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How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2008
flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the … encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide … incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast …
Persistent link: https://www.econbiz.de/10009443351
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Forecasting the short end of the term structure of interest rates
Graham, Austin - 2010
Master of Arts
Persistent link: https://www.econbiz.de/10009463981
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Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia
Bakucs, Lajos Zoltan; Bojnec, Stefan; Ferto, Imre - 2006
in the fourth, agricultural producer prices in sixth month. The extent of overshooting in agricultural prices is twice as …-through on agricultural producer prices revealed by the forecast error variance analysis indicates the relatively greater …
Persistent link: https://www.econbiz.de/10009442502
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Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia
Bakucs, Lajos Zoltan; Bojnec, Stefan; Ferto, Imre - 2007
money supply has a significant and volatile effect on the threeprice variables. The extent of overshooting in agricultural … rate pass-through on agricultural producer prices revealedby the forecast error variance analysis indicates the relatively …
Persistent link: https://www.econbiz.de/10009445015
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The equity premium puzzle and its implications for public infrastructure financing
Mr James Green - 2010
This thesis examines the financing and construction arrangements of the recently designed Airport Link project in Brisbane, Australia. The central hypothesis of the thesis is that the equity risk premium, combined with the public nature of toll roads, makes private financing of this kind of...
Persistent link: https://www.econbiz.de/10009448729
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Einfluss subjektiver Erwartungen auf endogene Wertpapierpreise in Ökonomien überlappender Generationen
Deutscher, Nicole - 2003
Es wurde ein Wertpapiermarktmodell entwickelt, in dem Preise explizit in Abhängigkeit der Konsumentenspezifikationen determiniert sind. Die Struktur der überlappenden Generationen diente der Erzeugung von Handel zwischen jungen und alten Konsumenten. Dabei spielte es keine Rolle, ob die...
Persistent link: https://www.econbiz.de/10009452611
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Asset Pricing with Heterogeneous Agents, Incomplete Markets and Trading Constraints
Karagyozova, Tsvetanka - 2007
elements of the prospect theory developed by Kahneman and Tversky (1979). In addition to consumption, stockholders consider …
Persistent link: https://www.econbiz.de/10009430235
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Analisis Permintaan Uang Di Indonesia
Nasution, Maisarah - 2011
In a condition which is rarely seen by the equilibrium between total of on-hold money with a total of on-demand for money so the cases of money demanded become really interesting for a research to be done. In a dynamic condition, the community take the adjustment cost. The objectives of this...
Persistent link: https://www.econbiz.de/10009464721
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Buying a Home Versus Renting an Apartment: A Case Study
Franke, Douglas S.; Schulenburg, Nielson W.; Remer, … - 1990
An excellent way to apply the fundamental concepts of engineering economy is to evaluate the question of buying a home versus renting an apartment. Depending upon certain conditions, either alternative may be economically advantageous. Some of the variables include the mortgage and inflation...
Persistent link: https://www.econbiz.de/10009468749
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Analisis Hubungan Timbal Balik Antara Tingkat Inflasi dengan Tingkat Pengangguran di Indonesia
Siregar, Natalin R. - 2011
The aim of this research is to analize the relationship between inflation rate and unemployment rate in Indonesia e.i the causality relationship and the long term relationship between that two variables. Data that employed in this research are inflation rate and unemployment rate in Indonesia...
Persistent link: https://www.econbiz.de/10009464179