Similar Search Results

Predictive Ability of Three Different Estimates of ‘Cay’ to Excess Stock Returns – A Comparative Study for South Africa and USA

Emara, Noha - 2021

The results of Lettau and Ludvigson (2001) show that Cay-LL has a significant predictive power both in the in-sample and the out-of-sample forecast of excess return. Our study departs from Lettau and Ludvigson (2001) in adding and comparing other two estimates of cay namely cay-OLS and cay-DLS...

Persistent link: https://www.econbiz.de/10013233360

A Study on Forecasting Economic Convergence of India in Comparison to USA, China and Japan

Rajaiah, Jayaraj; Pendse, Eesha; Thomas, Sheril Anna; … - 2021

This paper attempts to examine, compare and forecast the per capita GDP of India, the USA, China, and Japan for a … ARIMA (0,2,1), for Japan it is ARIMA (2,1,2) and for USA it is ARIMA (1,1,2). This research paper has estimated the …

Persistent link: https://www.econbiz.de/10013216161

Are the Fed's inflation forecasts still superior to the private sector's

Gamber, Edward N.; Smith, Julie K. - In: Journal of macroeconomics 31 (2009) 2, pp. 240-251

Persistent link: https://www.econbiz.de/10003899894

Forecasting private consumption : survey-based indicators vs. Google trends

Schmidt, Torsten; Vosen, Simeon - 2009

In this study we introduce a new indicator for private consumption based on search query time series provided by Google Trends. The indicator is based on factors extracted from consumption-related search categories of the Google Trends application Insights for Search. The forecasting performance...

Persistent link: https://www.econbiz.de/10003903709