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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

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

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

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

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

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

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

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

A Bayesian evaluation of alternative models of trend inflation

Clark, Todd E.; Doh, Taeyoung - Federal Reserve Bank of Cleveland - 2011

and forecasting, we specify a range of models of inflation, including: AR with constant trend; AR with trend equal to last …

Persistent link: https://www.econbiz.de/10009416058

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