Search Results - subject:"Loss structure"

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On the accuracy of Blue Chip forecasts of interest rates and country risk premiums

Baghestani, Hamid; Arzaghi, Mohammad; Kaya, Ilker - In: Applied economics 47 (2015) 1/3, pp. 113-122

Persistent link: https://www.econbiz.de/10010463948

On the accuracy of Federal Reserve forecasts of the saving rate

Baghestani, Hamid - In: Applied economics letters 20 (2013) 16/18, pp. 1651-1655

Persistent link: https://www.econbiz.de/10010222848

Local Asymptotic Normality and Efficient Estimation for inar (P) Models

Drost, Feike C.; Werker, Bas J.M.; van den Akker, R. - Tilburg University, Center for Economic Research - 2006

Integer-valued autoregressive (INAR) processes have been introduced to model nonnegative integervalued phenomena that evolve in time.The distribution of an INAR(p) process is determined by two parameters: a vector of survival probabilities and a probability distribution on the nonnegative...

Persistent link: https://www.econbiz.de/10011090285

Predictions of growth in US corporate profits : asymmetric vs. symmetric loss

Baghestani, Hamid; Khallaf, Ashraf - In: International review of economics & finance : IREF 22 (2012) 1, pp. 222-229

Persistent link: https://www.econbiz.de/10009618674

Predictions of growth in U.S. corporate profits: Asymmetric vs. symmetric loss

Baghestani, Hamid; Khallaf, Ashraf - In: International Review of Economics & Finance 22 (2012) 1, pp. 222-229

This study evaluates the Federal Reserve and private forecasts of growth in corporate profits for 1984–2004. These forecasts are both rational and directionally accurate but suggest different loss structures. The Federal Reserve forecasts tend to significantly under-predict and imply...

Persistent link: https://www.econbiz.de/10010576977