Forecasting macroeconomic fundamentals in economic crises
DOI10.1007/S10479-015-1879-4zbMATH Open1357.90098OpenAlexW569330034MaRDI QIDQ513085FDOQ513085
Authors: Maurizio Bovi, Roy Cerqueti
Publication date: 3 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://openresearch.lsbu.ac.uk/download/94c817a0009638b35375a10260e4a494771265375c65af37142c0adea9ea6295/183731/ANOR%20REV%20Submitted%2003%20mar%202015.pdf
Recommendations
- The diversity of forecasts from macroeconomic models of the US economy
- How Informative are the Subjective Density Forecasts of Macroeconomists?
- Generalised rational bias in financial forecasts
- Macroeconomic Expectations of Households and Professional Forecasters
- Analysis of a panel of UK macroeconomic forecasts
forecastingheterogeneous agentsMonte Carlo simulationseconomic crisisdyna9mic stochastic optimization model
Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39) Stochastic programming (90C15)
Cites Work
- Mean-variance portfolio selection in presence of infrequently traded stocks
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- A Rational Route to Randomness
- An efficient Monte Carlo method for optimal control problems with uncertainty
- Stochastic models for strategic resource allocation in nonprofit foreclosed housing acquisitions
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
- New insights into optimal control of nonlinear dynamic econometric models: application of a heuristic approach
- Are the representative agent's beliefs based on efficient econometric models?
- Asset price and wealth dynamics under heterogeneous expectations
- Optimization+objectivity=opt out
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach
- A stochastic programming model for the optimal issuance of government bonds
- The perspective of a bank in granting credits: an optimization model
- Testing Forecast Optimality Under Unknown Loss
- Title not available (Why is that?)
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders
- On simulation and optimization of macroeconometric models
- Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
- Paradigm Change in Operations Research: Thirty Years of Debate
- Business cycle dynamics under rational inattention
- Adaptive approaches to stochastic programming
Cited In (3)
This page was built for publication: Forecasting macroeconomic fundamentals in economic crises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q513085)