Boris Kozyrev

Boris Kozyrev
Aktuelle Position

seit 9/21

Wissenschaftlicher Mitarbeiter der Abteilung Makroökonomik

Leibniz-Institut für Wirtschaftsforschung Halle (IWH)


  • Makroökonomik
  • Prognosen
  • angewandte Ökonometrie

Seit September 2021 ist Boris Kozyrev Doktorand in der Abteilung Makroökonomik. Seine Forschungsinteressen liegen in der angewandten Ökonometrie, Makroökonomik sowie Prognosen.

Boris Kozyrev studierte an der Lomonosov Moscow State University und der Toulouse School of Economics. Bevor er zum IWH kam, war er Junior Researcher bei der Russian Presidential Academy of National Economy and Public Administration.

Ihr Kontakt

Boris Kozyrev
Boris Kozyrev
- Abteilung Makroökonomik
Nachricht senden +49 345 7753-865



Forecasting Economic Activity Using a Neural Network in Uncertain Times: Monte Carlo Evidence and Application to the German GDP

Oliver Holtemöller Boris Kozyrev

in: IWH Discussion Papers, Nr. 6, 2024


In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN). We provide evidence from Monte Carlo simulations for the relative forecast performance of GRNN depending on the data-generating process. We show that GRNN outperforms an autoregressive benchmark model in many practically relevant cases. Then, we applied GRNN to forecast quarterly German GDP growth by extending univariate GRNN to multivariate and mixed-frequency settings. We could distinguish between “normal” times and situations where the time-series behavior is very different from “normal” times such as during the COVID-19 recession and recovery. GRNN was superior in terms of root mean forecast errors compared to an autoregressive model and to more sophisticated approaches such as dynamic factor models if applied appropriately.

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