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Business cycles, inflation, and forecasting
Moore, Geoffrey Hoyt - 1983 - 2. ed.
Persistent link: https://www.econbiz.de/10000054402
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The accuracy and rationality of UK inflation expectations : some quantitative evidence
Batchelor, R. A.; Dua, P. - In: Applied economics 19 (1987) 6, pp. 819-828
Persistent link: https://www.econbiz.de/10003483541
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Real, nominal and price adjustment in generalized models of money demand : can we improve stability and forecasts?
Smith, Kenneth L. - In: Quarterly journal of business and economics : QJBE 25 (1986) 3, pp. 72-84
Persistent link: https://www.econbiz.de/10003682294
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Expected inflation in Canada 1965-1979: how rational are business forecasts?
Frank, Murray - 1982
Persistent link: https://www.econbiz.de/10003529089
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Evaluating real-time forecasts from Norges Bank's system for averaging models
Jore, Anne Sofie - 2012
Persistent link: https://www.econbiz.de/10009524206
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Essays on central bank forecasting
Schultefrankenfeld, Guido - 2014
Persistent link: https://www.econbiz.de/10010406987
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New methods of evaluating the forecasts accuracy : a case study for USA inflation
Bratu, Mihaela - In: Business and Economic Research : BER 3 (2013) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10009779802
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Predicting relative forecasting performance : an empirical investigation
Granziera, Eleonora; Sekhposyan, Tatevik - 2018
Persistent link: https://www.econbiz.de/10011948079
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Does consumption-wealth ratio signal stock returns? : VECM results for Germany
Fang, Xu (contributor) - 2005
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performances of...
Persistent link: https://www.econbiz.de/10002633392
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Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany
Xu, Fang - 2009
This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performance of...
Persistent link: https://www.econbiz.de/10013154587