Showing 1 - 10 of 16
rate, our results suggest that the PwC panel has some forecasting ability for time horizons from 3 to 9, improving when it …
Persistent link: https://www.econbiz.de/10010778734
better than the Staff, and that the intuition of the FOMC does not add significantly in forecasting the actual values of the …
Persistent link: https://www.econbiz.de/10010778705
The focus of this paper is to measure customer satisfaction among private individual consumers of mobile telecommunications in Spain and the factors associated with this. Two novelties found in this paper are a focus on individual consumers and the usage of rich data to convey high quality...
Persistent link: https://www.econbiz.de/10010778732
better than the Staff, and that the intuition of the FOMC does not add significantly in forecasting the actual values of the …
Persistent link: https://www.econbiz.de/10009002164
Many macro-economic forecasts and forecast updates, such as those from the IMF and OECD, typically involve both a model component, which is replicable, as well as intuition (namely, expert knowledge possessed by a forecaster), which is non-replicable. . Learning from previous mistakes can affect...
Persistent link: https://www.econbiz.de/10008864018
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010862570
The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects. We modify the … forecasting weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011272957
forecasting procedure, based on component models, improves the forecasting accuracy of traditional methods. Component models … Monte Carlo out-of-sample experiment reveals that component models improve the forecasting accuracy of traditional methods …
Persistent link: https://www.econbiz.de/10008468181
The Amazon rainforest is one of the world’s greatest natural wonders and holds great importance and significance for the world’s environmental balance. Around 60% of the Amazon rainforest is located in the Brazilian territory. The two biggest states of the Amazon region are Amazonas (the...
Persistent link: https://www.econbiz.de/10005012104
This paper introduces state-uncertainty preferences into the Lucas (1982) economy, showing that this type of preferences helps to explain the exchange rate risk premium. Under these preferences we can distinguish between two factors driving the exchange rate risk premium: “macroeconomic...
Persistent link: https://www.econbiz.de/10005057524