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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - 2015
Persistent link: https://www.econbiz.de/10011343492
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
Persistent link: https://www.econbiz.de/10011346927
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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
no-change forecast. Our key finding is that substantial reductions in the mean-squared prediction error (MSPE) of … greater reductions in MSPEs are possible by constructing a pooled forecast that assigns equal weight to five of the most …
Persistent link: https://www.econbiz.de/10010464683
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Implications of Analysts’ Consensus Forecast Error for Measurement of Market Expectation and Predictability of Stock Returns
Kim, Jung Hoon - 2012
based on the absolute analysts' consensus forecast errors and determinants. The findings of this study indicate that …
Persistent link: https://www.econbiz.de/10013102171
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Rationality and Forecasting Accuracy of Exchange Rate Expectations : Evidence from Survey-Based Forecasts
Ince, Onur - 2019
2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …
Persistent link: https://www.econbiz.de/10012903718
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Expected Business Conditions and Bond Risk Premia
Eriksen, Jonas N. - 2018
forecast performance relative to models using information derived from the current term structure or macroeconomic variables …
Persistent link: https://www.econbiz.de/10012937778
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Testing the properties of financial analysts' predictions of future spot exchange rates (example of CZK/EUR)
Mandel, Martin; Vejmělek, Jan - In: Finance a úvěr 71 (2021) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10012601894
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Are Foreign Excess Returns Always Predictable? Expectations Errors Revisited
Velasco, Carlos - 2010
Using USD bilateral exchange rates in 1975-2009, we find that the strong predictability of foreign excess returns documented in the literature is mainly driven by a particular sample period. We first show that both the statistically significant positive serial dependence of excess returns in the...
Persistent link: https://www.econbiz.de/10013146877
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The expectational effects of news in business cycles : evidence from forecast data
Miyamoto, Wataru; Nguyen, Thuy Lan - In: Journal of monetary economics 116 (2020), pp. 184-200
Persistent link: https://www.econbiz.de/10012495170