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Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States 下载免费PDF全文
Gabriele Di Filippo 《Journal of forecasting》2015,34(8):619-648
The paper forecasts consumer price inflation in the euro area (EA) and in the USA between 1980:Q1 and 2012:Q4 based on a large set of predictors, with dynamic model averaging (DMA) and dynamic model selection (DMS). DMA/DMS allows not solely for coefficients to change over time, but also for changes in the entire forecasting model over time. DMA/DMS provides on average the best inflation forecasts with regard to alternative approaches (such as the random walk). DMS outperforms DMA. These results are robust for different sample periods and for various forecast horizons. The paper highlights common features between the USA and the EA. First, two groups of predictors forecast inflation: temporary fundamentals that have a frequent impact on inflation but only for short time periods; and persistent fundamentals whose switches are less frequent over time. Second, the importance of some variables (particularly international food commodity prices, house prices and oil prices) as predictors for consumer price index inflation increases when such variables experience large shocks. The paper also shows that significant differences prevail in the forecasting models between the USA and the EA. Such differences can be explained by the structure of these respective economies. Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
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PXI在测控系统中的应用 总被引:3,自引:0,他引:3
随着有关PXI总线的规范和产品的推出,由于优良的性能指标和适宜的价格,使其受到各相关行业的广泛关注。对风洞测控系统的结构和系统配置作了具体的阐述,并对PXI总线在具体使用中的效果和特点作了较详细的介绍。 相似文献
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In agglomerative hierarchical clustering, pair-group methods suffer from a problem of non-uniqueness when two or more distances
between different clusters coincide during the amalgamation process. The traditional approach for solving this drawback has
been to take any arbitrary criterion in order to break ties between distances, which results in different hierarchical classifications
depending on the criterion followed. In this article we propose a variable-group algorithm that consists in grouping more
than two clusters at the same time when ties occur. We give a tree representation for the results of the algorithm, which
we call a multidendrogram, as well as a generalization of the Lance andWilliams’ formula which enables the implementation of the algorithm in a recursive
way.
The authors thank A. Arenas for discussion and helpful comments. This work was partially supported by DGES of the Spanish
Government Project No. FIS2006–13321–C02–02 and by a grant of Universitat Rovira i Virgili. 相似文献
6.
The C-banding pattern and nucleolar organizer regions of the metaphase chromosomes of Cynoglossus semilaevis are reported. The interstitial regions in all chromosomes including the pair of sex chromosomes had positive C-bands, and the 6th and 12th pairs of chromosomes were entirely stained in most cases. Some chromosomes such as the 1st, 2nd, 7th, 8th, 9th and 10th pairs showed C-bands at centromeric or distal ends. The C-banding heretochromatin occupies 30.03% of the total chromosome surface in C. semilaevis,which is similar to that of amphibians such as Mixophyes fasciolatus (30.2%) and M. schevilli (20.7%), but is rather lower than that of cephalochordate Branchiostoma belcheri (54.3%). Silver staining revealed a single pair of nucleolar organizer regions (NORs) located in the telomeric regions of Chromosome 2. The association of NORs with heterochromatin observed in vertebrates also occurs in C. semilaevis as the telomeric regions of Chromosome 2 are always stained positively with C-banding. 相似文献
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Péterfy M Ben-Zeev O Mao HZ Weissglas-Volkov D Aouizerat BE Pullinger CR Frost PH Kane JP Malloy MJ Reue K Pajukanta P Doolittle MH 《Nature genetics》2007,39(12):1483-1487
Hypertriglyceridemia is a hallmark of many disorders, including metabolic syndrome, diabetes, atherosclerosis and obesity. A well-known cause is the deficiency of lipoprotein lipase (LPL), a key enzyme in plasma triglyceride hydrolysis. Mice carrying the combined lipase deficiency (cld) mutation show severe hypertriglyceridemia owing to a decrease in the activity of LPL and a related enzyme, hepatic lipase (HL), caused by impaired maturation of nascent LPL and hepatic lipase polypeptides in the endoplasmic reticulum (ER). Here we identify the gene containing the cld mutation as Tmem112 and rename it Lmf1 (Lipase maturation factor 1). Lmf1 encodes a transmembrane protein with an evolutionarily conserved domain of unknown function that localizes to the ER. A human subject homozygous for a deleterious mutation in LMF1 also shows combined lipase deficiency with concomitant hypertriglyceridemia and associated disorders. Thus, through its profound effect on lipase activity, LMF1 emerges as an important candidate gene in hypertriglyceridemia. 相似文献
8.
物理化学实验多媒体课件的设计与应用 总被引:3,自引:0,他引:3
论述了物理化学实验课件经过多年的制作实践是如何从内容到方法逐步完善的设计理念 .使完成的物理化学实验课件在教学中得到广泛的应用 ,并收到传统教学所不能获得的教学效果 ,同时也得到了学生和专家以及同行的肯定 . 相似文献
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热连轧精轧机组温度模型的改进 总被引:4,自引:0,他引:4
从实际生产数据入手,研究了温度模型设定精度的现状及设定精度与各影响因素之间的关系,同时还消化了原来的温度模型程序并将其移植到微机上.经大量的离线统计回归分析,提出了一个行之有效的温度模型改进方案.该改进方案的思路同样适合其他热轧生产线. 相似文献
10.
对Lindel ff空间的闭子空间做了进一步的讨论,并从中给出Lindel ff空间与可分空间之间的关系,指出可分空间不一定是Lindel ff空间. 相似文献