3587906f76448e38f08a3f0ef74bc8d
Autor:
Boriss Siliverstovs, Ulrich Thiessen
Publikováno v:
Cogent Economics & Finance, Vol 3, Iss 1 (2015)
This paper provides an empirical analysis on the question whether equalization payments across regions and transfers from the central government stimulate regional growth or impede it. Using a panel of 22 French regions from 2002 to 2008, we find tha
Externí odkaz:
https://doaj.org/article/b05b46a5f4274a40a2d45899482249eb
Publikováno v:
SSRN Electronic Journal.
Autor:
Daniel Wochner, Boriss Siliverstovs
Publikováno v:
Journal of Forecasting. 40:547-574
This study systematically broadens the relevance of possible model performance asymmetries across business cycles in the spirit of the recent state‐dependent forecast evaluation literature (e.g. Chauvet & Potter, 2013) to hundreds of macroeconomic
Autor:
d’Artis Kancs, Boriss Siliverstovs
Publikováno v:
Empirical Economics. 59:1373-1391
Autor:
Boriss Siliverstovs
Publikováno v:
Empirical Economics. 58:7-27
In this paper, we reassess the forecasting performance of the Bayesian mixed-frequency model suggested in Carriero et al. (2015) in terms of point and density forecasts of the GDP growth rate using US macroeconomic data. Following Chauvet and Potter
Autor:
Boriss Siliverstovs
Publikováno v:
Panoeconomicus, Vol 65, Iss 4, Pp 381-394 (2018)
In this paper we scrutinise the composition of one of the most renowned economic indicators that is regularly released for more than 30 countries and regions. The composite Purchasing Managers’ Index (PMI) is constructed by pooling several survey b
Autor:
Daniel Wochner, Boriss Siliverstovs
Publikováno v:
Journal of Economic Behavior & Organization. 145:1-23
This study examines the extent to which real-world economic activity is reflected in aggregate online search behavior on Google Search. As opposed to previous studies, being subject to potential mismeasurement problems when examining search queries a
Autor:
Boriss Siliverstovs
Publikováno v:
Economic Modelling. 67:294-299
The fact that the predictive performance of models used in forecasting stock returns, exchange rates, and macroeconomic variables is not stable and varies over time has been widely documented in the forecasting literature. Under these circumstances e
Publikováno v:
Economic Modelling, 68
Ideally, the set of variables underlying composite indicators is checked and updated when needed on a regular basis. In practise, the timing and procedures of these updates are usually chosen ad hoc. We suggest a rule-based indicator selection updati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::968c05aee03b4e1d798c0c84e4135d49
https://hdl.handle.net/20.500.11850/185191
https://hdl.handle.net/20.500.11850/185191