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Pricing federal power in the Pacific Northwest: an efficiency approach

Levy, Yvonne - In: Economic Review (1980) Win, pp. 40-63

Persistent link: https://www.econbiz.de/10005352266

The increased volatility of electricity prices for Belgian households

Coppens, François - In: Economic Review (2010) II, pp. 83-110

Several studies have shown that the Belgian harmonised index of consumer prices for electricity (HICP-EL) has become … concluded that differences in the price-setting behaviour in the deregulated electricity markets are a more plausible … variable-price contracts with their electricity supplier. The variable price in such contracts is aligned to suppliers’ costs …

Persistent link: https://www.econbiz.de/10009367064

The Impact of Jumps and Leverage in Forecasting Co-Volatility

Asai, Manabu; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2015

__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

Persistent link: https://www.econbiz.de/10011274348

The Ohio economy: a time series analysis

Hoehn, James G.; James J. Balazsy, Jr. - In: Economic Review (1985) Q III, pp. 25-36

A time series methodology is used to understand the Ohio economy by assessing various indicators of economic activity in Ohio. These can be identified and quantified through simple methods applicable to other regional economies, as well.

Persistent link: https://www.econbiz.de/10005360761

Comparing inflation expectations of households and economists

Hvidding, James M. - In: Economic Review (1988) Q II, pp. 37-40

Persistent link: https://www.econbiz.de/10005360767

Predicting real growth using the yield curve

Haubrich, Joseph G.; Dombrosky, Ann M. - In: Economic Review (1996) Q I, pp. 26-35

A study using out-of-sample regressions to determine how well the 10-year, 3-month yield spread predicts future real GDP growth. The author finds that although the yield curve is a good predictor over the entire 30-year sample period, it has become much less accurate over the last decade.

Persistent link: https://www.econbiz.de/10005360773

Forces that shape the yield curve

Fisher, Mark - In: Economic Review (2001) Q1, pp. 1-15

The yield curve shows how the yield on a government bond depends on the bond's maturity. Monetary policymakers and observers pay special attention to the shape of the yield curve as an indicator of the economic impact of current and future monetary policy. Without the proper analytical tools,...

Persistent link: https://www.econbiz.de/10005361068

Data vintages and measuring forecast model performance

Robertson, John C.; Tallman, Ellis W. - In: Economic Review (1998) Q 4, pp. 4-20

expected in real-time situations. This fact is particularly relevant if a forecasting model's performance is to be compared …

Persistent link: https://www.econbiz.de/10005361088

Forecast evaluation with cross-sectional data: The Blue Chip Surveys

Bauer, Andy; Eisenbeis, Robert A.; Waggoner, Daniel F.; … - In: Economic Review (2003) Q2, pp. 17-31

If economic forecasts are to be used for decision making, then being able to evaluate their accuracy is essential. Assessing accuracy using single variables from a forecast is acceptable as a first pass, but this approach has inherent problems. This article addresses some of these problems by...

Persistent link: https://www.econbiz.de/10005361111

What do asset prices tell us about the future?

Smith, Stephen D. - In: Economic Review (1999) Q3, pp. 4-13

It is fairly obvious that in market-based economies prices act as a constraint on individual behavior, providing a means by which goods and services flow to those most willing and able to pay for them. But prices play an additional role in the economy-that of signaling the present and expected...

Persistent link: https://www.econbiz.de/10005361112

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