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Ratings vs. Rankings – A Comparison of Predictability
Meinhardt, Christian - 2011
This study questions whether the Feri Trust Rating, the Euro Fondsnote and the Finanztest-Bewertung are able to predict … future performance compared to those with top rating. The rankings Feri Trust Rating and Finanztest-Bewertung reach this … Feri Trust or Finanztest-Bewertung differ not from second and third best funds …
Persistent link: https://www.econbiz.de/10013130085
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Comparing and selecting performance measures using rank correlations
Caporin, Massimiliano; Lisi, Francesco - 2011
The financial economics literature proposes dozens of performance measures to be used, for instance, to compare, analyse, rank and select assets. There is thus a problem: which measures should be considered? We extend the current literature by comparing a large set of performance measures over...
Persistent link: https://www.econbiz.de/10009238661
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Comparing and selecting performance measures using rank correlations
Caporin, Massimiliano; Lisi, Francesco - 2011
The financial economics literature proposes dozens of performance measures to be used, for instance, to compare, analyze, rank and select assets. There is thus a problem: which measures should be considered? The authors extend the current literature by comparing a large set of performance...
Persistent link: https://www.econbiz.de/10009125163
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The diversity of forecasts from macroeconomic models of the U.S. economy
Wieland, Volker; Wolters, Maik - 2010
This paper investigates the accuracy and heterogeneity of output growth and inflation forecasts during the current and … in terms of accuracy even though the models only make use of a small number of data series. Model forecasts compare … the four preceding NBER-dated U.S. recessions. We generate forecasts from six different models of the U.S. economy and …
Persistent link: https://www.econbiz.de/10003973758
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008903193
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The diversity of forecasts from macroeconomic models of the US economy
Wieland, Volker; Wolters, Maik H. - 2010
Persistent link: https://www.econbiz.de/10003994007
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
that pooling the data delivers more accurate forecasts in the vast majority of cases although the implicit long …
Persistent link: https://www.econbiz.de/10011374380
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Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany
Buchen, Teresa; Wohlrabe, Klaus - 2013
forecasting a wide range of macroeconomic variables. Moreover, we analyse to what extent its forecasting accuracy depends on the …
Persistent link: https://www.econbiz.de/10009721997
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What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...
Persistent link: https://www.econbiz.de/10011507659