Search Results - person:"Ash, J. C. K"

Are Hodrick-Prescott `forecasts' rational?

Easaw, J. Z.; Heravi, S. M.; Ash, J. C. K.; Smyth, D. J. - In: Empirical Economics 27 (2002) 4, pp. 631-643

We evaluate the usefulness of the Hodrick-Prescott (HP) filter as a proxy for rational expectations, using long runs of annual US inflation data. Our conclusion is that while the HP series are not fully rational in the sense of Muth (1961), they do generally meet the criterion of `weak...

Persistent link: https://www.econbiz.de/10005382408

Are Hodrick-Prescott "forecasts" rational?

Ash, J. C. K; Easaw, J. Z.; Hearvi, S. M.; Smyth, David J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 631-643

Persistent link: https://www.econbiz.de/10001717335

Are Hodrick-Prescott `forecasts' rational?

Ash, J.C.K.; Easaw, J.Z.; Heravi, S.M.; Smyth, D.J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 4, pp. 631-644

Persistent link: https://www.econbiz.de/10006264763

Are Hodrick-Prescott "forecasts" rational?

Ash, J. C. K (contributor) - 1999

Persistent link: https://www.econbiz.de/10001418162

Are OECD forecasts rational and useful? : A directional analysis

Ash, J. C. K; Smyth, David J.; Heravi, Saeed M. - In: International journal of forecasting 14 (1998) 3, pp. 381-391

Persistent link: https://www.econbiz.de/10001367725

Are OECD forecasts rational and useful?: a directional analysis

Ash, J. C. K.; Smyth, D. J.; Heravi, S. M. - In: International Journal of Forecasting 14 (1998) 3, pp. 381-391

Persistent link: https://www.econbiz.de/10005428928

Are OECD forecasts rational and useful?: a directional analysis

Ash, J.C.K.; Smyth, D.J.; Heravi, S.M. - In: International journal of forecasting 14 (1998) 3, pp. 381-392

Persistent link: https://www.econbiz.de/10006992508

The accuracy of OECD forecasts of the international economy : balance of payments

Ash, J. C. K - In: Journal of international money and finance 16 (1997) 6, pp. 969-987

Persistent link: https://www.econbiz.de/10001337339

The accuracy of OECD forecasts for Japan

Ash, J. C. K - In: Pacific economic review 2 (1997) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10001226051

The accuracy of OECD forecasts of the international economy: Balance of payments

Ash, J.C.K.; Smyth, D.J.; Heravi, S.M. - In: Journal of international money and finance 16 (1997) 6, pp. 969-988

Persistent link: https://www.econbiz.de/10006921845