Similar Search Results

Forecast evaluation with shared data sets

Sullivan, Ryan - 2001

Persistent link: https://www.econbiz.de/10013423660

Inside the crystal ball : new approaches to predicting the gasoline price at the pump

Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015

Persistent link: https://www.econbiz.de/10011346927

Forecasting economic aggregates by disaggregates

Hendry, David F.; Hubrich, Kirstin - 2006

Persistent link: https://www.econbiz.de/10003293961

Properties of optimal forecasts

Patton, Andrew J.; Timmermann, Allan - 2003

Persistent link: https://www.econbiz.de/10001797250

Forecasting with a Bayesian DSGE model : an application to the Euro area

Smets, Frank - 2004

Persistent link: https://www.econbiz.de/10013424534

What explains the lagged investment effect?

Eberly, Janice C.; Rebelo, Sérgio; Vincent, Nicolas - 2011

"The best predictor of current investment at the firm level is lagged investment. This lagged-investment effect is empirically more important than the cash-flow and Q effects combined. We show that the specification of investment adjustment costs proposed by Christiano, Eichenbaum and Evans...