Amélie Charles
Biographic Data
| ID | 9418275 |
|---|---|
| NAME | Amélie Charles |
| GIVEN NAMES | Amélie |
| FAMILY NAME | Charles |
| SIGNATURE | CHARLES A |
| AFFILIATIONS | Audencia Business School |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2011 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Backcasting world trade growth using data reduction methods
This paper compares backcasting performance of models based on variable selection to dynamic factor model for backcasting the world trade growth rate with two months ahead. The variable selection models are specified by applying penalised regressions and an automatic general‐to‐specific procedure, using a large data set. A recursive forecast study is carried out to assess the backcasting performance by distinguishing crisis and non‐crisis periods…
Econometric history of the growth–volatility relationship in the USA
Large shocks in U.S. macroeconomic time series
No prominent works on this page.
Large shocks in U.S. macroeconomic time series
Econometric history of the growth–volatility relationship in the USA
Backcasting world trade growth using data reduction methods
This paper compares backcasting performance of models based on variable selection to dynamic factor model for backcasting the world trade growth rate with two months ahead. The variable selection models are specified by applying penalised regressions and an automatic general‐to‐specific procedure, using a large data set. A recursive forecast study is carried out to assess the backcasting performance by distinguishing crisis and non‐crisis periods…
Econometrics (3 works) · Economics (3 works) · Market Dynamics and Volatility (3 works) · Monetary Policy and Economic Impact (3 works) · Energy, Environment, Economic Growth (2 works) · Macroeconomics (2 works) · Monetary economics (2 works) · Recession (2 works) · Artificial Intelligence (1 work) · Autoregressive conditional heteroskedasticity (1 work)