Saved in:
| Main Author: | Isler, Cansu |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.04935 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change
by: Nam, Kyungsik, et al.
Published: (2025)
by: Nam, Kyungsik, et al.
Published: (2025)
Double Descent and Benign Overfitting in Macroeconomic Forecasting
by: Carriero, Andrea, et al.
Published: (2026)
by: Carriero, Andrea, et al.
Published: (2026)
Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock
by: Virolainen, Savi
Published: (2021)
by: Virolainen, Savi
Published: (2021)
Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
by: Virolainen, Savi
Published: (2020)
by: Virolainen, Savi
Published: (2020)
Identification and estimation of structural vector autoregressive models via LU decomposition
by: Shimokawa, Masato, et al.
Published: (2025)
by: Shimokawa, Masato, et al.
Published: (2025)
First-order integer-valued autoregressive processes with Generalized Katz innovations
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
by: Lopez, Ovielt Baltodano, et al.
Published: (2022)
Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)
by: Gupta, Abhimanyu, et al.
Published: (2025)
A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks
by: Lanne, Markku, et al.
Published: (2024)
by: Lanne, Markku, et al.
Published: (2024)
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
by: Hidalgo, Pablo, et al.
Published: (2025)
by: Hidalgo, Pablo, et al.
Published: (2025)
Unlocking the Regression Space
by: Giraitis, Liudas, et al.
Published: (2025)
by: Giraitis, Liudas, et al.
Published: (2025)
Decision synthesis in monetary policy
by: Chernis, Tony, et al.
Published: (2024)
by: Chernis, Tony, et al.
Published: (2024)
Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models
by: Virolainen, Savi
Published: (2024)
by: Virolainen, Savi
Published: (2024)
A mixture autoregressive model based on Gaussian and Student's $t$-distributions
by: Virolainen, Savi
Published: (2020)
by: Virolainen, Savi
Published: (2020)
Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
by: Roshka, Oleg
Published: (2026)
by: Roshka, Oleg
Published: (2026)
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
by: Inoue, Atsushi, et al.
Published: (2025)
by: Inoue, Atsushi, et al.
Published: (2025)
Rolling-Origin Conformal Prediction under Local Stationarity and Weak Dependence
by: Halkiewicz, Stanisław M. S.
Published: (2026)
by: Halkiewicz, Stanisław M. S.
Published: (2026)
Explainable Machine Learning for Macroeconomic and Financial Nowcasting: A Decision-Grade Framework for Business and Policy
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Inference for Local Projections
by: Inoue, Atsushi, et al.
Published: (2023)
by: Inoue, Atsushi, et al.
Published: (2023)
Movement Prediction-Adjusted Naive Forecast: Is the Naive Baseline Unbeatable in Financial Time Series Forecasting?
by: Zhang, Cheng
Published: (2024)
by: Zhang, Cheng
Published: (2024)
The Local to Unity Dynamic Tobit Model
by: Bykhovskaya, Anna, et al.
Published: (2022)
by: Bykhovskaya, Anna, et al.
Published: (2022)
Reconstructing Subnational Labor Indicators in Colombia: An Integrated Machine and Deep Learning Approach
by: Vera-Jaramillo, Jaime
Published: (2025)
by: Vera-Jaramillo, Jaime
Published: (2025)
The Aligned Economic Index & The State Switching Model
by: Aarab, Ilias
Published: (2025)
by: Aarab, Ilias
Published: (2025)
Statistical Properties of Deep Neural Networks with Dependent Data
by: Brown, Chad
Published: (2024)
by: Brown, Chad
Published: (2024)
Opening the Black Box: Nowcasting Singapore's GDP Growth and its Explainability
by: Attolico, Luca
Published: (2025)
by: Attolico, Luca
Published: (2025)
Subsample-Based Estimation under Dynamic Contamination
by: Yang, Yukai, et al.
Published: (2026)
by: Yang, Yukai, et al.
Published: (2026)
Change-Point Analysis of Time Series with Evolutionary Spectra
by: Casini, Alessandro, et al.
Published: (2021)
by: Casini, Alessandro, et al.
Published: (2021)
Nowcasting using regression on signatures
by: Cohen, Samuel N., et al.
Published: (2023)
by: Cohen, Samuel N., et al.
Published: (2023)
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
by: Gourieroux, Christian, et al.
Published: (2022)
by: Gourieroux, Christian, et al.
Published: (2022)
Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression
by: Borri, Nicola, et al.
Published: (2025)
by: Borri, Nicola, et al.
Published: (2025)
Data driven modeling of multiple interest rates with generalized Vasicek-type models
by: Ilmonen, Pauliina, et al.
Published: (2025)
by: Ilmonen, Pauliina, et al.
Published: (2025)
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
by: Duffy, James A., et al.
Published: (2026)
by: Duffy, James A., et al.
Published: (2026)
F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
by: Xu, Zexing, et al.
Published: (2024)
by: Xu, Zexing, et al.
Published: (2024)
Forecasting Inflation Based on Hybrid Integration of the Riemann Zeta Function and the FPAS Model (FPAS + $ζ$): Cyclical Flexibility, Socio-Economic Challenges and Shocks, and Comparative Analysis of Models
by: Gondauri, Davit
Published: (2025)
by: Gondauri, Davit
Published: (2025)
Nonlinear Dynamic Factor Analysis With a Transformer Network
by: Snellman, Oliver
Published: (2026)
by: Snellman, Oliver
Published: (2026)
JFR-rg: A New Macroeconomic Framework for High-Debt, Low-Growth Economies under Financial Repression
by: Wakimoto, Hirofumi
Published: (2026)
by: Wakimoto, Hirofumi
Published: (2026)
Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data
by: Andrée, Bo Pieter Johannes
Published: (2026)
by: Andrée, Bo Pieter Johannes
Published: (2026)
Eigenvalue-Based Randomness Test for Residual Diagnostics in Panel Data Models
by: Kurbucz, Marcell T., et al.
Published: (2025)
by: Kurbucz, Marcell T., et al.
Published: (2025)
Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
Inference under partial identification with minimax test statistics
by: Loh, Isaac
Published: (2024)
by: Loh, Isaac
Published: (2024)
Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach
by: Finan, Frederico, et al.
Published: (2026)
by: Finan, Frederico, et al.
Published: (2026)
Similar Items
-
Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change
by: Nam, Kyungsik, et al.
Published: (2025) -
Double Descent and Benign Overfitting in Macroeconomic Forecasting
by: Carriero, Andrea, et al.
Published: (2026) -
Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock
by: Virolainen, Savi
Published: (2021) -
Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks
by: Virolainen, Savi
Published: (2020) -
Identification and estimation of structural vector autoregressive models via LU decomposition
by: Shimokawa, Masato, et al.
Published: (2025)