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The forecasting performance of German stock option densities
Craig, Ben R.; Glatzer, Ernst; Keller, Joachim G.; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542704
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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The yield curve, recessions, and the credibility of the monetary regime : long-run evidence, 1875 - 1997
Bordo, Michael D. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002548166
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The forecast ability of risk-neutral densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550128
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Forecasting with the Yield curve : level, slope, and output ; 1875 - 1997
Bordo, Michael D. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390604
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Bayesian VARs: specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd; Marcellino, Massimiliano - Federal Reserve Bank of Cleveland - 2011
In this paper we examine how the forecasting performance of Bayesian VARs is affected by a number of specification … length and of both; compare alternative approaches to multi-step forecasting (direct, iterated, and pseudo-iterated); discuss …
Persistent link: https://www.econbiz.de/10009024092
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Banking relationships and sell-side research
Ergungor, Ozgur E.; Madureira, Leonardo; Nayar, Nandkumar; … - Federal Reserve Bank of Cleveland - 2011
This paper examines disclosures by sell-side analysts when their institution has a lending relationship with the firms being covered. Lending-affiliated analysts’ earnings forecasts are found to be more accurate relative to forecasts by other analysts but this differential accuracy manifests...
Persistent link: https://www.econbiz.de/10009221524
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Advances in forecast evaluation
Clark, Todd; McCracken, Michael W. - Federal Reserve Bank of Cleveland - 2011
unconditional forecasts. We present original results in a few subject areas: the optimization of power in determining the split of a …
Persistent link: https://www.econbiz.de/10009321127
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Tests of equal forecast accuracy for overlapping models
Clark, Todd; McCracken, Michael W. - Federal Reserve Bank of Cleveland - 2011
subset of variables common to the larger sets of variables included in the competing forecasting models. We consider an out … comparing the predictive content of credit spreads to growth in real stock prices for forecasting U.S. real GDP growth. …
Persistent link: https://www.econbiz.de/10009321128
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A medium scale forecasting model for monetary policy
Beauchemin, Kenneth; Zaman, Saeed - Federal Reserve Bank of Cleveland - 2011
This paper presents a 16-variable Bayesian VAR forecasting model of the U.S. economy for use in a monetary policy … setting. The variables that comprise the model are selected not only for their effectiveness in forecasting the primary …
Persistent link: https://www.econbiz.de/10009358592