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German forecasters' narratives : how informative are German business cycle forecast reports?
Müller, Karsten - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2373-2415
Persistent link: https://www.econbiz.de/10013197310
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Sentiment analysis of German texts in finance : improving and testing the BPW dictionary
Pöferlein, Matthias - In: Journal of banking and financial economics 2 (2021) 16, pp. 5-24
Using the dictionary-based approach to measure the sentiment of finance-related texts is primarily focused on English …. Additionally, I tested multiple measurements of sentiment. I show that using the edited and extended dictionary to calculate a … relative measurement of sentiment, central assumptions regarding textual analysis can be fulfilled and more significant …
Persistent link: https://www.econbiz.de/10012887911
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Nowcasting GDP using machine-learning algorithms : a real-time assessment
Richardson, Adam; Van Florenstein Mulder, Thomas; … - In: International journal of forecasting 37 (2021) 2, pp. 941-948
Persistent link: https://www.econbiz.de/10012792884
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Assessing macroeconomic forecasts for Japan under an asymmetric loss function
Tsuchiya, Yoichi - In: International journal of forecasting 32 (2016) 2, pp. 233-242
Persistent link: https://www.econbiz.de/10011596715
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Forecasting with DSGE models : what frictions are important?
Nalban, Valeriu - In: Economic modelling 68 (2018), pp. 190-204
Persistent link: https://www.econbiz.de/10011934622
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Evaluating DSGE model forecasts of comovements
Herbst, Edward; Schorfheide, Frank - In: Journal of Econometrics 171 (2012) 2, pp. 152-166
This paper develops and applies tools to assess multivariate aspects of Bayesian Dynamic Stochastic General Equilibrium (DSGE) model forecasts and their ability to predict comovements among key macroeconomic variables. We construct posterior predictive checks to evaluate conditional and...
Persistent link: https://www.econbiz.de/10010588321
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Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function
Tsuchiya, Yoichi - In: Economics Letters 116 (2012) 3, pp. 601-603
We examine asymmetry in the loss function of Japanese corporate executives in their output growth forecasts and test for rationality of the forecasts under the assumption of a possibly asymmetric loss function. We find evidence of asymmetry and support for rationality under an asymmetric loss...
Persistent link: https://www.econbiz.de/10010594180
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GDP forecasts : informational asymmetry of the SPF and FOMC minutes
Bespalova, Olga - In: International journal of forecasting 36 (2020) 4, pp. 1531-1540
Persistent link: https://www.econbiz.de/10012547056
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A discussion of "Text Selection"
Sinha, Nitish Ranjan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 888-891
Persistent link: https://www.econbiz.de/10012653199
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Manager sentiment bias and stock returns : evidence from China
Chen, Shaoling; Liu, Tianjue; Peng, Qing; Zhao, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 823-836
Persistent link: https://www.econbiz.de/10012821619