Macroeconomic forecasting has recently started embracing techniques that can deal with
large-scale datasets and series with unequal release periods. Mixed-data sampling (MIDAS) …

The study explores determinants of money demand (M2) in a developing economy of
Pakistan using annual data ranging 1976–2017. The study contributes by two ways. Firstly, it …

Aggregate financial conditions indices (FCIs) are constructed to fulfil two aims:(i) The FCIs
should resemble non-model-based composite indices in that their composition is adequately …

Haavelmo's 1944 monograph, The Probability Approach in Econometrics, is widely
acclaimed as the manifesto of econometrics. This book challenges Haavelmo's probability …

Aggregate financial conditions indices (FCIs) are constructed to fulfil two aims:(i) The FCIs
should resemble non-model-based composite indices in that their composition is adequately …

При моделировании неравновесной экономики поведение участников описывается
такими же оптимизационными задачами, включающими критерий и внутренние …

This dissertation collects three works developed on the broad topic of time series analysis,
with a specific focus on machine learning, non-and semi-parametric methods, and …

Infiltration of machine learning (ML) methods into econometrics has remained relatively
slow, compared with their extensive applications in many other disciplines. The bottleneck is …

This paper aims to develop a structural vector autoregressive (SVAR) model to study the
dynamic relationships between broad money and other macroeconomics variables in …