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Performance evaluation of judgemental directional exchange rate predictions
Pollock, Andrew C.; Macaulay, Alex; Thomson, Mary E.; … - 2005
A procedure is proposed for examining different aspects of performance for judgemental directional probability … the existing accuracy measures, enabling detailed comparisons of probability forecasts with ex-post empirical … directional probability exchange rate forecasts for the US Dollar/Swiss Franc from 23/7/96 to 7/12/99 and the findings are …
Persistent link: https://www.econbiz.de/10009435350
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The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements
Thomson, Mary E.; Pollock, Andrew C.; Henriksen, Karen B.; … - 2004
models over three time horizons on a task involving probabilistic forecasts of exchange rate movements. Probability …
Persistent link: https://www.econbiz.de/10009435351
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An analysis of a widely used version of the CUSUM tracking signal
Ravi, Peruvemba Sundaram - In: Journal of the Operational Research Society : OR 65 (2014) 8, pp. 1189-1192
Persistent link: https://www.econbiz.de/10010386713
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Improving penetration forecasts using social interactions data
Toubia, Olivier; Goldenberg, Jacob; Garcia, Rosanna - In: Management science : journal of the Institute for … 60 (2014) 12, pp. 3049-3066
Persistent link: https://www.econbiz.de/10010461768
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Using Bayesian updating to improve decisions under uncertainty
McCann, Brian T. - In: California management review 63 (2020) 1, pp. 26-40
Persistent link: https://www.econbiz.de/10012309216
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Judgment extremity and accuracy under epistemic vs. aleatory uncertainty
Tannenbaum, David; Fox, Craig R.; Ülkümen, Gülden - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 497-518
Persistent link: https://www.econbiz.de/10011647370
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A Case-Based Model of Probability and Pricing Judgments: Biases in Buying and Selling Uncertainty
Brenner, Lyle A.; Griffin, Dale W.; Koehler, Derek J. - In: Management Science 58 (2012) 1, pp. 159-178
We integrate a case-based model of probability judgment with prospect theory to explore asset pricing under uncertainty …. Research within the "heuristics and biases" tradition suggests that probability judgments respond primarily to case … framework's predictions, distinct patterns of miscalibration are found for buying prices, selling prices, and probability …
Persistent link: https://www.econbiz.de/10010990558
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Islamic Republic of Iran; Selected Issues
International Monetary Fund (IMF); International … - 2008
This Selected Issues Paper on Iran reviews that monetary factors are the main determinants of inflation in the country. Government spending out of oil revenues leads to large liquidity injections that the central bank accommodates owing to its efforts to prevent a significant nominal...
Persistent link: https://www.econbiz.de/10011244775
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Jamaica; Selected Issues
International Monetary Fund (IMF); International … - 2008
Economic outcomes in Jamaica have fallen short of the authorities’ objectives in recent years. As the government looks to reinvigorate its growth and debt reduction strategy, it is instructive to examine how exogenous shocks and other unanticipated developments can affect economic...
Persistent link: https://www.econbiz.de/10011245592
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Czech Koruna and Polish Zloty Currency Options; Information Contnent and Eu-Accession Implications
Morales, Armando Méndez - International Monetary Fund (IMF) - 2000
Currency option implied volatility predicts more efficiently exchange rate volatility for the Polish zloty relative to the Czech koruna, reflecting differences in the frequency of central bank intervention in the foreign exchange market. A GARCH model shows a positive impact of the introduction...
Persistent link: https://www.econbiz.de/10005248136