No. 39-6, September 2020
Index
- A deep residual compensation extreme learning machine and applications
- A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis
- Assessment of agricultural energy consumption of Turkey by MLR and Bayesian optimized SVR and GPR models
- Cholesky–ANN models for predicting multivariate realized volatility
- Correcting the January optimism effect
- Do credit booms predict US recessions?
- Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
- Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages
- Issue Information
- Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices
- The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles