Search Results - subject:"FORECAST EVALUATION"

IMF trade forecasts for crisis countries : bias, inefficiency, and their origins

Eicher, Theo S.; Kawai, Reina - In: International journal of forecasting 39 (2023) 4, pp. 1615-1639

Persistent link: https://www.econbiz.de/10014465338

Forecasting GDP with many predictors in a small open economy : forecast or information pooling?

Chow, Hwee-kwan; Fei, Yijie; Han, Daniel - In: Empirical economics : a quarterly journal of the … 65 (2023) 2, pp. 805-829

Persistent link: https://www.econbiz.de/10014329085

Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets

Procasky, William J.; Yin, Anwen - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014247017

From point forecasts to multivariate probabilistic forecasts : the Schaake shuffle for day-ahead electricity price forecasting

Grothe, Oliver; Kächele, Fabian; Krüger, Fabian - In: Energy economics 120 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014283270

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622

Persistent link: https://www.econbiz.de/10014288029

Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary

Dimitriadis, Timo; Liu, Xiaochun; Schnaitmann, Julie - In: Journal of financial econometrics 21 (2023) 2, pp. 412-444

Persistent link: https://www.econbiz.de/10014314753

Forecasting stock prices with commodity prices : new evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities

Fasanya, Ismail Olaleke; Adekoya, Oluwasegun B.; … - In: Economic systems 47 (2023) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10014317524

Evaluating forecast performance with state dependence

Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31

Persistent link: https://www.econbiz.de/10014471799

Assessing and comparing fixed-target forecasts of Arctic sea ice : glide charts for feature-engineered linear regression and machine learning models

Diebold, Francis X.; Göbel, Maximilian; Goulet … - In: Energy economics 124 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014484054

Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model

Azevedo, Vitor; Bielstein, Patrick; Gerhart, Manuel - In: Review of Quantitative Finance and Accounting 56 (2020) 2, pp. 545-579

We propose a novel method to forecast corporate earnings, which combines the accuracy of analysts’ forecasts with the unbiasedness of a cross-sectional model. We build on recent insights from the earnings forecasts literature to improve analysts’ forecasts in two ways: reducing their...

Persistent link: https://www.econbiz.de/10014504005