Forecasting: theory and practice

Autor: Petropoulos, Fotios, Apiletti, Daniele, Assimakopoulos, Vassilios, Babai, Mohamed Zied, Barrow, Devon K., Taieb, Souhaib Ben, Bergmeir, Christoph, Bessa, Ricardo J., Bijak, Jakub, Boylan, John E., Browell, Jethro, Carnevale, Claudio, Castle, Jennifer L., Cirillo, Pasquale, Clements, Michael P., Cordeiro, Clara, Oliveira, Fernando Luiz Cyrino, De Baets, Shari, Dokumentov, Alexander, Ellison, Joanne, Fiszeder, Piotr, Franses, Philip Hans, Frazier, David T., Gilliland, Michael, Gönül, M. Sinan, Goodwin, Paul, Grossi, Luigi, Grushka-Cockayne, Yael, Guidolin, Mariangela, Guidolin, Massimo, Gunter, Ulrich, Guo, Xiaojia, Guseo, Renato, Harvey, Nigel, Hendry, David F., Hollyman, Ross, Januschowski, Tim, Jeon, Jooyoung, Jose, Victor Richmond R., Kang, Yanfei, Koehler, Anne B., Kolassa, Stephan, Kourentzes, Nikolaos, Leva, Sonia, Li, Feng, Litsiou, Konstantia, Makridakis, Spyros, Martin, Gael M., Martinez, Andrew B., Meeran, Sheik, Modis, Theodore, Nikolopoulos, Konstantinos, Önkal, Dilek, Paccagnini, Alessia, Panagiotelis, Anastasios, Panapakidis, Ioannis, Pavía, Jose M., Pedio, Manuela, Pedregal, Diego J., Pinson, Pierre, Ramos, Patrícia, Rapach, David E., Reade, J. James, Rostami-Tabar, Bahman, Rubaszek, Michał, Sermpinis, Georgios, Shang, Han Lin, Spiliotis, Evangelos, Syntetos, Aris A., Talagala, Priyanga Dilini, Talagala, Thiyanga S., Tashman, Len, Thomakos, Dimitrios, Thorarinsdottir, Thordis, Todini, Ezio, Arenas, Juan Ramón Trapero, Wang, Xiaoqian, Winkler, Robert L., Yusupova, Alisa, Ziel, Florian

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large n

Externí odkaz: http://arxiv.org/abs/2012.03854

Dynamic linear models with adaptive discounting

Autor: Yusupova, Alisa, Pavlidis, Nicos G., Pavlidis, Efthymios G.

Publikováno v: In International Journal of Forecasting October-December 2023 39(4):1925-1944

Forecasting: theory and practice

Autor: Petropoulos, Fotios, Apiletti, Daniele, Assimakopoulos, Vassilios, Babai, Mohamed Zied, Barrow, Devon K., Ben Taieb, Souhaib, Bergmeir, Christoph, Bessa, Ricardo J., Bijak, Jakub, Boylan, John E., Browell, Jethro, Carnevale, Claudio, Castle, Jennifer L., Cirillo, Pasquale, Clements, Michael P., Cordeiro, Clara, Cyrino Oliveira, Fernando Luiz, De Baets, Shari, Dokumentov, Alexander, Ellison, Joanne, Fiszeder, Piotr, Franses, Philip Hans, Frazier, David T., Gilliland, Michael, Gönül, M. Sinan, Goodwin, Paul, Grossi, Luigi, Grushka-Cockayne, Yael, Guidolin, Mariangela, Guidolin, Massimo, Gunter, Ulrich, Guo, Xiaojia, Guseo, Renato, Harvey, Nigel, Hendry, David F., Hollyman, Ross, Januschowski, Tim, Jeon, Jooyoung, Jose, Victor Richmond R., Kang, Yanfei, Koehler, Anne B., Kolassa, Stephan, Kourentzes, Nikolaos, Leva, Sonia, Li, Feng, Litsiou, Konstantia, Makridakis, Spyros, Martin, Gael M., Martinez, Andrew B., Meeran, Sheik, Modis, Theodore, Nikolopoulos, Konstantinos, Önkal, Dilek, Paccagnini, Alessia, Panagiotelis, Anastasios, Panapakidis, Ioannis, Pavía, Jose M., Pedio, Manuela, Pedregal, Diego J., Pinson, Pierre, Ramos, Patrícia, Rapach, David E., Reade, J. James, Rostami-Tabar, Bahman, Rubaszek, Michał, Sermpinis, Georgios, Shang, Han Lin, Spiliotis, Evangelos, Syntetos, Aris A., Talagala, Priyanga Dilini, Talagala, Thiyanga S., Tashman, Len, Thomakos, Dimitrios, Thorarinsdottir, Thordis, Todini, Ezio, Trapero Arenas, Juan Ramón, Wang, Xiaoqian, Winkler, Robert L., Yusupova, Alisa, Ziel, Florian

Publikováno v: In International Journal of Forecasting July-September 2022 38(3):705-871

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.

Autor: Pavlidis, Efthymios¹ e.pavlidis@lancaster.ac.uk, Yusupova, Alisa¹ a.yusupova@lancaster.ac.uk, Paya, Ivan¹ i.paya@lancaster.ac.uk, Peel, David¹ d.peel@lancaster.ac.uk, Martínez-García, Enrique² enrique.martinez-garcia@dal.frb.org, Mack, Adrienne³ adrienne.mack@ymail.com, Grossman, Valerie² valerie.grossman@dal.frb.org

Publikováno v: Journal of Real Estate Finance & Economics. Nov2016, Vol. 53 Issue 4, p419-449. 31p.

Episodes of exuberance in housing markets:in search of the smoking gun

Autor: Pavlidis, Efthymios, Yusupova, Alisa, Paya, Ivan, Peel, David, Martinez-Garcia, Enrique, Mack, Adrienne, Crossman, Valerie

After a prolonged period characterized by rapid real appreciation in house prices, there is now broad recognition of the severe correction in housing markets that followed as one of the causes of the 2008-09 global recession. We investigate the time

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od_______201::32b37e3c1e4f452a58bdf5e6d7f1bc03
https://eprints.lancs.ac.uk/id/eprint/71812/