12 Results Found

Chronic obstructive pulmonary disease (COPD) is a preventable, treatable, progressive chronic disease characterized by persistent airflow limitation. Patients with COPD deserve special consideration regarding treatment in this fragile population for...

The literature regarding innovation drivers is usually based on variables taken from some theoretical approach and validated within a methodology. Some authors have included COVID-19 as a driver for innovations. In this paper, we address the pandemic...

This study investigates the determinants of trading activity in the U.S. corporate bond market, focusing on the effects of Seasonal Affective Disorder (SAD) and macroeconomic announcements. Employing the General-to-Specific (Gets) Autometrics methodo...

This research studies the impact of macroeconomic announcement surprises on daily U.S. Treasury excess returns during the heart of Alan Greenspan’s tenure as Federal Reserve Chair, addressing the possible limitations of standard static regressi...

The detection of peaks (summits) as the upper parts of mountains and the delineation of their shape is commonly confirmed by inspections carried out by mountaineers. In this study the complex task of peak detection and shape delineation is solved by...

This article assesses the predictive accuracy of factor models utilizing Partial·Least·Squares (PLS) and Principal·Component·Analysis (PCA) in comparison to autometrics and penalization techniques. The simulation exercise...

The diversification of the economy including its exports is at the core of Saudi Vision 2030. The vision targets to raise non-oil export from 16% to 50% of non-oil GDP by 2030. Achieving this, in addition to other goals, necessitates a better underst...

Economic policy agencies produce forecasts with accompanying narratives, and base policy changes on the resulting anticipated developments in the target variables. Systematic forecast failure, defined as large, persistent deviations of the outturns f...

To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of...

We investigate forecasting in models that condition on variables for which future values are unknown. We consider the role of the significance level because it guides the binary decisions whether to include or exclude variables. The analysis is exten...

In this paper, we apply Bayesian averaging of classical estimates (BACE) and Bayesian model averaging (BMA) as an automatic modeling procedures for two well-known macroeconometric models: UK demand for narrow money and long-term inflation. Empirical...

In this paper, we address whether using a disaggregated series or combining an aggregated and disaggregated series improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques, such a...