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pro vyhledávání: '"Forte, Federico Daniel"'
Autor:
Forte, Federico Daniel
This paper examines the performance of Random Forest models in forecasting short-term monthly inflation in Argentina, based on a database of monthly indicators since 1962. It is found that these models achieve forecast accuracy that is statistically
Externí odkaz:
http://arxiv.org/abs/2410.01175
Publikováno v:
Latin American Journal of Central Banking. 3:100066
This paper studies the network structure and fragmentation of the Argentinean interbank market. Both the unsecured (CALL) and the secured (REPO) markets are examined, applying complex network analysis. Results indicate that, although the secured mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7a43cf69d24edd4402fdacd9e7517626
https://doi.org/10.1016/j.latcb.2022.100066
https://doi.org/10.1016/j.latcb.2022.100066
Autor:
Forte, Federico Daniel
Publikováno v:
Biblioteca Digital (UBA-FCE)
Universidad de Buenos Aires. Facultad de Ciencias Económicas
instacron:UBA-FCE
Universidad de Buenos Aires. Facultad de Ciencias Económicas
instacron:UBA-FCE
Fil: Forte, Federico Daniel. Universidad de Buenos Aires. Facultad de Ciencias Económicas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::4f13d6e09b3821b10aca3cfd36f7666f
http://bibliotecadigital.econ.uba.ar/econ/collection/tpos/document/1502-1540_ForteFD
http://bibliotecadigital.econ.uba.ar/econ/collection/tpos/document/1502-1540_ForteFD