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  • Search: subject:"FORECAST EVALUATION"
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Year of publication
Subject
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Prognoseverfahren 309 Forecasting model 288 forecast evaluation 262 Forecast evaluation 227 Prognose 173 Forecast 170 Theorie 127 Theory 119 Forecast Evaluation 86 Wirtschaftsprognose 84 Economic forecast 83 Schätzung 66 Estimation 59 Frühindikator 56 Leading indicator 56 Volatility 51 Volatilität 50 Zeitreihenanalyse 46 ARCH-Modell 43 Schätztheorie 41 Estimation theory 40 Kapitaleinkommen 40 Capital income 39 Time series analysis 39 ARCH model 37 Statistischer Test 36 Inflation 33 Statistical test 33 Statistische Verteilung 31 forecasting 30 Börsenkurs 28 Statistical distribution 28 Wechselkurs 27 Exchange rate 26 Share price 25 USA 22 Forecasting 21 Risikomaß 20 Welt 20 Monetary policy 19
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Online availability
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Free 401 Undetermined 187 CC license 11
Type of publication
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Book / Working Paper 372 Article 297 Other 3
Type of publication (narrower categories)
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Article in journal 204 Aufsatz in Zeitschrift 204 Working Paper 173 Graue Literatur 95 Non-commercial literature 95 Arbeitspapier 87 Article 13 Conference paper 3 Hochschulschrift 3 Konferenzbeitrag 3 Thesis 3 Aufsatz im Buch 2 Book section 2 Conference Paper 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Congress Report 1 Research Report 1 Sammelwerk 1 Sammlung 1 research-article 1
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Language
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English 463 Undetermined 197 German 10 Russian 1 Spanish 1
Author
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Rossi, Barbara 25 Salisu, Afees A. 21 Dijk, Dick van 20 Panchenko, Valentyn 17 Granziera, Eleonora 16 van Dijk, Dick 15 Kenny, Geoff 14 Sekhposyan, Tatevik 14 Timmermann, Allan 14 Diks, Cees 13 Sinclair, Tara M. 13 Kumar, Dilip 12 Siliverstovs, Boriss 12 Tsuchiya, Yoichi 12 Franses, Philip Hans 11 Knüppel, Malte 11 Kostka, Thomas 11 Masera, Federico 11 Diebold, Francis X. 10 Gupta, Rangan 10 Raunig, Burkhard 10 Conrad, Christian 9 Jalasjoki, Pirkka 9 Paloviita, Maritta 9 Sanders, Dwight R. 9 Aastveit, Knut Are 8 Baghestani, Hamid 8 Buncic, Daniel 8 Capistrán, Carlos 8 Diks, Cees G. H. 8 Manfredo, Mark R. 8 McAleer, Michael 8 Stekler, Herman O. 8 Dovern, Jonas 7 Döpke, Jörg 7 Feldkircher, Martin 7 Giacomini, Raffaella 7 Huber, Florian 7 Hutter, Christian 7 Jore, Anne Sofie 7
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Institution
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Duke University, Department of Economics 8 European Central Bank 8 C.E.P.R. Discussion Papers 7 Department of Economics, George Washington University 7 Oesterreichische Nationalbank 7 Banco de México 5 Deutsche Bundesbank 5 Erasmus University Rotterdam, Econometric Institute 5 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Institute for International Economic Policy (IIEP), Elliott School of International Affairs 5 Tinbergen Instituut 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Department of Economics and Business, Universitat Pompeu Fabra 4 EconWPA 4 School of Economics and Management, University of Aarhus 4 Barcelona Graduate School of Economics (Barcelona GSE) 3 CESifo 3 Econometric Society 3 National Centre for Econometric Research (NCER) 3 School of Economics, UNSW Business School 3 Society for Computational Economics - SCE 3 Zentrum für Europäische Wirtschaftsforschung (ZEW) 3 Agricultural and Applied Economics Association - AAEA 2 Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Department of Economics and Finance, College of Business and Economics 2 Department of Economics, Leicester University 2 Department of Economics, University of Pennsylvania 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Gabinete de Estratégia e Estudos (GEE), Ministério da Economia 2 HAL 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Institute of Economic Research, Kyoto University 2 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 2 London School of Economics (LSE) 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 Norges Bank 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Tinbergen Institute 2 BANCO DE LA REPÚBLICA 1
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Published in...
