Essays about: "Ingrid Mattsson"

Found 2 essays containing the words Ingrid Mattsson.

  1. 1. Smooth Transitions in Factor Augmented Models: Simulations and Applications in Macroeconomics

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Ingrid Mattsson; [2017]
    Keywords : smooth transitions; STAR; factor models; regime switching; macroeconomics; forecasting;

    Abstract : This paper is concerned with two important topics in macroeconomic research – structural instability and handling of large amount of data. The regime switching behavior of the data generating process is accounted for by using a smooth transition model. READ MORE

  3. 2. Forecasting GDP Growth, or How Can Random Forests Improve Predictions in Economics?

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Nils Adriansson; Ingrid Mattsson; [2015]
    Keywords : Random Forest; GDP; Forecast; Growth; Data Mining; Autoregressive; Regression;

    Abstract : GDP is used to measure the economic state of a country and accurate forecasts of it is therefore important. Using the Economic Tendency Survey we investigate forecasting quarterly GDP growth using the data mining technique Random Forest. READ MORE