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Reverse Kalman filtering U.S. inflation with sticky professional forecasts

Nason, James M.; Smith, Gregor W. - Federal Reserve Bank of Philadelphia - 2013

We provide a new way to filter US inflation into trend and cycle components, based on extracting long-run forecasts from the Survey of Professional Forecasters. We operate the Kalman filter in reverse, beginning with observed forecasts, then estimating parameters, and then extracting the...

Persistent link: https://www.econbiz.de/10010692396

Financial Analysts' Forecasts and Stock Recommendations: A Review of the Research

Ramnath, Sundaresh; Rock, Steve; Shane, Philip B. - In: Foundations and Trends(R) in Finance 2 (2008) 4, pp. 311-421

This surveys reviews research regarding the role of financial analysts in capital markets. The survey builds on the perspectives provided by Schipper (1991) and Brown (1993). We categorize papers published mainly since 1992 and selectively discuss aspects of these papers that address or suggest...

Persistent link: https://www.econbiz.de/10010693716

The Proposed Mathematical Models for Decision-Making and Forecasting on Euro-Yen in Foreign Exchange Market

Haeri, Abdorrahman; Rabbani, Masoud; Habibnia, Ali - In: Iranian Economic Review 16 (2011) 3, pp. 67-91

In this paper two approaches for trading and forecasting on Euro-Yen exchange rates are suggested. In the first … maximize profit. The aim of second approach is forecasting the direction of exchange rate (increase or decrease) over a … developed to minimize mean of errors of forecasting. Then mean of errors of developed models are compared with four major …

Persistent link: https://www.econbiz.de/10010695794

Nonlinearity in Exchange Rates and Forecasting

Moshiri, Saeed; Seifi, Forough - In: Iranian Economic Review 13 (2008) 1, pp. 83-105

forecast the exchange rates. The results show that ANN outperforms both ARIMA and GARCH models in forecasting the exchange … rates, but generates the same results as the alternative models in forecasting the rate of change of the exchange rates. …

Persistent link: https://www.econbiz.de/10010695806

Forecasting the impact of infrastructure on Swedish commuters’ cycling behaviour

Björklund, Gunilla; Isacsson, Gunnar - CTS - Centre for Transport Studies Stockholm (KTH and VTI) - 2013

In this paper we investigate the impact of four cycling environments on the propensity to cycle to work. The types of infrastructure investigated were mixed traffic, bicycle lane in the road way, bicycle path next to the road, and bicycle path not in connection with the road. In the mode choice...

Persistent link: https://www.econbiz.de/10010760077

Regional disparities in Ghana: Policy options and public investment implications

Al-Hassan, Ramatu M.; Diao, Xinshen - International Food Policy Research Institute (IFPRI) - 2007

""This paper sets out to identify avenues for pro-poor growth in Ghana, focussing on agricultural opportunities, particularly in northern Ghana. Using an economywide, multimarket model and based on time series production data between 1991 and 2000 and Ghana Living Standards Survey data of...

Persistent link: https://www.econbiz.de/10010762133

Trade Misinvoicing and Macroeconomic Outcomes in India

Jha, Raghbendra; Truong, Duc Nguyen - Crawford School of Public Policy, Australian National … - 2014

This paper has two main objectives. First, it computes capital flight (CF) through trade misinvoicing from India using data from UNCOMTRADE, MIT Observatory of Economic Complexity and IMF E-library. India's trade with 17 countries over the period 1988-2012 is considered. We find that CF has...

Persistent link: https://www.econbiz.de/10010762623

Cálculo correcto y sencillo del valor a precios de mercado. Una comparación con otros métodos.

Vélez-Pareja, Ignacio - MASTER CONSULTORES - 2004

En la práctica financiera y la enseñanza de las finanzas el tratamiento que se le da a algunos de los conceptos más importantes en la evaluación de proyectos y la valoración de empresas en muchos casos es por decir lo menos, ligero. Por un lado está la determinación de los flujos de caja...

Persistent link: https://www.econbiz.de/10010762925

Herramientas de Proyecciones y Proyecciones de los Estados Financieros

Vélez, Ignacio; Dávila, Ricardo - MASTER CONSULTORES - 2011

.This chapter presents some forecasting tools and a step by step procedure to forecast financial statements without plugs and …

Persistent link: https://www.econbiz.de/10010762990

Guidelines for forecasting historical financial statements for valuation purposes

Velez-Pareja, Ignacio - MASTER CONSULTORES - 2008

In this teaching note I list some suggestions that might be useful to take into account when forecasting financial …

Persistent link: https://www.econbiz.de/10010763014