All
International journal of forecasting 25 Journal of forecasting 13 Working Paper 13 ECB Working Paper 11 Economic modelling 11 International Journal of Forecasting 9 Discussion paper / Tinbergen Institute 8 Tinbergen Institute Discussion Paper 8 Working Paper Series / European Central Bank 8 Working Papers / Duke University, Department of Economics 8 Applied economics 7 Applied economics letters 7 CEPR Discussion Papers 7 Tinbergen Institute Discussion Papers 7 Working Papers / Department of Economics, George Washington University 7 Working Papers / Oesterreichische Nationalbank 7 Economics letters 6 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 6 Journal of applied econometrics 6 Journal of econometrics 6 Working paper 6 ZEW Discussion Papers 6 Department of Economics working paper series 5 Discussion Paper Series 1 5 Discussion Paper Series 1: Economic Studies 5 Econometric Institute Report 5 Econometric Institute Research Papers 5 Empirical Economics 5 IWH Discussion Papers 5 Journal of empirical finance 5 MPRA Paper 5 Theoretical economics letters 5 Working Papers / Banco de México 5 Working Papers / Institute for International Economic Policy (IIEP), Elliott School of International Affairs 5 CESifo Working Paper 4 CREATES Research Papers 4 DIW Wochenbericht 4 Discussion Paper Series 4 Discussion paper series / University of Heidelberg, Department of Economics 4 Discussion papers in economics 4
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Source
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ECONIS (ZBW) 303 RePEc 257 EconStor 102 BASE 9 Other ZBW resources 1
Showing 491 - 500 of 672
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Forecasting the oil-gasoline price relationship: should we care about the Rockets and the Feathers?
Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - Dipartimento di Economia, Metodi Quantitativi e … - 2014
According to the Rockets and Feathers hypothesis (RFH), the transmission mechanism of positive and negative changes in the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting that downstream prices are more reactive to increases than...
Persistent link: https://www.econbiz.de/10010901437
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A predictability test for a small number of nested models
Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger - In: Journal of Econometrics 182 (2014) 1, pp. 174-185
We introduce quasi-likelihood ratio tests for one sided multivariate hypotheses to evaluate the null that a parsimonious model performs equally well as a small number of models which nest the benchmark. The limiting distributions of the test statistics are non-standard. For critical values we...
Persistent link: https://www.econbiz.de/10010785291
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Assessing Point Forecast Accuracy by Stochastic Error Distance
Diebold, Francis X.; Shin, Minchul - Department of Economics, University of Pennsylvania - 2014
We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 (\stochastic error distance," or SED). We provide a precise characterization of the relationship between SED and standard predictive loss functions, showing that...
Persistent link: https://www.econbiz.de/10010970516
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver; Herwartz, Helmut - In: International Journal of Forecasting 30 (2014) 1, pp. 30-42
Common approaches to testing the economic value of directional forecasts are based on the classical χ2-test for independence, Fisher’s exact test or the Pesaran and Timmermann test for market timing. These tests are asymptotically valid for serially independent observations, but in the...
Persistent link: https://www.econbiz.de/10011051468
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Theory-coherent forecasting
Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of Econometrics 182 (2014) 1, pp. 145-155
We consider a method for producing multivariate density forecasts that satisfy moment restrictions implied by economic theory, such as Euler conditions. The method starts from a base forecast that might not satisfy the theoretical restrictions and forces it to satisfy the moment conditions using...
Persistent link: https://www.econbiz.de/10011052219
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Evaluating CPB’s Forecasts
Franses, Philip - In: De Economist 162 (2014) 3, pp. 215-221
This paper analyzes forecasts, for ten key annually observed economic variables for the Netherlands, created by the Netherlands Bureau for Economic Policy Analysis (CPB) for 1971–2007. These CPB forecasts are all manually modified model forecasts, where the model is a (very) large...
Persistent link: https://www.econbiz.de/10010959204
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A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip; Maheswaran, S. - In: International Review of Economics & Finance 33 (2014) C, pp. 128-140
Based on the specification of the Conditional Autoregressive Range (CARR) model, we provide a framework that makes use of volatility based on the high and the low of daily prices separately to model the dynamic behavior of the conditional Rogers and Satchell (1991) estimator called herein the...
Persistent link: https://www.econbiz.de/10010930974
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International Review of Financial Analysis 34 (2014) C, pp. 166-176
Gaussian long memory model can be applied to forecast the logarithm of the Add RS estimator. The forecast evaluation analysis …
Persistent link: https://www.econbiz.de/10010931496
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Evaluating FOMC forecast ranges: an interval data approach
Fischer, Henning; García-Bárzana, Marta; Tillmann, Peter - In: Empirical Economics 47 (2014) 1, pp. 365-388
compare the midpoint of the range with the realized outcome. This paper proposes an alternative approach to forecast … evaluation that takes account of the interval nature of projections. It is shown that using the conventional Mincer …
Persistent link: https://www.econbiz.de/10010994366
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Interest rate and exchange rate forecasting in the Czech Republic : do analysis know better than a random walk?
Baghestani, Hamid; Danila, Liliana - In: Finance a úvěr 64 (2014) 4, pp. 282-295
Persistent link: https://www.econbiz.de/10010399932
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