{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,9]],"date-time":"2024-09-09T23:50:24Z","timestamp":1725925824044},"publisher-location":"Cham","reference-count":23,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319709413"},{"type":"electronic","value":"9783319709420"}],"license":[{"start":{"date-parts":[[2017,12,2]],"date-time":"2017-12-02T00:00:00Z","timestamp":1512172800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018]]},"DOI":"10.1007\/978-3-319-70942-0_51","type":"book-chapter","created":{"date-parts":[[2017,12,1]],"date-time":"2017-12-01T03:12:27Z","timestamp":1512097947000},"page":"706-723","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Macro-Econometric Forecasting for During Periods of Economic Cycle Using Bayesian Extreme Value Optimization Algorithm"],"prefix":"10.1007","author":[{"given":"Satawat","family":"Wannapan","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Chukiat","family":"Chaiboonsri","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Songsak","family":"Sriboonchitta","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,12,2]]},"reference":[{"key":"51_CR1","doi-asserted-by":"crossref","first-page":"227","DOI":"10.1191\/1471082X04st075oa","volume":"4","author":"CN Behrens","year":"2004","unstructured":"Behrens, C.N., Lopes, H.F., Gamerman, D.: Bayesian analysis of extreme events with threshold estimation. Stat. Modell. 4, 227\u2013244 (2004)","journal-title":"Stat. Modell."},{"key":"51_CR2","volume-title":"VAR Models in Macroeconomic Research","author":"HC Bjrnland","year":"2000","unstructured":"Bjrnland, H.C.: VAR Models in Macroeconomic Research. Statistics Norway Research Department, Norway (2000)"},{"issue":"11","key":"51_CR3","doi-asserted-by":"crossref","first-page":"1783","DOI":"10.1057\/jors.2014.106","volume":"66","author":"R Calabrese","year":"2015","unstructured":"Calabrese, R., Giudici, P.: Estimating bank default with generalised extreme value regression models. J. Oper. Res. Soc. 66(11), 1783\u20131792 (2015)","journal-title":"J. Oper. Res. Soc."},{"key":"51_CR4","doi-asserted-by":"crossref","first-page":"353","DOI":"10.1007\/s10584-014-1254-5","volume":"127","author":"L Cheng","year":"2014","unstructured":"Cheng, L., AghaKouchak, A., Gilleland, E., Katz, R.W.: Non-stationary extreme value analysis in a changing climate. Clim. Change 127, 353\u2013369 (2014)","journal-title":"Clim. Change"},{"issue":"1","key":"51_CR5","doi-asserted-by":"crossref","first-page":"123","DOI":"10.1504\/IJTGM.2017.082371","volume":"10","author":"C Chaiboonsri","year":"2017","unstructured":"Chaiboonsri, C., Chaitip, P.: Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility. Int. J. Trade Global Markets 10(1), 123\u2013130 (2017)","journal-title":"Int. J. Trade Global Markets"},{"key":"51_CR6","first-page":"631","volume":"11","author":"GC Chow","year":"2001","unstructured":"Chow, G.C.: Econometric and economic policy. Stat. Sin. 11, 631\u2013660 (2001)","journal-title":"Stat. Sin."},{"key":"51_CR7","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4471-3675-0","volume-title":"Introduction to Statistical Modeling of Extreme Values","author":"S Coles","year":"2001","unstructured":"Coles, S.: Introduction to Statistical Modeling of Extreme Values. Springer, London (2001)"},{"key":"51_CR8","first-page":"114","volume":"64","author":"SG Coles","year":"1996","unstructured":"Coles, S.G., Powell, E.A.: Bayesian methods in extreme value modelling. Int. Stat. 64, 114\u2013193 (1996)","journal-title":"Int. Stat."},{"issue":"1","key":"51_CR9","first-page":"5","volume":"17","author":"SG Hall","year":"2014","unstructured":"Hall, S.G., Roudoi, A., Albu, L.L., Lupu, R., C\u0103lin, A.C.: Lawrence R. Klein and the economic forecasting a survey. Roman. J. Econ. Forecast. 17(1), 5\u201314 (2014)","journal-title":"Roman. J. Econ. Forecast."},{"key":"51_CR10","unstructured":"Hrdahl, P., Tristani, O., Vestin, D.: A joint econometric model o f macroeconomic and term structure dynamics. Working paper number 405. European Central Bank (2004). \nhttp:\/\/www.ecb.int"},{"key":"51_CR11","volume-title":"Theory of Probability","author":"H Jeffreys","year":"1961","unstructured":"Jeffreys, H.: Theory of Probability, 3rd edn. Oxford University Press, New York (1961)","edition":"3"},{"key":"51_CR12","doi-asserted-by":"crossref","first-page":"1345","DOI":"10.2307\/1913386","volume":"50","author":"FE Kydland","year":"1982","unstructured":"Kydland, F.E., Prescott, E.C.: Time to build and aggregate fluctuations. Econometrica 50, 1345\u20131370 (1982)","journal-title":"Econometrica"},{"key":"51_CR13","unstructured":"Nguyen, H.T. Probability for statistics in econometrics. Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Thailand (2014). \nhttp:\/\/old.viasm.edu.vn\/wp-content\/uploads\/2014\/11\/VIASMWorkshop.pdf"},{"key":"51_CR14","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1214\/aos\/1176343003","volume":"3","author":"J Pickands","year":"1975","unstructured":"Pickands, J.: Statistical inference using extreme order statistics. Ann. Stat. 3, 119\u2013131 (1975)","journal-title":"Ann. Stat."},{"key":"51_CR15","doi-asserted-by":"crossref","first-page":"1086","DOI":"10.1016\/j.ejor.2005.06.076","volume":"181","author":"BT Polyak","year":"2007","unstructured":"Polyak, B.T.: Newtons method and its use in optimization. Eur. J. Oper. Res. 181, 1086\u20131096 (2007)","journal-title":"Eur. J. Oper. Res."},{"key":"51_CR16","doi-asserted-by":"crossref","unstructured":"Renard, B., et al.: An application of Bayesian analysis and Markov chain Monte Carlo methods to the estimation of a regional trend in annual maxima. Water Resour. Res. 42 (2006)","DOI":"10.1029\/2005WR004591"},{"key":"51_CR17","doi-asserted-by":"crossref","first-page":"599","DOI":"10.1093\/biomet\/71.3.599","volume":"71","author":"SE Said","year":"1984","unstructured":"Said, S.E., Dickey, D.: Testing for unit roots in autoregressive moving-average models with unknown order. Biometrika 71, 599\u2013607 (1984)","journal-title":"Biometrika"},{"key":"51_CR18","doi-asserted-by":"crossref","first-page":"341","DOI":"10.1023\/A:1008202821328","volume":"11","author":"R Storn","year":"1997","unstructured":"Storn, R., Price, K.: Differential evolution \u2013 a simple and efficient heuristic for global optimization over continuous spaces. J. Glob. optim. 11, 341\u2013359 (1997)","journal-title":"J. Glob. optim."},{"key":"51_CR19","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1007\/s11222-006-8769-1","volume":"16","author":"CJF Braak Ter","year":"2006","unstructured":"Ter Braak, C.J.F.: A Markov chain Monte Carlo version of the genetic algorithm differential evolution: easy Bayesian computing for real parameter spaces. Stat. Comput. 16, 239\u2013249 (2006)","journal-title":"Stat. Comput."},{"key":"51_CR20","doi-asserted-by":"crossref","first-page":"605","DOI":"10.1016\/j.jpolmod.2014.03.003","volume":"36","author":"I Visco","year":"2014","unstructured":"Visco, I.: Lawrence R. Klein: macroeconomics, econometrics and economic policy. J. Pol. Model. 36, 605\u2013628 (2014)","journal-title":"J. Pol. Model."},{"issue":"8","key":"51_CR21","first-page":"1214","volume":"39","author":"JA Vrugt","year":"2002","unstructured":"Vrugt, J.A., Gupta, H.V., Bastidas, L.A., Boutem, W., Sorooshian, S.: Effective and efficient algorithm for multiobjective optimization of hydrologic models. Water Resour. Res. 39(8), 1214\u20131232 (2002)","journal-title":"Water Resour. Res."},{"issue":"2\u20133","key":"51_CR22","first-page":"254","volume":"48","author":"JC Wu","year":"2016","unstructured":"Wu, J.C., Xia, F.D.: Measuring the macroeconomic impact of monetary policy at the zero lower bound. J. Money Credit Bank. 48(2\u20133), 254\u2013291 (2016)","journal-title":"J. Money Credit Bank."},{"key":"51_CR23","doi-asserted-by":"crossref","unstructured":"Zhu, W., Li, Y.: GPU-accelerated differential evolutionary Markov chain Monte Carlo Method for multi-objective optimization over continuous space. In: Proceedings of the 2nd Workshop on Bio-Inspired Algorithms for Distributed Systems, BADS 2010, pp. 1\u20138 (2010)","DOI":"10.1145\/1809018.1809021"}],"container-title":["Studies in Computational Intelligence","Predictive Econometrics and Big Data"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-70942-0_51","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,12,1]],"date-time":"2017-12-01T03:27:27Z","timestamp":1512098847000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-70942-0_51"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12,2]]},"ISBN":["9783319709413","9783319709420"],"references-count":23,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-70942-0_51","relation":{},"ISSN":["1860-949X","1860-9503"],"issn-type":[{"type":"print","value":"1860-949X"},{"type":"electronic","value":"1860-9503"}],"subject":[],"published":{"date-parts":[[2017,12,2]]}}}