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Artykuły (WNEZ) Przeglądanie wg słów kluczowych "prognozowanie"

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Artykuły (WNEZ) Przeglądanie wg słów kluczowych "prognozowanie"

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  • Kwiatkowski, Jacek (2009-11-15)
    The paper presents various types of local level model, which are based on Stock and Watson’s model, recently proposed forU.S.inflation. The main purpose is to use many different local level model specifications, especially ...
  • Górka, Joanna (2009-08-18)
    This paper proposes to use the following models: RCA, RCA-MA, RCA-GARCH, Sign RCA, Sign RCA-MA and Sign RCA-GARCH to obtain forecasts of conditional mean of returns. For comparison, the forecasts of conditional mean from ...