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Stock returns and expected business conditions: Half a century of direct evidence

Campbell, Sean D.; Diebold, Francis X. - 2005

We explore the macro/finance interface in the context of equity markets. In particular, using half a century of Livingston expected business conditions data we characterize directly the impact of expected business conditions on expected excess stock returns. Expected business conditions...

Persistent link: https://www.econbiz.de/10010298269

Forecast evaluation of small nested model sets

Hubrich, Kirstin; West, Kenneth D. - 2009

We propose two new procedures for comparing the mean squared prediction error (MSPE) of a benchmark model to the MSPEs …

Persistent link: https://www.econbiz.de/10011605076

Bankruptcy prediction for Ukrainian, German and North American companies

Perederiy, Volodymyr - 2010

default prediction modelling for developed market economies. The modelling methodology being quite established and advanced …This PhD thesis has two main emphases. First, the author constructs a default prediction model for Ukrainian … available, at least for Ukrainian Open-Joint-Stock companies. The author used for this modelling the standard default-prediction …

Persistent link: https://www.econbiz.de/10009460748

Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - 2011

methods Our results suggest that model averaging does not dominate other well designed prediction model specification methods … using recursive estimation windows, which dominate other windowing approaches in our experiments, prediction models …-spread variables in nonlinear prediction specification. …

Persistent link: https://www.econbiz.de/10010282841

The role of oil price shocks in causing U.S. recessions

Kilian, Lutz; Vigfusson, Robert J. - 2016

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide a formal analysis of this question with special attention to the possible role...

Persistent link: https://www.econbiz.de/10011421672

Understanding the nature and determinants of critical thinking among senior business undergraduate students

Brown, F. William; Bielinska-Kwapisz, Agnieszka - In: Journal of education for business 90 (2015) 7, pp. 359-368

Persistent link: https://www.econbiz.de/10011422063

The role of oil price shocks in causing U.S. recessions

Kilian, Lutz; Vigfusson, Robert J. - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...

Persistent link: https://www.econbiz.de/10010361838

Relationship between maternal behavior during pregnancy, birth outcome, and early childhood development : an exploratory study

Li, Kai; Poirier, Dale J. - 2003

This study examines the relationship between maternal behavior during pregnancy, birth outcomes, and early childhood development. Specifically, in the context of four measures of maternal behavior during pregnancy (maternal smoking, drinking, prenatal care, and maternal weight gain), three...

Persistent link: https://www.econbiz.de/10011509445

Can machine learning predict quantity and duration of migration to the USA?

Azizi, SeyedSoroosh; Ngwaba, Chigozie Andy; … - In: The journal of prediction markets 15 (2021) 1, pp. 97-107

Persistent link: https://www.econbiz.de/10012803549

Consumer bankruptcy prediction using balanced and imbalanced data

Brygała, Magdalena - In: Risks : open access journal 10 (2022) 2, pp. 1-13

imbalanced dataset. The research on consumer bankruptcy prediction is of paramount importance as it aims to build statistical …

Persistent link: https://www.econbiz.de/10012805903

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