Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles
Year of publication: |
2014
|
---|---|
Authors: | Herwartz, Helmut ; Kholodilin, Konstantin A. |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | stock market bubbles | out-of-sample forecasting | consensus forecasts | macroeconomic uncertainty | OECD countries | approximated by the dispersion of the real GDP survey forecasts |
Series: | DIW Discussion Papers ; 1405 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 796389810 [GVK] hdl:10419/103367 [Handle] RePEc:diw:diwwpp:dp1405 [RePEc] |
Classification: | G01 - Financial Crises ; G17 - Financial Forecasting ; E27 - Forecasting and Simulation |
Source: |
-
Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles
Herwartz, Helmut, (2014)
-
Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles
Herwartz, Helmut, (2014)
-
In-sample and out-of-sample prediction of stock market bubbles: Cross-sectional evidence
Herwartz, Helmut, (2011)
- More ...
-
In-sample and out-of-sample prediction of stock market bubbles: Cross-sectional evidence
Herwartz, Helmut, (2011)
-
Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles
Herwartz, Helmut, (2014)
-
In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence
Herwartz, Helmut, (2014)
- More ...