Lukas Heim evaluates the performance of a price-level targeting rule compared to that of a standard inflation targeting …, and several additional structural disturbances. The results show that - exactly as expected - the volatility of inflation …-side shocks. Since inflation and output are targeted simultaneously, none of the two policies is strictly dominant. Contents …

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates …

this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … forecasting …

, Earnings, Dividends and Cointegration -- Chapter 3. Forecasting Stock Returns - Historical Mean vs. Dividend Yield: Rolling … Inflation -- Chapter 7. Summary and Conclusion …

Mit diesem Buch liegen kompakte Beschreibungen von Prognoseverfahren vor, die vor allem in Systemen der betrieblichen …

econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like … of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly … focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with …

Chapter 1: Why do we forecast? -- Chapter 2: Regression Analysis and Forecasting Models -- Chapter 3: An Introduction … to Time Series Modeling and Forecasting -- Chapter 4: Regression Analysis and Multicollinearity: Two Case Studies … Global Data and Investment Universes -- Chapter 8: Forecasting World Stock Returns and Improved Asset Allocation -- Chapter 9 …