• Search: "E.E3.E37 - Forecasting and Simulation: Models and Applications"

Showing 1 - 20 of 73

1

Forecasting the Moroccan Stock Market: A Theoretical Approach Integrating Macroeconomic and Sentiment Data through Deep Learning
Talhartit, Imad ; Ait Jillali, Sanae ; El Kabbouri, Mounime ; et al.
International journal of management sciences and business research. 14(5):10-23

Stock Price Prediction Deep Learning Natural Language Process... Sentiment Analysis Macroeconomic Indicators Emerging Markets …
Journal
Save to List
2

Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model
Doz, Catherine ; Ferrara, Laurent ; Pionnier, Pierre-Alain ; et al.

COVID-19 Growth-at-Risk Real-time Businesscycles Turning-Point Detection Bayesianestimation …
Electronic Resource
Save to List
3

Nowcasting du PIB français : un modèle à facteurs dynamiques
Dauvin, Magali ; Jullien, Ombeline ; Sampognaro, Raul ; et al.

JEL: C - Mathematical an... C.C3 - Multiple or Simul... C.C3.C32 - Time-Series M... C.C3.C38 - Classificatio... JEL: E - Macroeconomics... E.E3 - Prices, Business... …
Electronic Resource
Save to List
4

Optimal Green Technology Adoption and Policy Implementation
Bourgeon, Jean-Marc ; Département d'Économie de l'École Polytechnique (X-DEP-ECO) ; École polytechnique (X) ; et al.

Technology adoption sustainability Growth JEL: O - Economic Develo... O.O3 - Innovation • Rese... O.O3.O33 - Technological... …
Electronic Resource
Save to List
5

Improving Real-Time Trend Estimates Using Local Parametrization of Polynomial Regression Filters
Quartier-La-Tente, Alain ; Laboratoire d'économie et de management de Nantes Atlantique (LEMNA) ; Nantes Université - Institut d'Administration des Entreprises - Nantes (Nantes Univ - IAE Nantes) ; et al.
Journal of Official Statistics. 40(4):685-715

Time series Trend-cycle Seasonal adjustment Turning points R statistical software time series trend-cycle... …
Journal
Save to List
6

LLMs vs. econometric models for nowcasting GDP growth: A practitioner's view
André, Julien ; Bessec, Marie ; Goulby, Zachary ; et al.

Artificial intelligence Large language Models LL... GDP nowcasting JEL: C - Mathematical an... C.C4 - Econometric and S... C.C4.C45 - Neural Networ... …
Electronic Resource
Save to List
7

La modélisation multivariée des contributions : Une tentative d'explication des derniers retournements de la conjoncture
Candelon, Bertrand ; Macroéconomie et Analyse des Déséquilibres (MAD) ; Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS)

Last recession Business cycles VECM methodology history decomposition of... JEL: E - Macroeconomics... E.E3 - Prices, Business... …
Electronic Resource
Save to List
8

Estimating Behavioral Inattention
Benchimol, Jonathan ; Bounader, Lahcen ; Dotta, Mario ; et al.
Journal of Economic Behavior and Organization. 236:107068-107068

Cognitive discounting Myopia Attention Bayesian estimation Behavioral macroeconomic... JEL: E - Macroeconomics... …
Journal
Save to List
9

Optimal monetary policy under bounded rationality
Benchimol, Jonathan ; Bounader, Lahcen ; Bank of Israel (BoI) ; et al.
Journal of Financial Stability. 67(101151):1-25

Behavioral macroeconomic... Central bank policy Cognitive discounting Heterogeneous expectatio... Optimal simple rules JEL: E - Macroeconomics... …
Journal
Save to List
10

Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks
Barkan, Oren ; Benchimol, Jonathan ; Caspi, Itamar ; et al.
International Journal of Forecasting. 39(3):1145-1162

Inflation Forecasting Disaggregated Inflation Consumer Price Index Machine Learning Gated Recurrent Unit Recurrent Neural Network... …
Journal
Save to List
11

