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Forecasting under structural break uncertainty

Tian, Jing; Anderson, Heather M. - 2011

This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for …, Choice of Estimation Sample, Forecast Combinations, NAIRU Phillips Curve. …

Persistent link: https://www.econbiz.de/10009406379

Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns

Boucher, Christophe - In: Economics letters 95 (2007) 3, pp. 339-347

Persistent link: https://www.econbiz.de/10003476261

Stock prices, inflation and stock returns predictability

Boucher, Christophe - In: Finance : revue de l'Association Française de Finance 27 (2006) 2, pp. 71-101

Persistent link: https://www.econbiz.de/10003418831

Reported earnings and analyst forecasts as competing sources of information : a new approach

Anderson, Heather M.; Chan, Howard Wei-hong; Faff, Robert W. - 2007

Persistent link: https://www.econbiz.de/10003711845

Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?

Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001427382

On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296

Persistent link: https://www.econbiz.de/10001251676

On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands

Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498

Persistent link: https://www.econbiz.de/10001336657

A theory-consistent system approach for estimating potential output and the NAIRU

Apel, Mikael; Jansson, Per - In: Economics letters 64 (1999) 3, pp. 271-275

Persistent link: https://www.econbiz.de/10001399307

Reported Earnings and Analyst Forecasts as Competing Sources of Information : A New Approach

Faff, Robert W. - 2012

We apply a new methodology, modified Granger causality tests, to further analyze the information flows between earnings and forecasts. Our application focuses on the dynamic interaction between reported earnings and analysts' forecasts. Based on long time series of analyst earnings forecasts and...

Persistent link: https://www.econbiz.de/10013096342

Conditional mean reversion of financial ratios and the predictability of returns

Boucher, Christophe; Jasinski, A.; Tokpavi, S. - In: Journal of international money and finance 137 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014478119