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~subject:"out-of-sample forecasts"
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out-of-sample forecasts
Livingston Survey
13
Livingston survey
11
David Livingstone
5
Survey of Professional Forecasters
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Forecasting model
4
Livingston
4
Prognoseverfahren
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USA
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equity premium
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Afrika
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Business Cycle
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Equity Premium
3
Expected Equity Returns
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Prediction
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Risk Aversion
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Risk Premium
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Theorie
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United States
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aggregation of beliefs
3
1950-2005
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Africa
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Börsenkurs
2
CBOE VIX
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Ethnic identity
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Forecasting
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GMM block bootstrapping
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Großbritannien
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Risikoprämie
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Share price
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Theory
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Volatility
2
Volatilität
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equity premium puzzle
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expectations
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riskfree rate
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1952-1985
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1957-1980
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ASA-NBER survey
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Aggregation of beliefs
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English
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Guzman, Giselle C.
1
Söderlind, Paul
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School of Economics and Political Science, Universität St. Gallen
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
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University of St. Gallen Department of Economics working paper series 2007
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RePEc
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The case for higher frequency inflation expectations
Guzman, Giselle C.
-
Volkswirtschaftliche Fakultät, …
-
2011
on three survey measures of expected inflation: the
Livingston
Survey, the Survey of Professional Forecasters, and the …
Persistent link: https://www.econbiz.de/10009650037
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2
Predicting Stock Price Movements: Regressions versus Economists
Söderlind, Paul
-
School of Economics and Political Science, Universität …
-
2007
compared with the forecasting performance of the
Livingston
survey. The results suggest that the survey forecasts are much like …
Persistent link: https://www.econbiz.de/10005453977
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