It strikes me that I'm seeing progressively more research in dynamic predictive modeling from the National Bank of Poland. A few recent examples appear below. Related information is here. Nice job.
| Author | Title | ||
| Karol Szafranek | Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks | ||
Date | Number | Download | |
2017 | 262 | (PDF) | |
| Author | Title | ||
| Siem Jan Koopman André Lucas Marcin Zamojski | Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting | ||
Date | Number | Download | |
2017 | 258 | (PDF) | |
| Author | Title | ||
| Piotr Bańbuła Marcin Pietrzak | Early warning models of banking crises applicable to non-crisis countries | ||
Date | Number | Download | |
2017 | 257 | (PDF) | |
| Author | Title | ||
| Alessia Paccagnini | Forecasting with FAVAR: macroeconomic versus financial factors | ||
Date | Number | Download | |
2017 | 256 | (PDF) | |

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