Blar i Scientific articles på tidsskrift "Journal of Forecasting"
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Forecasting financial markets with semantic network analysis in the COVID-19 crisis
(Peer reviewed; Journal article, 2022)This paper uses a new textual data index for predicting stock market data. The index is applied to a large set of news to evaluate the importance of one or more general economic-related keywords appearing in the text. The ... -
Time-varying trend models for forecasting inflation in Australia
(Peer reviewed; Journal article, 2021)We investigate whether a class of trend models, which decompose a time series into an underlying trend and transitory component, with various error term structures can improve upon the forecast performance of commonly used ...