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, Germany, Denmark, Spain and the United Kingdom. By drawing on survey data collected on a digital platform in 2019, we examine …
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Prior literature documents the usefulness of the DuPont disaggregation for predicting firms future profitability, operating income, and stock market returns. In addition, research also emphasizes the importance of earnings quality information. However, there is a lack of research examining how...
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bank’s own interest rate expectations. From a theoretical point of view, the latter should yield the highest forecast … view, appears to be at best of minor relevance empirically. -- Forecast Accuracy ; Density Forecasts ; Projections …
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This paper is the text of the key-note speech on macroeconomics given by Christopher Allsopp at the 75th Anniversary Symposium of the Austrian Institute of Economic Research (WIFO) in Vienna on January 23rd 2002. It discusses the role of the European Central Bank, coordination issues between...
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Recently, several institutions have increased their forecast horizons, and many institutions rely on their past … forecast errors to estimate measures of forecast uncertainty. This work addresses the question how the latter estimation can be … accomplished if there are only very few errors available for the new forecast horizons. It extends upon the results of Knüppel …
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