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Forecasting the Treasury Yield Spread for FRED T10Y2Y Data Based on Multiple Approaches
Published 2025-01-01“…Based on the data from the Federal Reserve Economic Data (FRED) database (1976-2024), this study assesses the performance of four different models: multi-layer perceptron (MLP) regression, LSTM, ARIMA model and Facebook Prophet model. …”
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Dynamics Between Foreign Portfolio Investment, Stock Price and Financial Development in South Africa: A SVAR Approach
Published 2025-01-01“…The goal of this study is to look into the dynamic relationship between stock prices, foreign portfolio investment, and financial development in the South African economy. Federal Reserve Economic Data (FRED) provided quarterly time series data from 1960 (Q1) to 2024 (Q2). …”
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