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Beating the random walk : a performance assessment of long-term interest rate forecasts

Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765

Persistent link: https://www.econbiz.de/10009750989

Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches

Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611

Persistent link: https://www.econbiz.de/10003800185

A re-examination of the predicting power of forward premia

Wang, Peijie - In: Applied financial economics 15 (2005) 17, pp. 1219-1225

Persistent link: https://www.econbiz.de/10003228794

Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models

Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171

Persistent link: https://www.econbiz.de/10003427036

Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates

Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176

Persistent link: https://www.econbiz.de/10001742845

Forecasting Exports Across Europe : What are the Superior Survey Indicators?

Lehmann, Robert - 2019

In this study, we systematically evaluate the potential of a bunch of survey-based indicators from different economic branches to forecasting export growth across a multitude of European countries. Our pseudo out-of-sample analyses reveal that the best-performing indicators beat a well-specified...

Persistent link: https://www.econbiz.de/10012861426