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Government spending shocks in open economy VARs

Forni, Mario; Gambetti, Luca - In: Journal of international economics 99 (2016), pp. 68-84

Persistent link: https://www.econbiz.de/10011655160

Inside the crystal ball : new approaches to predicting the gasoline price at the pump

Baumeister, Christiane; Killian, Lutz; Lee, Thomas - In: Journal of applied econometrics 32 (2017) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011689781

Forecasting inflation using survey expectations and target inflation : evidence for Brazil and Turkey

Altuğ, Sumru; Çakmaklı, Cem - In: International journal of forecasting 32 (2016) 1, pp. 138-153

Persistent link: https://www.econbiz.de/10011596492

Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market

Jusélius, Katarina; Stillwagon, Josh R. - In: Journal of international money and finance 83 (2018), pp. 93-105

Persistent link: https://www.econbiz.de/10012000315

Predictions of short-term rates and the expectations hypothesis

Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664

Persistent link: https://www.econbiz.de/10012031076

Expected business conditions and bond risk premia

Eriksen, Jonas Nygaard - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1667-1703

Persistent link: https://www.econbiz.de/10011928402

Great expectations? : evidence from Colombia’s exchange rate survey

Echavarría Soto, Juan José; Villamizar, Mauricio - In: Latin American economic review : LAER ; official … 25 (2016), pp. 1-27

In this paper, we use the largest exchange rate survey in Colombia to test for the rational expectations hypothesis, the presence of a time-varying risk premium and the accuracy of exchange rate forecasts. Our findings indicate that episodes of exchange rate appreciation preceded expectations of...

Persistent link: https://www.econbiz.de/10011885644

Three essays on the performance of earnings forecasts and forward-looking proxies for expected stock returns

Meuter, Martin - 2018

Persistent link: https://www.econbiz.de/10011861496

Beating market expectations and the pricing of firms' probability of default

Melgarejo, Mauricio - In: Journal of contemporary accounting & economics 14 (2018) 1, pp. 41-51

Persistent link: https://www.econbiz.de/10011855135

Forecaster rationality and expectation formation in foreign exchange markets : do emerging countries differ from industrialized economies?

Frenkel, Michael; Ruelke, Jan-Christoph; Mauch, Matthias - In: International economic journal 33 (2019) 3, pp. 383-407

Persistent link: https://www.econbiz.de/10012201641