Results 291 to 300 of about 1,405,457 (345)
Forecasting Equicorrelations [PDF]
SSRN Electronic Journal, 2011 We study the out-of-sample forecasting performance of several time-series models of equicorrelation, which is the average pairwise correlation between a number of assets. Building on the existing Dynamic Conditional Correlation and Linear Dynamic Equicorrelation models, we propose a model that uses proxies for equicorrelation based on high-frequency ...
Adam E Clements +2 more
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SSRN Electronic Journal, 2006 This paper develops a set of time series models to provide short-term forecasts (6 to 18 months ahead) of international trade both at the global level and for selected regions. Our results compare favourably to other forecasts, notably by the International Monetary Fund, as measured by standard evaluation measures, such as the root mean square forecast
Keck, Alexander, Raubold, Alexander
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Macroeconomic forecasts and microeconomic forecasters [PDF]
Journal of Economic Behavior & Organization, 2002 In the presence of principal-agent problems, published macroeconomic forecasts by professional economists may not measure expectations. Forecasters may use their forecasts in order to manipulate beliefs about their ability. I test a cross-sectional implication of models of reputation and information-revelation.
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Monthly Weather Review, 1987
It is shown that it is possible to predict the skill of numerical weather forecasts - a quantity which is variable from day to day and region to region. This has been accomplished using as predictor the dispersion (measured by the average correlation) between members of an ensemble of forecasts started from five different analyses.
Eugenia Kalnay, Amnon Dalcher
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It is shown that it is possible to predict the skill of numerical weather forecasts - a quantity which is variable from day to day and region to region. This has been accomplished using as predictor the dispersion (measured by the average correlation) between members of an ensemble of forecasts started from five different analyses.
Eugenia Kalnay, Amnon Dalcher
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Forecasting demographic forecasts
International Journal of Forecasting, 2014Abstract Consider the financial sustainability of public finances in the context of stochastic demographics. Such analyses have typically been made under the assumption that future demographic developments are deterministic. When stochastic demographics have been considered, the problems have been simplified by assuming that the decision makers in ...
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Forecasting Earnings Forecasts [PDF]
, 2013 We analyze earnings forecasts retrieved from the I/B/E/S database concerning 596 firms for the sample 1995 to 2011, with a specific focus on whether these earnings forecasts can be predicted from available data. Our main result is that earnings forecasts can be predicted quite accurately using publicly available information.
Bert de Bruijn, Philip Hans Franses
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Forecasting the Forecasts of Others
Journal of Political Economy, 1983This paper explores the formulation and analysis of linear equilibrium models of investment in which learning is perpetual and informationally decentralized firms need never share the same beliefs concerning time series relevant to their decisions.
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Journal of Monetary Economics, 1999 This paper investigates forecasts of U.S. inflation at the 12-month horizon. The starting point is the conventional unemployment rate Phillips curve, which is examined in a simulated out of sample forecasting framework. Inflation forecasts produced by the Phillips curve generally have been more accurate than forecasts based on other macroeconomic ...
James H. Stock, Mark W. Watson
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SSRN Electronic Journal, 2010
AbstractThis article studies two issues in forecast combination, first considering ways to combine forecasts from surveys and time series models. Second, it considers the possibility, advanced by Hendry and Clements (2004), that model instability can help explain the gains in forecasting performance resulting from combination.
Marco Aiolfi +2 more
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AbstractThis article studies two issues in forecast combination, first considering ways to combine forecasts from surveys and time series models. Second, it considers the possibility, advanced by Hendry and Clements (2004), that model instability can help explain the gains in forecasting performance resulting from combination.
Marco Aiolfi +2 more
openaire +2 more sources