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Persistent link: https://www.econbiz.de/10004149586
-of-sample forecasting gains, which are concentrated in U.S. business-cycle recessions. Nevertheless, economic variables and moving …-of-sample forecasting gains in the actual data evidenced by economic variables and moving-average rules. …
Persistent link: https://www.econbiz.de/10008489205
Persistent link: https://www.econbiz.de/10004911101
Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].
Persistent link: https://www.econbiz.de/10010945552
In any dataset with individual forecasts of economic variables, some forecasters will perform better than others. However, it is possible that these ex post differences reflect sampling variation and thus overstate the ex ante differences between forecasters. In this paper, we present a simple...
Persistent link: https://www.econbiz.de/10010292810
This paper examines the corporation tax forecasting techniques used by the Institute for Fiscal Studies. For current … forecasts. In the short term inaccuracies in the modelling process are found to be more important than errors in forecasting …
Persistent link: https://www.econbiz.de/10010293091
We analyze the relationship between the prices of ethanol, agricultural commodities and livestock in Nebraska, the U.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and the other commodities. The analysis takes possible...
Persistent link: https://www.econbiz.de/10010294304
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010294979
Bayesian forecasting of volatility. However, applicability of MLE is restricted to cases with a discrete distribution of … leads to gains in forecasting accuracy for some time series. …
Persistent link: https://www.econbiz.de/10010295106
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular …-memory counterparts. Since long memory models should have a particular advantage over long forecasting horizons, we consider predictions …
Persistent link: https://www.econbiz.de/10010295136