Showing 1 - 10 of 77
This site provides a variety of U.S. real estate statistics on the national, state, and metropolitan area level.
Persistent link: https://www.econbiz.de/10005842877
flexible regime switching VAR framework — in which the presence of regimes may lead to superior forecasting performance from … for estimation.... …
Persistent link: https://www.econbiz.de/10005870160
Macroeconomic risk assessments play an important role in the forecasts of manyinstitutions. However, to the best of our knowledge their performance has notbeen investigated yet. In this work, we study the Bank of England’s risk forecastsfor inflation. We find that these forecasts do not...
Persistent link: https://www.econbiz.de/10005866177
represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …
Persistent link: https://www.econbiz.de/10005866191
This paper measures the performance of a Latent Class CBC model with aggregate real world scanning data.
Persistent link: https://www.econbiz.de/10005841648
This paper investigates the determinants of European financial analysts' forecasts differential accuracy.
Persistent link: https://www.econbiz.de/10005843252
This paper investigates the relative performance of local and foreign financial analysts on Latin American emerging markets.
Persistent link: https://www.econbiz.de/10005843437
The seminal study by Fama and MacBeth (1973) initiated a stream of papers testing for the cross-sectional relation between return and risk. The debate wether beta is a valid measure of risk has been renimated by Fama and French (1992) and subsequent studies.(...)
Persistent link: https://www.econbiz.de/10005843529
-linear effects is of extremeimportance to improve forecasting performance. U.S. and U.K. asset return data are “special” in thesense …
Persistent link: https://www.econbiz.de/10005870517
This study analyzes the accuracy of forecasted target prices within analysts’ reports. We compute a measurefor target price forecast accuracy that evaluates the ability of analysts to exactly forecast the ex-ante (unknown)12-month stock price. Furthermore, we determine factors that explain...
Persistent link: https://www.econbiz.de/10009005119