Zoekresultaten
Resultaat 1 - 9 (van 9)
J.J. Polder Veelkleurig grijs
Non-fictie
Nederlands | 50 pagina's | Universiteit van Tilburg, Departement Tranzo, Tilburg | 2008
Gedrukt boek
Cees Diks | Valentyn Panchenko | Dick van Dijk Out-of-sample comparison of copula specifications in multivariate density forecasts
Non-fictie
Engels | 25 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Lennart F. Hoogerheide | Herman K. van Dijk Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Non-fictie
Engels | 36 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
F.A.G. den Butter | Pieter W. Jansen Beating the random walk: a performance assessment of long-term interest rate forecasts
Non-fictie
Engels | 24 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Centraal Planbureau Evaluating CPB's published GDP growth forecasts
a comparison with individual and pooled VAR based forecasts
Non-fictie
Engels | 54 pagina's | CPB Netherlands Bureau for Economic Policy Analysis, The Hague | 2008
Gedrukt boek
D. Lanser | Henk Kranendonk Investigating uncertainty in macroeconomic forecasts by stochastic simulation
Non-fictie
Engels | 63 pagina's | CPB Netherlands Bureau for Economic Policy Analysis, The Hague | 2008
Gedrukt boek
Siem-Jan Koopman | André Lucas | Bernd Schwaab Forecasting cross-sections of frailty-correlated default
Non-fictie
Engels | 33 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Floris van Ruth Constructing a monthly indicator of fixed capital formation via high frequency interpolation
the state space approach
Having to produce accurate high-frequency economic statistics with limited data available is a common problem for statistical institutions. This study tests whether state space based approaches to high-frequency interpolation can provide a solution. The test case is creating a monthly index of private fixed capital formation. The results show that the techniques tested here can produce estimates of acceptable accuracy using only a limited number of readily available related indicators. An additional...
Non-fictie
Engels | 43 pagina's | CBS, Statistics Netherlands, Voorburg [etc.] | 2008
Gedrukt boek
Floris van Ruth A latent variable approach to constructing monthly indicators; fixed capital formation
Econometric techniques can offer alternative methods for constructing statistical indicators. It was tested whether it is possible to use a state space-based latent variable approach to construct a monthly indicator of private fixed capital formation. This means that it is not necessary to explicitly define the statistic which is to be measured. By using related monthly indicators and the quarterly realisations of fixed capital formation, credible monthly indicators could be constructed. Simulations...
Non-fictie
Engels | 39 pagina's | CBS, Statistics Netherlands, Voorburg [etc.] | 2008
Gedrukt boek