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Double-question survey measures for the analysis of financial bubbles and crashes
Pesaran, M. Hashem; Johnsson, Ida - 2016
This paper proposes a new double-question survey method that elicits information about how individuals.subjective belief valuations are compared and related to their price expectations. An individual respondent is presented with two sets of questions, one that asks about his/her belief regarding...
Persistent link: https://www.econbiz.de/10011586267
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003729150
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
of world output. The forecasts are compared to typical benchmarks: univariate autoregressive and random walk models …. Building on the forecast combination literature, the paper examines the effects of model and estimation uncertainty on forecast …
Persistent link: https://www.econbiz.de/10003781456
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Forecasting economic and financial variables with global VARs
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671175
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Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G. - In: International journal of forecasting 25 (2009) 4, pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
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Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P. - In: International journal of forecasting 25 (2009) 4, pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
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Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico; Reichlin, Lucrezia - In: International journal of forecasting 25 (2009) 4, pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
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Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J. - In: International journal of forecasting 25 (2009) 4, pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
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Comments on "Forecasting economic and financial variables with global VARs"
Lahiri, Kajal - In: International journal of forecasting 25 (2009) 4, pp. 689-692
Persistent link: https://www.econbiz.de/10003921317
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Forecast evaluation of AveAve forecasts in the global VAR context
Sinclair, Tara M.; Stekler, Herman O. - In: International journal of forecasting 25 (2009) 4, pp. 693-696
Persistent link: https://www.econbiz.de/10003921322