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A study of economist' consensus forecasts
Ahlers, David; Lakonishok, Josef - In: Management science : journal of the Institute for … 29 (1983) 10, pp. 1113-1125
Persistent link: https://www.econbiz.de/10001806123
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Economic forecasting : an Edward Elgar research review
Mills, Terence C. - 2016
: North-Holland. -- MARRIS, Robin L. (1954), The Position of Economics and Economists in the Government Machine: a Comparative … Indicators: 'Measurement Without Theory' Thirty-Five Years Later, Review of Economics and Statistics, 64, 589-595. -- DIEBOLD … of Economics and Economists in the Government Machine: A Comparative Critique of the United Kingdom and the Netherlands …
Persistent link: https://www.econbiz.de/10012419869
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Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2012
Persistent link: https://www.econbiz.de/10009562948
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Does Consistency Predict Accuracy of Beliefs? : Economists Surveyed About PSA
Berg, Nathan; Biele, Guido; Gigerenzer, Gerd - 2010
deviations from a restriction imposed by Bayes’ Rule on pairs of conditional beliefs. Economists with inconsistent beliefs tended …
Persistent link: https://www.econbiz.de/10014190207
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Business cycles, inflation and forecasting
Moore, Geoffrey Hoyt - 1980
Persistent link: https://www.econbiz.de/10000050408
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Forecast evaluation of Livingston data on inflation rates and inflation uncertainty
Cargill, Thomas F.; Meyer, Robert A. - In: Decision sciences : DS 16 (1985) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10001981071
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Wirtschaftswissenschaft und die Wechselfälle der "Wirklichkeit"
Sturn, Richard - In: Modell, Wirklichkeit und Krise : politische Ökonomie …, (pp. 45-86). 2012
Persistent link: https://www.econbiz.de/10009381638
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D-separation, forecasting, and economic science : a conjecture
Bessler, David A.; Wang, Zijun - In: Theory and decision : an international journal for … 73 (2012) 2, pp. 295-314
Persistent link: https://www.econbiz.de/10009611832
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Optimal asset allocation with factor models for large portfolios
Pesaran, M. Hashem (contributor);  … - 2008
This paper characterizes the asymptotic behaviour, as the number of assets gets arbitrarily large, of the portfolio weights for the class of tangency portfolios belonging to the Markowitz paradigm. It is assumed that the joint distribution of asset returns is characterized by a general factor...
Persistent link: https://www.econbiz.de/10003720566
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Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg - 1996
Persistent link: https://www.econbiz.de/10000940791