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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012

Using forecasts of the Brazilian real and the Mexican peso, we analyze the shape of the loss function of exchange-rate forecasters and the rationality of their forecasts. We find a substantial degree of cross-sectional heterogeneity with respect to the shape of the loss function. While some...

Persistent link: https://www.econbiz.de/10010425218

Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding

Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143

Persistent link: https://www.econbiz.de/10011327376

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011327408

A note on the anti-herding instinct of interest rate forecasters

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 665-673

Persistent link: https://www.econbiz.de/10010188175

Better the devil you know : improved forecasts from imperfect models

Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: October 2021

Persistent link: https://www.econbiz.de/10012704988

Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012116125

Inflation forecasts and forecaster herding : evidence from South African survey data

Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - In: Journal of behavioral and experimental economics 62 (2016), pp. 42-50

Persistent link: https://www.econbiz.de/10011640301

Do interest-rate forecasters herd? : international evidence

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Applied economics letters 21 (2014) 1/3, pp. 93-98

Persistent link: https://www.econbiz.de/10010238225

Forecasting US car sales and car registrations in Japan : rationality, accuracy and herding

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 253-258

Persistent link: https://www.econbiz.de/10009506722

Forecasting housing approvals in Australia : do forecasters herd?

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: The Australian economic review 45 (2012) 2, pp. 191-201

Persistent link: https://www.econbiz.de/10009671210

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