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Financial markets forecasts revisited: are they rational, herding or bold?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - Federal Reserve Bank of Dallas - 2012

We test whether professional forecasters forecast rationally or behaviorally using a unique database, QSS Database, which is the monthly panel of forecasts on Japanese stock prices and bond yields. The estimation results show that (i) professional forecasts are behavioral, namely, significantly...

Persistent link: https://www.econbiz.de/10009421354

Frontiers in monetary theory and policy : a conference organized by the Institute for Monetary and Economic Studies, Bank of Japan, held in Tokyo on May 28 - 29, 2008

Fujiwara, Ippei (contributor); Fukuda, Kazuo J. (contributor) - In: Monetary and economic studies 26 (2008), pp. 1-57

Persistent link: https://www.econbiz.de/10003789443

Financial markets forecasts revisited : are they rational, herding or bold?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - 2012

Persistent link: https://www.econbiz.de/10009550670

Financial markets forecasts revisited : are they rational, stubborn or jumpy?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - In: Economics letters 118 (2013) 3, pp. 526-530

Persistent link: https://www.econbiz.de/10009729510

Frontiers in monetary theory and policy : summary of the 2008 International Conference organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Fujiwara, Ippei; Fukuda, Kazuo J.; Muto, Ichiro; … - 2008

Persistent link: https://www.econbiz.de/10003753631

Financial markets forecasts revisited: Are they rational, stubborn or jumpy?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - In: Economics Letters 118 (2013) 3, pp. 526-530

This paper evaluates professional forecasters’ behavior using a panel data of individual forecasts. We find that (i) professional forecasts are behavioral, and (ii) there exists a stock–bond dissonance: the forecasting behavior seems to be stubborn in the stock market, but jumpy in the bond...

Persistent link: https://www.econbiz.de/10010688091

Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - Institute for Monetary and Economic Studies, Bank of Japan - 2012

Persistent link: https://www.econbiz.de/10010548606

Frontiers in Monetary Theory and Policy: Summary of the 2008 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Fujiwara, Ippei; Fukuda, Kazuo; Muto, Ichiro; Shigemi, … - Institute for Monetary and Economic Studies, Bank of Japan - 2008

Persistent link: https://www.econbiz.de/10004969910

Summary of the 2008 International Conference

Fujiwara, Ippei; Fukuda, Kazuo; Muto, Ichiro; Shigemi, … - In: Monetary and Economic Studies 26 (2008) December, pp. 1-24

Persistent link: https://www.econbiz.de/10004978193

Financial markets forecasts revisited: Are they rational, stubborn or jumpy?

Fujiwara, Ippei; Ichiue, Hibiki; Nakazono, Yoshiyuki; … - In: Economics letters 118 (2013) 3, pp. 526-530

Persistent link: https://www.econbiz.de/10010083479