A Small Global Forecasting Model

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G3mod A Multi Country Global Forecasting Model
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Author : Mr. Iaroslav Miller
language : en
Publisher: International Monetary Fund
Release Date : 2024-12-13
G3mod A Multi Country Global Forecasting Model written by Mr. Iaroslav Miller and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-12-13 with categories.
This paper develops G3MOD, a semi-structural gap-trend model designed for frequent external sector forecasts crucial in macroeconomic forecasting. Focused on the G3 economies (US, Euro Area, and China) and the rest of the world, G3MOD leverages insights from central banks’ policy models, to consistently translate external forecasts such as the IMF’s World Economic Outlook into a Quarterly Projection Model format. The model offers flexible simulations and policy assessments and is structured around trade and financial linkages. G3MOD supports model-based forecasts and risk evaluations, helping central banks integrate external forecasts and scenarios into their own forecasts, thus generating timely macroeconomic projections. Its calibration ensures alignment with historical data, economic coherence, and robust predictive capability, and it has been validated against major global projection models. The complete set of codes, calibrated parameter values, and supporting programs are posted with this working paper.
A Small Global Forecasting Model
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Author : David Rae
language : en
Publisher:
Release Date : 2001
A Small Global Forecasting Model written by David Rae and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Econometric models categories.
Small Global Forecasting Model
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Author :
language : en
Publisher:
Release Date : 2001
Small Global Forecasting Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Macroeconometric Models And European Monetary Union
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Author : Ullrich Heilemann
language : en
Publisher: Duncker & Humblot
Release Date : 2004-02-02
Macroeconometric Models And European Monetary Union written by Ullrich Heilemann and has been published by Duncker & Humblot this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-02 with Business & Economics categories.
This volume contains the contributions of a conference dealing with the consequences of the European Monetary Union for the macroeconometric modelling of the Euro area, which took place in Essen in 2000. At the end of the conference the participants were convinced that the discussions including a great variety of theoretical, methodical and factual aspects from the producers' as well as the consumers' perspective will not fail to have a certain impact on the future development of macroeconometric modelling in the Euro area. Once more it became clear, however, that an ideal way to a solution of the problems is still not in sight. The future development will be characterized by a plurality of approaches and models. Thus trends continue which have had a more or less strong, durable or temporary influence on the model landscape since the emergence of the monetarist revolution, the rational expectations" or the "real business cycle"-models. We are still at the beginning of the theoretical and empirical exploration of the macroeconomic development of the Euro area, it is not always clearly perceptible what is transitory and what is permanent, and this openness should facilitate the reception of the experiences and results which have been presented. The idea for this event was developed in the course of the Project LINK. One of the highlights of the conference was the participation of the nobel prize winner Professor Dr. Lawrence Klein - pioneer and Nestor of macroeconometric modelling - who, as his contribution shows, is following up the creation of the European Monetary Union with critical interest."
Macroeconometric Models
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Author : Władysław Welfe
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-02-15
Macroeconometric Models written by Władysław Welfe and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-15 with Business & Economics categories.
This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.
Global Economic Modeling A Volume In Honor Of Lawrence R Klein
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Author : Peter Pauly
language : en
Publisher: World Scientific
Release Date : 2018-04-25
Global Economic Modeling A Volume In Honor Of Lawrence R Klein written by Peter Pauly and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-25 with Business & Economics categories.
Global econometric models have a long history. From the early 1970s to the present, as modeling techniques have advanced, different modeling paradigms have emerged and been used to support national and international policy making. One purpose of this volume — based on a conference in recognition of the seminal impact of Nobel Prize winner in Economic Sciences Lawrence R Klein, whose pioneering work has spawned the field of international econometric modeling — is to survey these developments from today's perspective.A second objective of the volume is to shed light on the wide range of attempts to broaden the scope of modeling on an international scale. Beyond new developments in traditional areas of the trade and financial flows, the volume reviews new approaches to the modeling of linkages between macroeconomic activity and individual economic units, new research on the analysis of trends in income distribution and economic wellbeing on a global scale, and innovative ideas about modeling the interactions between economic development and the environment.With the expansion of elaborated economic linkages, this volume makes an important contribution to the evolving literature of global econometric models.
Cloud Cover Predictions Diagnosed From Global Numerical Weather Prediction Model Forecasts
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Author : Donald C. Norquist
language : en
Publisher:
Release Date : 1997
Cloud Cover Predictions Diagnosed From Global Numerical Weather Prediction Model Forecasts written by Donald C. Norquist and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Cloud forecasting categories.
Diagnosing Cloudiness From Global Numerical Weather Prediction Model Forecasts
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Author :
language : en
Publisher:
Release Date : 1994
Diagnosing Cloudiness From Global Numerical Weather Prediction Model Forecasts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Numerical weather forecasting categories.
Modern Time Series Forecasting With Python
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Author : Manu Joseph
language : en
Publisher: Packt Publishing Ltd
Release Date : 2024-10-31
Modern Time Series Forecasting With Python written by Manu Joseph and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-31 with Computers categories.
Learn traditional and cutting-edge machine learning (ML) and deep learning techniques and best practices for time series forecasting, including global forecasting models, conformal prediction, and transformer architectures Key Features Apply ML and global models to improve forecasting accuracy through practical examples Enhance your time series toolkit by using deep learning models, including RNNs, transformers, and N-BEATS Learn probabilistic forecasting with conformal prediction, Monte Carlo dropout, and quantile regressions Purchase of the print or Kindle book includes a free eBook in PDF format Book Description Predicting the future, whether it's market trends, energy demand, or website traffic, has never been more crucial. This practical, hands-on guide empowers you to build and deploy powerful time series forecasting models. Whether you’re working with traditional statistical methods or cutting-edge deep learning architectures, this book provides structured learning and best practices for both. Starting with the basics, this data science book introduces fundamental time series concepts, such as ARIMA and exponential smoothing, before gradually progressing to advanced topics, such as machine learning for time series, deep neural networks, and transformers. As part of your fundamentals training, you’ll learn preprocessing, feature engineering, and model evaluation. As you progress, you’ll also explore global forecasting models, ensemble methods, and probabilistic forecasting techniques. This new edition goes deeper into transformer architectures and probabilistic forecasting, including new content on the latest time series models, conformal prediction, and hierarchical forecasting. Whether you seek advanced deep learning insights or specialized architecture implementations, this edition provides practical strategies and new content to elevate your forecasting skills. What you will learn Build machine learning models for regression-based time series forecasting Apply powerful feature engineering techniques to enhance prediction accuracy Tackle common challenges like non-stationarity and seasonality Combine multiple forecasts using ensembling and stacking for superior results Explore cutting-edge advancements in probabilistic forecasting and handle intermittent or sparse time series Evaluate and validate your forecasts using best practices and statistical metrics Who this book is for This book is ideal for data scientists, financial analysts, quantitative analysts, machine learning engineers, and researchers who need to model time-dependent data across industries, such as finance, energy, meteorology, risk analysis, and retail. Whether you are a professional looking to apply cutting-edge models to real-world problems or a student aiming to build a strong foundation in time series analysis and forecasting, this book will provide the tools and techniques you need. Familiarity with Python and basic machine learning concepts is recommended.
Global Perspectives On Tropical Cyclones
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Author : Johnny C. L. Chan
language : en
Publisher: World Scientific
Release Date : 2010
Global Perspectives On Tropical Cyclones written by Johnny C. L. Chan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Science categories.
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