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In this study, the performance and rationality of the gross domestic product growth forecasts by the World Bank (WB …’s growth forecast not only for regional aggregates but also for 130 countries between 1999 and 2019. The results of the … investigation are summarized as follows. (1) The next-year forecast performances of the majority of the regions improved after the …
Persistent link: https://www.econbiz.de/10013241622
In July, the IMF, the European Commission, and the Asian Development Bank updated their previous world economic … development forecasts. In the updated IMF forecast, the global GDP growth rate for 2022 is reduced to 3.2% because of a slowdown …
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This study compares the performance of the widely used risk measure Value-at-Risk (VaR) across a large sample of developed and emerging countries. The performance of the VaR is assessed by both unconditional and conditional tests of Kupiec and Christoffersen, respectively, as well as the...
Persistent link: https://www.econbiz.de/10013091310
The study examines the predictability of 48 sovereign bond markets based on a strategy of 27,000 technical trading rules. These rules represent four popular trading rule classes, they are: moving average, filtering, support and resistance, and channel breakout rules, with numerous variants in...
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This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
Persistent link: https://www.econbiz.de/10012833734