[PDF] Top 20 INFLATION FORECASTS USING THE TIPS YIELD CURVE
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INFLATION FORECASTS USING THE TIPS YIELD CURVE
... present the relative RMSFE of month-on-month inflation forecasts of the simple autoregressive methods and the augmented autoregressive forecasts using the breakeven ... See full document
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Forecasting Inflation under Globalization with Artificial Neural Network-Based Thin and Thick Models
... accurate forecasts than the naive ...extent, the modern Phillips curve-based models are not as useful as ...on the study of McNelis and McAdam [6], the trimmed ANN-based thick ... See full document
6
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
... at the quarterly frequency. The forward-looking variables in our data set are from Bloomberg and contain financial variables (such as TED spread, 5-year CDS, and corporate bond spreads) and weekly market ... See full document
36
Essays on forward-looking indicators and the yield curve
... is the largest group and gather 27% of the ...from the Central Bank of Brazil, except to a couple of daily activity indicators ...by the Central bank of Brazil (namely, GDP, GDP services, ... See full document
102
Analysis of the Brazilian yield curve
... OF THE BRAZILIAN YIELD CURVE: A NO-ARBITRAGE FACTOR-AUGMENTED VECTOR AUTOREGRESSION APPROACH, applies a parsimonious method to analyse the Brazilian term structure exploiting a vast number of ... See full document
25
Forecasting the Brazilian yield curve using forward-looking variables
... sources. Inflation-related variables computed from commodity, producer and consumer price indices constitute 42% of the ...in the last month as well as expected variation in the current month ... See full document
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E CONOMIC FORECASTS AND SOVEREIGN YIELDS A NA S OFIAC OSTA G ERVÁSION EVES NUNES S UPERVISOR:A NTÓNIOA FONSO
... is the impact of releasing economic forecasts on the sovereign ...expected, the impact on sovereign yields is significant, the institutions which release these forecasts (EC, ... See full document
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Phosphites and acibenzolar-S-methyl alone and combined with fungicides for the control of biotrophic pathogens of wheat
... on the genetic resistance of commercial wheat cultivars; however, because pathogens undergo physiological adaptations, the efficiency of this practice declines after a number of crop ...in the ... See full document
5
Dispersion of aerosol particles in the free atmosphere using ensemble forecasts
... throughout the 2.5 days. So the bars below the dashed lines represent a cumulative particle proportion, in contrast to the free atmospheric bars that represent the position of ... See full document
12
INDICADORES DE CRESCIMENTO E PRODUTIVIDADE DA CANA-DE-AÇÚCAR
... obtained the poorest fitting among all variables studied. The best fitting model for LAI, which showed consistency with the crop’s physi- ological development was the Quadratic Exponential ... See full document
8
Global meteorological drought – Part 2: Seasonal forecasts
... of the rms error of the ensemble mean for lead times 0 and 1 months between the forecasts using GPCC, in comparison with using ERAI for the monitoring, for example; ERAI ... See full document
10
Tech Tips: Using Video Management/ Analysis Technology in Qualitative Research
... Over the years, we have tried various tools to edit data for analysis and ...that the simplest way may be the ...by the end of the morning her work was complete - from transferring from ... See full document
5
Estimating Sustainable Live-Coral Harvest at Kamiali Wildlife Management Area, Papua New Guinea.
... throughout the Indo-West Pacific to make lime, used in the consump- tion of the world’s fourth-most consumed drug, betel ...of the few sources of income in some areas of Papua New Guinea ... See full document
17
Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
... regards the latent factors model assumed for the yield curve, it could be argued that, since the zero-coupon data used in this study are overall generated with the Svensson ... See full document
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Model for Adjustment of Aggregate Forecasts using Fuzzy Logic
... in the im ple men ta tion of fore cast ing mod els. The pro - posed model is de vel oped with the aim to fit the pro jec tion of de mand to sur round ings of firms, and this is based on three ... See full document
14
Curve Fitting Using Conic by Evolutionary Computing
... where the idea is originally ...algorithm, the main strength of PSO is its fast convergence, which compares favorably with many global optimization algorithms like Genetic Algorithm (Eiben and Smith, 2007), ... See full document
4
Measuring the distributional effects of inflation in Croatia by using the LES approach
... In the second part of the paper, after introduction, we present the estimation ...(CBS). The results and discussion in the forth part do not show clear-cut positive or negative effect ... See full document
18
A Measure of Core Inflation in the UK
... underlying, inflation that aim at representing more accurately the general trend of prices than the official, or headline, measure of ...in the UK, the ONS publishes the Retail ... See full document
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Effect Of High Free Fatty Acid Feedstock On Methyl Esters Yield Using Bulk Calcium Oxide Catalyst
... esters yield by transesterification using solid base ...ratio. The feedstock with ...esters, the one with 3.92% FFA had 94.76% methyl esters, the ome with ...esters yield ... See full document
4
An Implementation of Active Contour and Kalman Filter for Road Tracking
... presents the results obtained from the implementation of the purposed road tracking algorithm on flat and painted ...boundaries. The algorithm is implemented on Matlab version ...computer. ... See full document
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