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Fluctuation-Dissipation Theory of Input-Output Interindustrial Correlations
Fluctuation-Dissipation Theory Input-Output Interindustrial Correlations
2010/11/3
The fluctuation-dissipation theory is invoked to shed light on input-output industrial correlations at a macroscopic level; it is applied to the IIP (indices of industrial production) data in Japan.
Combination Forecasts of Output Growth in a Seven-Country Data Set
macroeconomic forecasting high-dimensional forecasting timevarying parameters forecast pooling
2014/3/18
This paper uses forecast combination methods to forecast output growth in a seven-country quarterly economic data set covering 1959–1999, with up to 73 predictors per country. Although the forecasts b...
