Antoine soetewey (8 resultados)

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Paperback. Condición: Brand New. 68 pages. 8.66x5.91x0.16 inches. In Stock.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This thesis investigates the combination of survey forecasts and uses data on US GDP growth to determine whether we can benefit from combining forecasts. Two main findings arise from the analysis. First, the results show that the sole combination of survey forecasts outperforms the combination of survey forecasts with more conventional time series models forecasts. Second, we find that combining the Survey of Professional Forecasters and the Greenbook survey forecasts yields lower RMSE at all but one horizon from nowcasts to four quarters ahead predictions. In particular, we show that the Bayesian model averaging combination is preferred for nowcasts. The simple equal-weighted average combination dominates for two and three quarters ahead predictions. Lastly, the predictive least square combination is superior for four quarters ahead forecasts. 68 pp. Englisch. …

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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This thesis investigates the combination of survey forecasts and uses data on US GDP growth to determine whether we can benefit from combining forecasts. Two main findings arise from the analysis. First, the results show that the sole combination of survey forecasts outperforms the combination of survey forecasts with more conventional time series models forecasts. Second, we find that combining the Survey of Professional Forecasters and the Greenbook survey forecasts yields lower RMSE at all but one horizon from nowcasts to four quarters ahead predictions. In particular, we show that the Bayesian model averaging combination is preferred for nowcasts. The simple equal-weighted average combination dominates for two and three quarters ahead predictions. Lastly, the predictive least square combination is superior for four quarters ahead forecasts.…

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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Soetewey AntoineAntoine is a Data Scientist. He holds a Master s degree in Economics from the KU Leuven and a Master s degree in Econometrics from Maastricht University. His areas of interest are Data for Good, predictive analytics a. …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This thesis investigates the combination of survey forecasts and uses data on US GDP growth to determine whether we can benefit from combining forecasts. Two main findings arise from the analysis. First, the results show that the sole combination of survey forecasts outperforms the combination of survey forecasts with more conventional time series models forecasts. Second, we find that combining the Survey of Professional Forecasters and the Greenbook survey forecasts yields lower RMSE at all but one horizon from nowcasts to four quarters ahead predictions. In particular, we show that the Bayesian model averaging combination is preferred for nowcasts. The simple equal-weighted average combination dominates for two and three quarters ahead predictions. Lastly, the predictive least square combination is superior for four quarters ahead forecasts.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 68 pp. Englisch. …