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Marcia Castro, Harvard University TH Chan School of Public Health
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COVID-19 & Mortality in Brazil
Located in
Coming Up
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Factor Models and Time-Varying Parameter Framework for Forecasting Exchange Rates and Inflation: A Survey
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A survey of models used for forecasting exchange rates and inflation reveals that the factor‐based and time‐varying parameter or state space models generate superior forecasts relative to all other models. This survey also finds that models based on Taylor rule and portfolio balance theory have moderate predictive power for forecasting exchange rates. The evidence on the use of Bayesian Model Averaging approach in forecasting exchange rates reveals limited predictive power, but strong support for forecasting inflation. Overall, the evidence overwhelmingly points to the context of the forecasts, relevance of the historical data, data transformation, choice of the benchmark, selected time horizons, sample period and forecast evaluation methods as the crucial elements in selecting forecasting models for exchange rate and inflation.
Located in
MPRC People
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Manouchehr (Mitch) Mokhtari, Ph.D.
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Mitch Mokhtari Publications
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Women’s Sequencing of First Births Relative to First Substantial Employment Before and After the 1990’s Welfare Reforms
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Michael S. Rendall, University of Maryland and Rachel Shattuck, U.S. Census Bureau; 2016-002
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Research
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Working Papers
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WP Documents
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Mieke Eeckhaut, University of Delaware
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Recent Trends and Patterns in the Use of Long-Acting Contraception in the United States
Located in
Coming Up
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Microcredit and Willingness to Pay for Environmental Quality: Evidence from a Randomized-Controlled Trial of Finance for Sanitation in Rural Cambodia
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Raymond Guiteras, University of Maryland, et al. // Keywords: Willingness to pay, sanitation, microcredit, Becker-DeGroot-Marschak, randomization inference; 2016-003
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Research
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Working Papers
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WP Documents
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Cruising Through the Millennium? 2003-13 Changes in American Daily Life
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John Robinson, Elena Tracy, University of Maryland; 2015-002
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Research
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Working Papers
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WP Documents
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Is There a Market for Encore or Mature Talent Within the Nonprofit Sector?
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Joan Kahn, University of Maryland, et al.; 2015-003
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Research
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Working Papers
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WP Documents
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Astri Syse, Statistics Norway
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The role of family members' resources on an individual's health
Located in
Coming Up
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Racial Disparities in Residential Mobility and Long-term Population Displacement from New Orleans after Hurricane Katrina
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Michael S. Rendall, University of Maryland; Narayan Sastry, RAND Corp., and Lori Reeder, University of Maryland; 2017-001
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Research
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Working Papers
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WP Documents
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Race, Family Status and Young Women’s Residential and Financial Dependency: 1970-2010
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Joan Kahn and Frances Goldscheider, University of Maryland; Javier Garcia-Manglano, Oxford University // Keywords : Living arrangements, financial dependency, race, marriage, unmarried parenthood, young adulthood; 2015-005
Located in
Research
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Working Papers
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WP Documents
