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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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An analysis of Japanese foreign exchange interventions : 1991 - 2002
Chaboud, Alain P. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542659
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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 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
This paper surveys recent developments in the evaluation of point forecasts. Taking West’s (2006) survey as a starting point, we briefly cover the state of the literature as of the time of West’s writing. We then focus on recent developments, including advancements in the evaluation of...
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