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Article Reference Troff document (with manpage macros)Factor Models and Time-Varying Parameter Framework for Forecasting Exchange Rates and Inflation: A Survey
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 / Manouchehr (Mitch) Mokhtari, Ph.D. / Mitch Mokhtari Publications
Kenneth Leonard, Agriculture and Resource Economics
Investigating the link between age, motherhood status, and culture in preferences to perform in competitive environments: An empirical investigation from rural Malawi
Located in Coming Up
Susan Parker, CIDE (Mexico)
Can conditional transfers reduce poverty of the next generation? Evidence from young adults after 15 years of a Mexican program
Located in Coming Up
Economics Seminar Series: Owen Thomson, University of Wisconsin-Milwaukee
The Long-Term Health Impacts of Medicaid and CHIP
Located in Coming Up
Damon Jones, University of Chicago
Estimating Extensive Margin Responses using Kinked Budget Sets: Evidence from the Earnings Test
Located in Coming Up
Nathaniel Hilger, Brown University
Labor / Public Finance / Development Economics seminar
Located in Coming Up
File Troff document (with manpage macros)Microcredit and Willingness to Pay for Environmental Quality: Evidence from a Randomized-Controlled Trial of Finance for Sanitation in Rural Cambodia
Raymond Guiteras, University of Maryland, et al. // Keywords: Willingness to pay, sanitation, microcredit, Becker-DeGroot-Marschak, randomization inference; 2016-003
Located in Research / Working Papers / WP Documents
File Troff document (with manpage macros)Does Development Aid Undermine Political Accountability? Leader and Constituent Responses to a Large-Scale Intervention
Raymond P. Guiteras and Ahmed Mushfiq Mobarak // Keywords: General Equilibrium Effects of Interventions, Political Economy, Sanitation. JEL Codes: O43, Q56, P16; 2016-001
Located in Research / Working Papers / WP Documents
Department of Economics Seminar: Labor/Public Finance/Development
Speaker: Joshua Gottlieb, University of British Columbia
Located in Coming Up
Department of Economics Seminar: Labor/Public Finance/Development
Speaker: Quy-Toan Do, World Bank
Located in Coming Up