Zobrazeno 1 - 5
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pro vyhledávání: '"Phella, Anthoulla"'
Publikováno v:
In Energy Economics March 2024 131
Autor:
Phella, Anthoulla
This paper considers forecasts of the growth and inflation distributions of the United Kingdom with factor-augmented quantile autoregressions under a model averaging framework. We investigate model combinations across models using weights that minimi
Externí odkaz:
http://arxiv.org/abs/2010.12263
Autor:
Phella, Anthoulla
This paper proposes a test for the joint hypothesis of correct dynamic specification and no omitted latent factors for the Quantile Autoregression. If the composite null is rejected we proceed to disentangle the cause of rejection, i.e., dynamic miss
Externí odkaz:
http://arxiv.org/abs/2010.03898
Autor:
PHELLA, ANTHOULLA
This thesis deals with the estimation and forecasting of factor-augmented quantile autoregressive models. In Chapter 1, we propose a test for the joint hypothesis of correct dynamic specification and no omitted latent factor for the quantile autoregr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7ccdfe9aee6019027d5a84f2540ce1f
This paper develops a Bayesian quantile regression model with time-varying parameters (TVPs) for forecasting in ation risks. The proposed parametric methodology bridges the empirically established benefits of TVP regressions for forecasting in ation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::65986c83f9db27e3e3cdedc83e382de7
https://hdl.handle.net/10419/246177
https://hdl.handle.net/10419/246177