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Forecast of Bitcoin – Can It Become a Major Currency or Is It Just Another Bubble?
Dinges, Christian - 2018
the behavior of the value of Bitcoins, forecast the Bitcoin value and compare it to the actual development …
Persistent link: https://www.econbiz.de/10014116834
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Individual Forecasts of Exchange Rates
Dahlquist, Magnus; Söderlind, Paul - 2022
also find that forecasters learn from their own forecast errors (rather than from consensus forecast errors) and that they … overreact when forming expectations (as indicated by their forecast revisions). Finally, while forecasters have worse …
Persistent link: https://www.econbiz.de/10013306182
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Modeling and forecasting currency in circulation for liquidity management in Nigeria
Ikoku, Alvan - In: CBN journal of applied statistics 5 (2014) 1, pp. 79-104
Nigeria. Forecasts were produced using ARIMA, ARIMA with structural variables, VAR and VEC models. The performance of the … forecasts was then evaluated under a rolling forecast scenario, where the estimation sample is augmented by one observation and … the forecast sample is brought forward. The evaluation of the forecasts was based on average performance over a number of …
Persistent link: https://www.econbiz.de/10011474285
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Forecasting inflation under uncertainty : the forgotten dog and the frisbee
Nasir, Muhammad Ali - In: Technological forecasting & social change : an … 158 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012519684
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Should One Rely on Professional Exchange Rate Forecasts? An Empirical Analysis of Professional Forecasts for the Eur/Us-$ Rate
Bofinger, Peter; Schmidt, Robert - 2004
The study analyses the characteristics of professional exchange rate forecasts for the E/US-$ rate. The results indicate that the quality of forecasts produced by professional economists is rather poor and incompatible with the rational expectations hypothesis. This dismal result is according to...
Persistent link: https://www.econbiz.de/10014074962
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Biases of professional exchange rate forecasts : psychological explanations and an experimentally based comparison to novices
Leitner, Johannes; Schmidt, Robert; Bofinger, Peter - 2003
Persistent link: https://www.econbiz.de/10001900767
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Should one rely on professional exchange rate forecasts : an empirical analysis of professional forecasts for the €/US-$ rate
Bofinger, Peter; Schmidt, Robert - 2003
Persistent link: https://www.econbiz.de/10001900802
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Biases of professional exchange rate forecasts : psychological explanations and an experimentally based comparison to novices
Leitner, Johannes; Schmidt, Robert; Bofinger, Peter - 2003
The empirical performance of macroeconomic exchange rate models is more than disappointing. This dismal result is also reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat native random walk forecasts. The root for this deficient...
Persistent link: https://www.econbiz.de/10010498976
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Should one rely on professional exchange rate forecasts : an empirical analysis of professional forecasts for the €/US-$ rate
Bofinger, Peter; Schmidt, Robert - 2003
The study analyses the characteristics of professional exchange rate forecasts for the € /US-$ rate. The results indicate that the quality of forecasts produced by professional economists is rather poor and incompatible with the rational expectations hypothesis. This dismal result is according...
Persistent link: https://www.econbiz.de/10010498977
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Variance risk premiums in foreign exchange markets
Ammann, Manuel; Buesser, Ralf - 2013
Based on the theory of static replication of variance swaps we assess the sign and magnitude of variance risk premiums in foreign exchange markets. We find significantly negative risk premiums when realized variance is computed from intraday data with low frequency. As a likely consequence of...
Persistent link: https://www.econbiz.de/10010410031