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Forecasting inflation in a macroeconomic framework : an application to Tunisia

Chamseddine Zardi, Souhai͏̈b - 2017

Tunisia. For that, we use a large number of econometric models to forecast short-run inflation. Specifically, we use …The aim of this paper is to demonstrate the relative performance of combining forecasts on inflation in the case of … finding results reveal that the forecast combination leads to a reduction in forecast error compared to individual models. …

Persistent link: https://www.econbiz.de/10011620806

Inflation forecasting models and forecasting combination analysis : the case of Ethiopia economic modeling and statistical analysis directorate

Abinet, Chalachew - In: Birritu : is a quarterly magazine published by: the … 136 (2023), pp. 7-29

Persistent link: https://www.econbiz.de/10014381058

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

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

Stock Analysts Efficiency in a Tournament Structure : The Impact of Analysts Picking a Winner and a Loser

Rotthoff, Kurt W. - 2014

A financial analyst who can give accurate return predictions is highly valued. This study uses a unique data set comparing CNBC's Fast Money's ‘March Madness' stock picks as a proxy for analysts' stock return predictions. With this data, set up as a tournament, the analysts pick both a winner...

Persistent link: https://www.econbiz.de/10013068307

Agreeing on Disagreement : Heterogeneity or Uncertainty?

ter Ellen, Saskia - 2019

uncertainty and find that disagreement is not robustly related to uncertainty, as results depend heavily on the forecast horizon …

Persistent link: https://www.econbiz.de/10012903581

Agreeing on Disagreement : Heterogeneity or Uncertainty?

ter Ellen, Saskia - 2018

uncertainty and find that disagreement is not robustly related to uncertainty, as results depend heavily on the forecast horizon …

Persistent link: https://www.econbiz.de/10012935687

Looking Forward : Management Earnings Forecasts and the Value Effect

Hiraki, Takato - 2018

We examine the pricing implications of management earnings forecasts by taking advantage of the unique corporate disclosure practice in Japan, where listed firms regularly announce earnings forecasts upon requests by stock exchanges and the press. Calendar-time strategies using the forecasted...

Persistent link: https://www.econbiz.de/10012940312

Stock Analysts Efficiency in a Tournament Structure : The Impact of Analysts Picking a Winner and a Loser

Rotthoff, Kurt W. - 2015

Persistent link: https://www.econbiz.de/10013012423

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