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41
Biases of professional exchange rate forecasts: Psychological explanations and an experimentally based comparison to novices
Leitner, Johannes
;
Schmidt, Robert
;
Bofinger, Peter
-
Wirtschaftswissenschaftliche Fakultät, Bayerische …
-
2003
The empirical performance of macroeconomic exchange rate models is more than disappointing. This dismal result is also reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve random walk forecasts. The root for this deficient...
Persistent link: https://www.econbiz.de/10009226070
Saved in:
42
Should one rely on professional exchange rate forecasts: An empirical analysis of professional forecasts for the /US-$ rate
Bofinger, Peter
;
Schmidt, Robert
-
Wirtschaftswissenschaftliche Fakultät, Bayerische …
-
2003
The study analyses the characteristics of professional exchange rate forecasts for the /US-$ rate. The results indicate that the quality of forecasts produced by profes-sional economists is rather poor and incompatible with the rational expectations hy-pothesis. This dismal result is according...
Persistent link: https://www.econbiz.de/10009226084
Saved in:
43
Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices
Bofinger, Peter
;
Leitner, Johannes
;
Schmidt, Robert
-
C.E.P.R. Discussion Papers
-
2004
The empirical performance of macroeconomic exchange rate models is more than disappointing. This dismal result is also reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve random walk forecasts. The root for this deficient...
Persistent link: https://www.econbiz.de/10005504428
Saved in:
44
Money Illusion and Housing Frenzies
Brunnermeier, Markus K
;
Julliard, Christian
-
C.E.P.R. Discussion Papers
-
2007
A reduction in inflation can fuel run-ups in housing prices if people suffer from money illusion. For example, investors who decide whether to rent or buy a house by simply comparing monthly rent and mortgage payments do not take into account that inflation lowers future real mortgage costs. We...
Persistent link: https://www.econbiz.de/10005067397
Saved in:
45
Y a-t-il une théorie des marchés financiers ?.
Galavielle, Jean-Pierre
-
Maison des Sciences Économiques, Université Paris 1 …
-
2003
Ever since the Creation of the stock exchange, scientists have tried to endow them with a theoretical representation. Mathematicians endeavoured to demonstrate that the Gaussian character of financial markets should by necessity neutralise any speculative temptation. Astrophysicists went further...
Persistent link: https://www.econbiz.de/10005696806
Saved in:
46
Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the €/US$ Rate
Bofinger, Peter
;
Schmidt, Robert
-
C.E.P.R. Discussion Papers
-
2004
The study analyses the characteristics of professional exchange rate forecasts for the €/US$ rate. The results indicate that the quality of forecasts produced by professional economists is rather poor and incompatible with the rational expectations hypothesis. This dismal result is according...
Persistent link: https://www.econbiz.de/10005666725
Saved in:
47
Was bewegt den DAX?
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Wohlrabe, Klaus
- In:
Ifo Schnelldienst
66
(
2013
)
23
,
pp. 32-36
, wirken sich in rund zwei Drittel der Fälle sofort auf den deutschen
Aktienmarkt
aus. Vor allem Daten zu Investitionen, Zahlen …
Persistent link: https://www.econbiz.de/10010732340
Saved in:
48
Experimentelle Aktienmärkte als Instrumente der Konjunkturprognose
Berlemann, Michael
- In:
Ifo Schnelldienst
57
(
2004
)
16
,
pp. 21-29
In den späten achtziger Jahren kam eine neue Prognosetechnik zur Anwendung: die Veranstaltung so genannter "experimenteller Aktienmärkte". Diese Technik wurde zunächst vorrangig im Bereich der Wahlprognose eingesetzt, später fand sie auch in anderen Bereichen Anwendung, so z.B. bei der...
Persistent link: https://www.econbiz.de/10005013445
Saved in:
49
Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
Klein, A.
;
Urbig, D.
;
Kirn, S.
-
Volkswirtschaftliche Fakultät, …
-
2008
Introduction. The objects of investigation of this work are micro-level behaviors in stock markets. We aim at better understanding which strategies of market participants drive stock markets. The problem is that micro-level data from real stock markets are largely unobservable. We take an...
Persistent link: https://www.econbiz.de/10005835845
Saved in:
50
VAR Estimates of the Housing and Stock Wealth Effects: Cross-country Evidence
Guo, Sheng
;
Unal, Umut
-
Department of Economics, Florida International University
-
2011
We estimate the wealth effects of housing and stock market wealth using time-series data for eight developed countries. In estimation we employ the structural vector-autoregressive regressions (SVAR), which articulate the dynamic interactions of shocks to housing prices, stock values, and...
Persistent link: https://www.econbiz.de/10009020147
Saved in:
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