 | Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations Author/Editor: Turgut Kisinbay, Chikako Baba. Release Date:October, 2011 This study proposes a data-based algorithm to select a subset of indicators from a large data set with a focus on forecasting recessions. The algorithm selects leading indicators of recessions based more...
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| Inflation Pressures and Monetary Policy Options in Emerging and Developing Countries—A Cross Regional Perspective Author/Editor: Inci Ötker, David Vávra, Francisco F. Vazquez, Luis Ignacio Jácome, Karl Friedrich Habermeier, Kotaro Ishi, Alessandro Giustiniani, Turgut Kisinbay. Release Date:January, 2009 This paper analyzes the monetary policy response to rising inflation in emerging and developing countries associated with the food and oil price shocks in 2007 and the first half of 2008. It reviews more...
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| The Use of Encompassing Tests for Forecast Combinations Author/Editor: Turgut Kisinbay. Release Date:November, 2007 The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a forecast from the combination if it is encompassed by another forecast. To more...
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| Setting the Operational Framework for Producing Inflation Forecasts Author/Editor: Turgut Kisinbay, Eric Parrado, Rodolfo Maino, Jorge Iván Canales Kriljenko. Release Date:May, 2006 How should a central bank organize itself to produce the best possible inflation forecast? This paper discusses elements for building a comprehensive platform for an inflation forecasting framework. more...
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| Predictive Ability of Asymmetric Volatility Models At Medium-Term Horizons Author/Editor: Turgut Kisinbay. Release Date:June, 2003 Using realized volatility to estimate conditional variance of financial returns, we compare forecasts of volatility from linear GARCH models with asymmetric ones. We consider horizons extending to 30 more...
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