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Regional Econometric Housing Start Forecast Accuracy in Florida

Thomas M. Fullerton Jr.; West, Carol T. - EconWPA - 2004

Regional econometric forecasting accuracy assessment has traditionally received less attention than its macroeconometric counterpart. While evidence is available that state and local employment forecasts perform well relative to standard benchmarks, little is known about the historical...

Persistent link: https://www.econbiz.de/10005556241

Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance

Ramos, Francisco F. R. - EconWPA - 1996

forecast the market share. The model includes five marketing decision variables.The Bayesian prior is selected on the basis of …

Persistent link: https://www.econbiz.de/10005119163

The Impact of an Old Fleet on the Demand for Air Transportation: The Case of VASP Brazilian Airlines

Pinto, Bruno José Marques - EconWPA - 2005

brief history about VASP is discussed. After so many problems, VASP lost its market share and became the 4th airline of …

Persistent link: https://www.econbiz.de/10005076880

The impact of downside risk on risk-adjusted performance of mutual funds in the Euronext markets

Plantinga, Auke; Sortino, Franks; Meer, Robert van der - EconWPA - 2004

Many performance measures, such as the classic Sharpe ratio have difficulty in evaluating the performance of mutual funds with skewed return distributions. Common causes for skewness are the use of options in the portfolio or superior market timing skills of the portfolio manager. In this...

Persistent link: https://www.econbiz.de/10005413128

Data Envelopment Analysis in Environmental Valuation: Environmental Performance, Eco-efficiency and Cost-Benefit Analysis

Kuosmanen, Timo; Kortelainen, Mika - EconWPA - 2004

Data Envelopment Analysis (DEA) is a linear programming based method for evaluating performance of comparable production units such as firms. Although the method is already extensively applied in many areas of economics, its use in environmental economics and related fields remains limited. The...

Persistent link: https://www.econbiz.de/10005556149

An Index of Donor Performance

Roodman, David - EconWPA - 2004

The Commitment to Development Index of the Center for Global Development rates 21 rich countries on the “development-friendliness” of their policies. It is revised and updated annually. In the 2004 edition, the component on foreign assistance combines quantitative and qualitative measures of...

Persistent link: https://www.econbiz.de/10005118812

STOCK MARKET VALUATION IN THE UNITED STATES

BISCIARI, Patrick; DURRE, Alain; NYSSENS, Alain - EconWPA - 2003

This paper gives an overview of some issues related to market aluation, focusing on the developments on the New York equity markets. The 42.4 p.c. fall in the S&P 500 price index between 24 March 2000 - when it reached its all-time high - and 31 December 2002 is situated in a very long term...

Persistent link: https://www.econbiz.de/10005125064

How Expert Are the Experts?

JS, Armstrong - EconWPA - 2005

If you want good forecasts for your industry, you should hire the best experts. Right? Well, maybe not.

Persistent link: https://www.econbiz.de/10005062668

Damped Seasonality Factors: Introduction

Armstrong, J. S. - EconWPA - 2005

Previous research has shown that seasonal factors provide one of the most important ways to improve forecast accuracy … the other hand, research has also shown that seasonal factors sometimes increase forecast errors (e.g., Nelson, 1972). So …

Persistent link: https://www.econbiz.de/10005556557

Inflation Targeting: to Forecast or to Simulate

Skorepa, Michal; Kotlan, Viktor - EconWPA - 2003

two basic ways of assessing future inflation: forecast and simulation. A forecast is the most likely picture of the future …. In a forecast, all agents are assumed to behave in the most likely way. A simulation, on the other hand, is the most … differentiating between a forecast and a simulation, we discuss the pros and cons of using the two ways of assessing future inflation …

Persistent link: https://www.econbiz.de/10005561292