# Questions tagged [forecasting]

Prediction of the future events. It is a special case of prediction, in the context of time series.

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### Panel Data: Fill missing values (on ends) to balance dataset?

So I have this project to work on with panel data. I am using a dataset featuring most European countries and some of my variables are Macroeconomic such as GDP, GDP per Capita. Thing is, for some ...
42 views

### Oil prices forecast methods

Oil prices have a significant impact on the world economy, positive for exporters and negative for importers to oversimplify a bit. They are also known to be highly volatile, and depend on hard to ...
15 views

### Forecast Distribution Dynamic Factor Models

I have a Dynamic Factor Model with Kalman Filter. I would like to get my forecast distribution. Is it possible to estimate PDF of my forecast? If yes, how can I do it?
21 views

### Can you recursively forecast one variable using two variables?

My question is probably very elementary but I haven't been able to find an explanation of recursive forecasting that I fully understand. I've read a journal article that seemed to recursively ...
51 views

### What's the advantage of DSGE relative to BVARs?

DSGE models and BVARs are commonly used in academia and policy circles. They generate different performances (e.g., in forecasting) and perhaps serve different purposes. Notwithstanding, they have a ...
21 views

### Is a high borrowing rate bad?

I'm not an economist, so this may be a stupid question, but why are high borrowing rates among individuals and corporations bad? Like, I've heard high student and credit card debt mentioned as reasons ...
68 views

### Should the seed be set in forecasting returns in a MCMC

Suppose we are estimating a linear model utilizing a Markov Chain Monte Carlo technique such as a Gibbs sampler, drawing from the posteriors in a Bayes framework. Suppose the full sample of data we ...
65 views

### Building a time-series demand forecasting model

I am forecasting demand for certain types of goods and services, which I expect to be correlated to a sub-set of a basket of macroeconomic indicators (considering 15-20 indicators) I do not know ...
340 views

### The economics of a “no deal” Brexit

A "no deal" Brexit is presented in negative terms. In such a scenario the UK would set tariff schedules in line with trade strategy and protect domestic industry/agriculture with tariff rate quotas. ...