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Forecasting cross-sections of frailty-correlated default

Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2008

using dynamic factors from a large panel of selected macroeconomic and financial data as well as common unobserved risk …

Persistent link: https://www.econbiz.de/10011374412

A model of West African millet prices in rural markets

Higgins, Nathaniel - In: Food policy : economics planning and politics of food … 52 (2015), pp. 33-43

Persistent link: https://www.econbiz.de/10011379180

From consumer panels to big data : an overview on marketing data development

Van Auken, Stuart - In: Journal of marketing analytics : JMA 3 (2015) 1, pp. 38-45

Persistent link: https://www.econbiz.de/10011380451

Density characteristics and density forecast performance : a panel analysis

Kenny, Geoff; Kostka, Thomas; Masera, Federico - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1203-1231

Persistent link: https://www.econbiz.de/10011304116

Estimating and forecasting large panels of volatilities with approximate dynamic factor models

Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176

Persistent link: https://www.econbiz.de/10011305278

Do combining value estimates increase valuation accuracy? : evidence from Indian chemical industry

Tiwari, Ranjit; Singla, Harish Kumar - In: Journal of accounting in emerging economies : JAEE 5 (2015) 2, pp. 170-183

Persistent link: https://www.econbiz.de/10011309528

Planned fiscal consolidations and growth forecast errors : new panel evidence on fiscal multipliers

Belke, Ansgar; Kronen, Dominik; Osowski, Thomas - 2015

This paper analyzes the effect of planned fiscal consolidation on GDP growth forecast errors from the years 2010–2013 using cross section analyses and fixed effects estimations. Our main findings are that fiscal multipliers have been underestimated in most instances for the year 2011 while we...

Persistent link: https://www.econbiz.de/10011336937

A random coefficient approach to the predictability of stock returns in panels

Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664

Persistent link: https://www.econbiz.de/10011339261

Asymptotic inference in the Lee-Carter model for modelling mortality rates

Reese, Simon - 2015

Persistent link: https://www.econbiz.de/10010529317

Does cash flow predict returns?

Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236

Persistent link: https://www.econbiz.de/10010530231