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Forecasting leadership transitions around the world

Cáceres, Neila; Malone, Samuel W. - In: International journal of forecasting 29 (2013) 4, pp. 575-591

Persistent link: https://www.econbiz.de/10010212467

Systemic bias of IMF reserve and debt forecasts for program countries

Eicher, Theo S.; Kawai, Reina - In: International journal of forecasting 40 (2024) 3, pp. 985-1001

Persistent link: https://www.econbiz.de/10014547232

Forecasting volatility : evidence from the Saudi stock market

Al Rahahleh, Naseem M.; Kao, Robert - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-18

The purpose of this paper is to evaluate the forecasting performance of linear and non-linear generalized … autoregressive conditional heteroskedasticity (GARCH)–class models in terms of their in-sample and out-of-sample forecasting accuracy … for forecasting the volatility of both the TASI and the TIPISI in the context of petrochemical industries, as this model …

Persistent link: https://www.econbiz.de/10011960525

Analyst forecasts during the COVID-19 pandemic : evidence from REITs

Anglin, Paul M.; Cui, Jianxin; Gao, Yanmin; Zhang, Li - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-23

The COVID-19 pandemic disrupts capital markets and confuses decision makers. This event represents an opportunity to better understand how financial analysts forecast earnings. We focus on forecasts for Real Estate Investment Trusts (REITs) in the United States, since REITs are relatively...

Persistent link: https://www.econbiz.de/10012628786

A bibliometric analysis of machine learning econometrics in asset pricing

Zapata, Hector O.; Mukhopadhyay, Supratik - In: Journal of risk and financial management : JRFM 15 (2022) 11, pp. 1-17

Machine learning (ML) is a novel method that has applications in asset pricing and that fits well within the problem of measurement in economics. Unlike econometrics, ML models are not designed for parameter estimation and inference, but similar to econometrics, they address, and may be better...

Persistent link: https://www.econbiz.de/10013475217

Forecasting electricity spot prices using time-series models with a double temporal segmentation

Bessec, Marie; Fouquau, Julien; Meritet, Sophie - In: Applied economics 48 (2016) 4/6, pp. 361-378

Persistent link: https://www.econbiz.de/10011412836

Do commercial real estate prices have predictive content for GDP?

Franses, Philip Hans; Groot, Bert de - In: Applied economics 45 (2013) 31/33, pp. 4379-4384

Persistent link: https://www.econbiz.de/10011510560

Forecasting with vector autoregressive models of data vintages : US output growth and inflation

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 29 (2013) 4, pp. 698-714

Persistent link: https://www.econbiz.de/10010221301

Now-casting inflation using high frequency data

Modugno, Michele - In: International journal of forecasting 29 (2013) 4, pp. 664-675

Persistent link: https://www.econbiz.de/10010221306

Nowcasting US GDP : the role of ISM business surveys

Lahiri, Kajal; Monokroussos, George - In: International journal of forecasting 29 (2013) 4, pp. 644-658

Persistent link: https://www.econbiz.de/10010221312

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