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Copycats and common swings : the impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: IMF staff papers 49 (2002) 1, pp. 4-21

Persistent link: https://www.econbiz.de/10001663876

A impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: European Monetary Union, emerging markets and …, (pp. 167-183). 2000

Persistent link: https://www.econbiz.de/10001549911

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999

Persistent link: https://www.econbiz.de/10001412202

The impact of the use of forecasts in information sets

Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - 1999

We analyze the properties of multiperiod forecasts which are formulated by a number of companies for a fixed horizon ahead which moves each month one period closer and are collected and diffused each month by some polling agency. Some descriptive evidence and a formal model suggest that knowing...

Persistent link: https://www.econbiz.de/10010504318