Dating business cycles in France : a reference chronology
Les cycles économiques de la France : une datation de référence
Mignon, Valérie ; Aviat, Antonin ; Bec, Frédérique ; et al.
Revue Economique. :5-52

Business cycles French economy Dating Narrative approach Econometric modeling Analyse narrative …
Journal
Save to List
12

Investigating the economic and environmental effects of a carbon tax in a quantitative macroeconomic framework
Gueret, Adeline ; Reynes, Frédéric ; Landa, Gissela ; et al.

double dividend macroeconomic model JEL: D - Microeconomics D.D5 - General Equilibri... D.D5.D57 - Input–Output... D.D5.D58 - Computable an... …
Electronic Resource
Save to List
13

Do expert experience and characteristics affect inflation forecasts?
Benchimol, Jonathan ; El-Shagi, Makram ; Saadon, Yossi ; et al.
Journal of Economic Behavior and Organization. 201:205-226

Expert forecast Behavioral economics Survival analysis Panel estimation Global financial crisis JEL: C - Mathematical an... …
Journal
Save to List
14

Does the yield curve signal recessions? New evidence from an international panel data analysis
Hasse, Jean-Baptiste ; Lajaunie, Quentin ; Aix-Marseille Sciences Economiques (AMSE) ; et al.
Quarterly Review of Economics and Finance. 84:9-22

Yield spread Recession P... JEL: C - Mathematical an... C.C2 - Single Equation M... C.C2.C23 - Panel Data Mo... C.C2.C25 - Discrete Regr... JEL: E - Macroeconomics... …
Journal
Save to List
15

Optimal Green Technology Adoption and Policy Implementation
Bourgeon, Jean-Marc ; Département d'Économie de l'École Polytechnique (X-DEP-ECO) ; École polytechnique (X) ; et al.

Technology adoption sustainability Growth JEL: O - Economic Develo... O.O3 - Innovation • Rese... O.O3.O33 - Technological... …
Electronic Resource
Save to List
16

Geography versus income: the heterogeneous effects of carbon taxation
Labrousse, Charles ; Perdereau, Yann ; Paris School of Economics (PSE) ; et al.

Carbon taxes Energy Fiscal policy Emissions Macroeconomic effects Inequalities …
Electronic Resource
Save to List
17

Geography versus income: the heterogeneous effects of carbon taxation
Labrousse, Charles ; Perdereau, Yann ; Paris School of Economics (PSE) ; et al.

Carbon taxes Energy Fiscal policy Emissions Macroeconomic effects Inequalities …
Electronic Resource
Save to List
18

Real-time trend-cycle estimation: the benefit of using asymmetric filters to detect turning points.
Estimation en temps réel de la tendance-cycle : apport de l'utilisation des filtres asymétriques dans la détection des points de retournement, Document de travail méthodologique
Quartier-La-Tente, Alain ; Laboratoire d'économie et de management de Nantes Atlantique (LEMNA) ; Nantes Université - Institut d'Administration des Entreprises - Nantes (Nantes Univ - IAE Nantes) ; et al.
M2024-01, Insee. 2024

Time-series Trend-cycle Seasonal adjustment Séries temporelles Tendance-cycle Désaisonnalisation …
Report
Save to List
19

How can technology significantly contribute to climate change mitigation?
Alestra, Claire ; Cette, Gilbert ; Chouard, Valérie ; et al.
Applied Economics. 56(41)

Climate Global warming Technology Environmental policy Growth Long-term projections …
Journal
Save to List
20

Inflation target and ineffectiveness of unemployment policies in CEMAC countries
Cible d'inflation et inefficacité des politiques de lutte contre le chômage dans les pays de la CEMAC
LINDJOUOM TANKA, KEVIN LANDRY ; EZE EZE, Donatien ; Université de Ngaoundéré/University of Ngaoundéré [Cameroun] (UN)
International Journal of Accounting. 3(4-3):190-201

Sacrifice ratio monetary policy unemployment Inflation Ratio de sacrifice politique monétaire …
Journal
Save to List
Search Tools: Get RSS Feed Email this Search Save Search

Filter