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The mechanisims of market efficiency twenty years later : the hindsight bias

Gilson, Ronald J.; Kraakman, Reinier H. - 2003

Persistent link: https://www.econbiz.de/10001894680

Les anticipations de change d'après les données d'enquêtes : un bilan de la littérature

Bénassy-Quéré, Agnès - In: Revue d'économie politique 107 (1997) 4, pp. 421-456

Persistent link: https://www.econbiz.de/10001226096

Exchange rate economics : where do we stand?

De Grauwe, Paul (ed.) - 2005

Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical...

Persistent link: https://www.econbiz.de/10013481744

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Persistent link: https://www.econbiz.de/10010461819

Density forecasting : a survey

Tay, Anthony S. A.; Wallis, Kenneth Frank - In: Journal of forecasting 19 (2000) 4, pp. 235-254

Persistent link: https://www.econbiz.de/10001504601

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight into … the question by drawing lessons from the literature. The definition of "economic theory" includes a broad range of … examples of theory-based forecasting that have not proven useful, such as theory-driven variable selection and some popular …

Persistent link: https://www.econbiz.de/10010407425

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...

Persistent link: https://www.econbiz.de/10003770817

Forecasing index volatility : sampling interval and non-trading effects

Walsh, David M.; Tsou, Glenn Yu-Gen - In: Applied financial economics 8 (1998) 5, pp. 477-485

Persistent link: https://www.econbiz.de/10001363726

Technological growth curves : a competition of forecasting models

Young, Peg - In: Technological forecasting & social change : an … 44 (1993) 4, pp. 375-389

Persistent link: https://www.econbiz.de/10001155668

Forecasting tourism demand : a review of empirical research

Witt, Stephen F. - In: International journal of forecasting 11 (1995) 3, pp. 447-475

Persistent link: https://www.econbiz.de/10001203012

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