Search Results - subject:"FORECAST EVALUATION"

Nowcasting New Zealand GDP using machine learning algorithms

Richardson, Adam; Van Florenstein Mulder, Thomas; … - 2018

Persistent link: https://www.econbiz.de/10012203739

Oil price and exchange rate behaviour of the brics

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2042-2051

Persistent link: https://www.econbiz.de/10012549866

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

Gonçalves de Azevedo, Vitor; Bielstein, Patrick; … - In: Review of quantitative finance and accounting 56 (2021) 2, pp. 545-579

Persistent link: https://www.econbiz.de/10012432682

Elicitability and identifiability of set-valued measures of systemic risk

Fissler, Tobias; Hlavinová, Jana; Rudloff, Birgit - In: Finance and stochastics 25 (2021) 1, pp. 133-165

Persistent link: https://www.econbiz.de/10012433518

Scoring probability forecasts by a user's bets against a market consensus

Johnstone, David; Jones, Stewart; Jones, Oliver; Tulig, … - In: Decision analysis : a journal of the Institute for … 18 (2021) 3, pp. 169-184

Persistent link: https://www.econbiz.de/10012654939

Nowcasting GDP using machine-learning algorithms : a real-time assessment

Richardson, Adam; Van Florenstein Mulder, Thomas; … - In: International journal of forecasting 37 (2021) 2, pp. 941-948

Persistent link: https://www.econbiz.de/10012792884

Do economic policy uncertainty and its components predict China's housing returns?

Yin, Xiao-Cui; Li, Xin; Wang, Min-Hui; Qin, Meng; Shao, … - In: Pacific-Basin finance journal 68 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013332409

Forecasting stock returns with large dimensional factor models

Giovannelli, Alessandro; Massacci, Daniele; Soccorsi, … - In: Journal of empirical finance 63 (2021), pp. 252-269

Persistent link: https://www.econbiz.de/10013259267

Mismatch and the Forecasting Performance of Matching Functions

Hutter, Christian; Weber, Enzo - In: Oxford Bulletin of Economics and Statistics 79 (2017) 1, pp. 101-123

This paper investigates the role of structural imbalance between job seekers and job openings for the forecasting performance of a labour market matching function. Starting from a Cobb-Douglas matching function with constant returns to scale (CRS) in each frictional micro market shows that on...

Persistent link: https://www.econbiz.de/10013350370

Wenig Unterschiede: Zur Treffsicherheit internationaler Prognosen und Prognostiker

Heilemann, Ullrich; Müller, Karsten - 2017

Our paper examines the accuracy of growth and inflation forecasts for 19 countries, published by the International Monetary Fund, the Organisation for Economic Cooperation and Development, Germany's Joint Diagnosis, or FERI, a private German forecaster, during 2001-2015. Despite dismal accuracy...

Persistent link: https://www.econbiz.de/10011697832