2 citations · 2 across the 4 of their papers we have counts for
4 papers
Dimensionality Reduction and State Space Systems: Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs
Sudiksha Joshi
Using a state-space system, I forecasted the US Treasury yields by employing frequentist and Bayesian methods after first decomposing the yields of varying maturities into its unob…
Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread
Sudiksha Joshi
In this research paper, I have applied various econometric time series and two machine learning models to forecast the daily data on the yield spread. First, I decomposed the yield…
Reforming the State-Based Forward Guidance through Wage Growth Rate Threshold: Evidence from FRB/US Simulations
Sudiksha Joshi
I have analyzed the practicality of the Evans Rule in the state based forward guidance and possible ways to reform it. I examined the biases, measurement errors, and other limitati…
Time Series Analysis and Forecasting of the US Housing Starts using Econometric and Machine Learning Model
Sudiksha Joshi
In this research paper, I have performed time series analysis and forecasted the monthly value of housing starts for the year 2019 using several econometric methods - ARIMA(X), VAR…