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Improving profitability forecasts with information on earnings quality
Demmer, Matthias - 2015
Prior literature documents the usefulness of the DuPont disaggregation for predicting firms future profitability …. However, there is a lack of research examining how earnings quality affects forecasts of profitability. This paper explores … whether different earnings quality factors moderate the accuracy of profitability forecasts. This study contributes to the …
Persistent link: https://www.econbiz.de/10010520353
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Will German banks earn their cost of capital?
Dombret, Andreas R.; Gündüz, Yalın; Rocholl, Jörg - 2017
In recent years, the German banking sector has overcome major challenges such as the global financial crisis and the European debt crisis. This paper analyses a recent development as a particular determinant of the future outlook for the German banking sector. Interest rates are at historically...
Persistent link: https://www.econbiz.de/10011589380
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Potential implications of a NSFR on German banks' credit supply and profitability
Schmitt, Matthias; Schmaltz, Christian - 2016
profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we … minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. …
Persistent link: https://www.econbiz.de/10011541056
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The association of earnings, operating cash flows, and accruals with annual stock returns of oil and gas firms
Alciatore, Mimi L.; Spear, Nasser A. - 1994
Persistent link: https://www.econbiz.de/10000917059
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Economic measurement of capital and profitability
Escribá Pérez, Francisco Javier; Ruiz Tamarit, José … - 1995
Persistent link: https://www.econbiz.de/10000910564
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The post 1990 Brazilian trade liberalization and the performance of large manufacturing firms : productivity, market share and profits
Hay, Donald A. - 2015
This paper analyses the effects of the 1990 Brazilian trade liberalization on the total factor productivity, market share and profits of a sample of 349 large manufacturing firms. A panel data production function analysis for the period 1986/94 indicates very large total factor productivity...
Persistent link: https://www.econbiz.de/10011997236
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Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg; Eickmeier, Sandra - 2014
This paper compares alternative estimation procedures for multi-level factor models which imply blocks of zero …
Persistent link: https://www.econbiz.de/10010373684
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Intertemporal substitution in import demand and habit formation
De la Croix, David; Urbain, Jean-Pierre - 1996
Persistent link: https://www.econbiz.de/10000928032
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.; Hauzenberger, Klemens - 2018
To simultaneously consider mixed-frequency time series, their joint dynamics, and possible structural changes, we introduce a time-varying parameter mixed-frequency VAR. To keep our approach from becoming too complex, we implement time variation parsimoniously: only the intercepts and a common...
Persistent link: https://www.econbiz.de/10011903709
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On adjusting the one-sided Hodrick-Prescott filter
Wolf, Elias; Mokinski, Frieder; Schüler, Yves - 2020
We show that one should not use the one-sided Hodrick-Prescott filter (HP-1s) as the real-time version of the two-sided Hodrick-Prescott filter (HP-2s): First, in terms of the extracted cyclical component, HP-1s fails to remove low-frequency fluctuations to the same extent as HP-2s. Second,...
Persistent link: https://www.econbiz.de/10012180612