Building Economic Growth Forecasting Model in Python скачать в хорошем качестве

Building Economic Growth Forecasting Model in Python

During expected downturns, investors purchase long-term bonds as "insurance" or a hedge, bidding up prices and lowering yields, which causes the yield curve to flatten or invert. Equity prices represent the discounted value of expected future cash flows; therefore, price changes should reflect revisions in growth expectations. Based on a published paper, I developing four distinct forecasting models to evaluate their ability to match actual GNP growth against forecasted projections. I couldn't verify the paper's results, including the accuracy of forecasting GNP growth or the significant differences between the yield spread-based model and the stock-based model. You may download my models and data files from my GitHub following the link below and let me know what you find out with your own enhanced models. You are welcome to provide your comments and subscribe to my YouTube channel. The Python code is uploaded into https://github.com/AIMLModeling/Forec...