Narrow search
Showing 1 - 10 of 8,054
Cover Image
Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey
Altuğ, Sumru; Çakmaklı, Cem - In: International journal of forecasting 32 (2016) 1, pp. 138-153
Persistent link: https://www.econbiz.de/10011596492
Cover Image
Efficient Yield Curve Estimation and Forecasting in Brazil
Caldeira, João - 2013
Modeling the term structure of interest rate is very important to macroeconomists and financial market practitioners in general. In this paper, we used the Diebold-Li interpretation to the Nelson Siegel model in order to fit and forecast the Brazilian yield curve. The data consisted of daily...
Persistent link: https://www.econbiz.de/10013090757
Cover Image
Are Professional Forecasters Rational? Evidence for Brazilian Dataset
de Prince, Diogo - 2020
We test forecast rationality for Brazilian inflation using Survey of Professional Forecasters (SPF) for each month. We … hypothesis with traditional time series approach for the consensus inflation but we do not reject the null hypothesis using … fluctuation rationality test of Rossi and Sekhposyan (2016). We obtain that there is bias in inflation forecasts in the easing and …
Persistent link: https://www.econbiz.de/10012840588
Cover Image
Uncertainty in long-term macroeconomic forecasts : ex post evaluation of forecasts by economics researchers
Morikawa, Masayuki - 2019
Persistent link: https://www.econbiz.de/10012134834
Cover Image
What's the natural rate of unemployment? : answers from forecasters
Capehart, Kevin W. - In: International review of applied economics 33 (2019) 5, pp. 712-732
Persistent link: https://www.econbiz.de/10012182356
Cover Image
Why does aggregate earnings growth reflect information about future inflation?
Shivakumar, Lakshmanan; Urcan, Oktay - In: The accounting review : a publication of the American … 92 (2017) 6, pp. 247-276
Persistent link: https://www.econbiz.de/10011780746
Cover Image
A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?
David, Alexander; Veronesi, Pietro - In: Annual review of financial economics 14 (2022), pp. 439-463
Persistent link: https://www.econbiz.de/10013461169
Cover Image
Quantifying macroeconomic uncertainty in Norway
Bowe, Frida; Kirkeby, Sara Jahr; Lindalen, Ingvild Hagen; … - 2023
This paper presents a framework for quantifying uncertainty around point forecasts for GDP, inflation and house prices …
Persistent link: https://www.econbiz.de/10014313751
Cover Image
Forecasting models for the Chinese macroeconomy in a data-rich environment : evidence from large dimensional approximate factor models with mixed-frequency data
Zhang, Qin; Ni, He; Xu, Hao - In: Accounting and finance 63 (2023) 1, pp. 719-767
Persistent link: https://www.econbiz.de/10014301589
Cover Image
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753