Narrow search
Showing 1 - 10 of 71
Cover Image
Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...
Persistent link: https://www.econbiz.de/10010295798
Cover Image
The impact of empirical accuracy studies on time series analysis and forecasting
Fildes, Robert; Makridakis, Spyros G. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000861891
Cover Image
The M2-competition : a budget related empirical forecasting study
Makridakis, Spyros G. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000831914
Cover Image
Sliding simulation : a new approach to the series forecasting
Makridakis, Spyros G. - 1989
Persistent link: https://www.econbiz.de/10000776861
Cover Image
Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C.; Hyndman, … - 1998 - 3. ed.
Persistent link: https://www.econbiz.de/10000643079
Cover Image
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Cover Image
Spyros Makridakis : an interview with the international journal of forecasting
Fildes, Robert; Nikolopoulos, Konstantinos - In: International journal of forecasting 22 (2006) 3, pp. 625-636
Persistent link: https://www.econbiz.de/10003355983
Cover Image
Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg (contributor); Hartmann, Daniel (contributor);  … - 2006
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...
Persistent link: https://www.econbiz.de/10003304970
Cover Image
Real-time macroeconomic data and ex ante predictability of stock returns
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006
We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...
Persistent link: https://www.econbiz.de/10003341534
Cover Image
International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154