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Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts

Benavides, Guillermo; Capistrán, Carlos - 2009

hybrid forecasts. Superior forecasting performance is achieved by both, taking into account the conditional expected … conditional combinations extends the application of conditional predictive ability tests to select forecast combinations. The …

Persistent link: https://www.econbiz.de/10010322599

Political science tools for assessing feasibility and sustainability of reforms

Wimmer, Andreas; De Soysa, Indra; Wagner, Christian - 2003

). We have designed three tools that help forecast how these factors will develop in the future. Each tool comprises three …). The three tools belong to different types of forecasting techniques and thus illustrate the wide range methods available …

Persistent link: https://www.econbiz.de/10010323606

Können offene Stellen als Vorlaufindikator für Neueinstellungen dienen?

Bleninger, Philipp; Kettner, Anja; Pausch, Stephanie; … - 2012

In der ökonomischen Forschung fehlt bislang gesamtwirtschaftlich repräsentative empirische Evidenz zu der Frage, ob offene Stellen als Vorlaufindikator für die Beschäftigungsentwicklung gelten können. Bei der Interpretation der aktuellen Entwicklung des Stellenangebots wird dies häufig...

Persistent link: https://www.econbiz.de/10010323756

Do Forecasters use Monetary Models? An Empirical Analysis of Exchange Rate Expectations

Schröder, Michael; Dornau, Robert - 2000

Do financial market analysts use structural economic models when forecasting exchange rates? This is the leading …

Persistent link: https://www.econbiz.de/10010324025

Prediction of 0-1-events for short- and long-memory time series

Beran, Jan - 2002

The problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.

Persistent link: https://www.econbiz.de/10010324060

SEMIFAR Forecasts, with Applications to Foreign Exchange Rates

Beran, Jan; Ocker, Dirk - 1999

important impact on forecasts. in this paper, forecasts and forecast intervals for SEMIFAR models are obtained. The forecasts …

Persistent link: https://www.econbiz.de/10010324082

Self-rated health and changes in self-rated health as predictors of mortality: First evidence from German panel data

Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2000

Empirical evidence from several countries reveals that self-rated health is a valid predictor of mortality. So far, there have been no studies conducted for Germany. Using data from the German Socio-Economic Panel Study (GSOEP) we confirm the relationship between self-rated health and mortality...

Persistent link: https://www.econbiz.de/10010324212

Leading indicators of German business cycles: An assessment of properties

Fritsche, Ulrich; Stephan, Sabine - 2000

be statistically significant and stable over time. (3) The inclusion of the indicator in out-of-sample forecasting … all tests. Their inclusion into VAR-based forecasts improves the forecast in the very short run. …) Die Einbeziehung des Indikators sollte die Out-of-sample-Prognose verbessern. Unsere Untersuchung testet diese …

Persistent link: https://www.econbiz.de/10010324215

Do forecasters inform or reassure? Evaluation of the German real-time data

Kholodilin, Konstantin Arkadievich; Siliverstovs, Boriss - 2009

the magnitude and dispersion of the forecast/revision errors. It is demonstrated that government consumption series are …

Persistent link: https://www.econbiz.de/10010324268

The prospects of the Baby Boomers: Methodological challenges in projecting the lives of an aging cohort

Westermeier, Christian; Rasner, Anika; Grabka, Markus M. - 2012

In most industrialized countries, the work and family patterns of the baby boomers characterized by more heterogeneous working careers and less stable family lives set them apart from preceding cohorts. Thus, it is of crucial importance to understand how these different work and family lives are...

Persistent link: https://www.econbiz.de/10010324277