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Investing for the long run when returns are predictable
Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264
Persistent link: https://www.econbiz.de/10001496991
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Essays on financial markets and the macroeconomy
Mönch, Emanuel - 2006
Persistent link: https://www.econbiz.de/10003412031
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Now-Casting and the Real-time Data Flow
Banbura, Marta - 2013
The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and … models that formalize key features of how market participants and policy makers read macroeconomic data releases in real time …
Persistent link: https://www.econbiz.de/10013080088
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Forecasting the Size Premium Over Different Time Horizons
Zakamulin, Valeriy - 2012
the use of a set of lagged macroeconomic variables. We find that it is possible to forecast the size premium over time …
Persistent link: https://www.econbiz.de/10013113672
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Market Timing and Predictability in FX Markets
Maurer, Thomas Andreas - 2020
We construct mean-variance optimized currency portfolios and analyze the time- series variation of the conditional …
Persistent link: https://www.econbiz.de/10012855418
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Nowcasting in Real Time Using Popularity Priors
Monokroussos, George - 2020
public's attention to recession-related keywords in real time. We then compare nowcasts made with and without this index … using the Bayesian model with GRI-based “popularity priors” we could identify the 2008Q3 turning point in real time, without …
Persistent link: https://www.econbiz.de/10012841873
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Forecast Accuracy and Consistent Preferences for the Timing of Information Arrival
Hofmann, Christian - 2019
We study a principal's choice of whether to produce an imperfect forecast about a firm's outcome either before or after an agent's effort choice. The early forecast affects the agent's effort choice, which means the forecast can also be used to infer information about the effect of the agent's...
Persistent link: https://www.econbiz.de/10012869744
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Impact of Time as an Independent in Tree Based Forecasting
Leitch, Terry - 2019
This paper analyzes the impact of including and excluding time when there is a regime change in the explanatory power … the importance of time as an independent in a tree based forecast …
Persistent link: https://www.econbiz.de/10012891345
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Nowcasting
BańBura, Marta; Giannone, Domenico; Reichlin, Lucrezia - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882035
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How Analysts’ Ability Affects Forecast Timing Under Bias and Uncertainty?
Malevergne, Yannick - 2018
affects the trade-off between timeliness and forecast quality. We find that the optimal forecasting time varies non … time goes by. Both the low and high skill analysts tend to issue their forecast sooner than the analysts with intermediate …
Persistent link: https://www.econbiz.de/10012928822