Search Results - subject:"Forecast errors"

Did you mean: subject:"Forecast error" (42,689 results)

Budgetary Forecasting in India: Partitioning Errors and Testing for Rational Expectations

Chakraborty, Lekha S; Sinha, Darshy - Volkswirtschaftliche Fakultät, … - 2008

, capital budget revealed more forecast errors than revenue budget. The results also revealed that degree of errors in …

Persistent link: https://www.econbiz.de/10005835545

Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts

Butter, Frank A.G. den; Jansen, Pieter W. - Tinbergen Institute - 2008

is compared using out of sample forecast errors, where a random walk forecast acts as benchmark. It is found that for …

Persistent link: https://www.econbiz.de/10005144546

Beating the random walk : a performance assessment of long-term interest rate forecasts

Butter, Frank A. G. den; Jansen, Pieter W. - 2008 - This version 27 October 2008

is compared using out of sample forecast errors, where a random walk forecast acts as benchmark. It is found that for …

Persistent link: https://www.econbiz.de/10011377250

Revenue Forecast Errors in the European Union

Afonso, António; Carvalho, Rui - ISEG - School of Economics and Management, Department … - 2014

In this paper we assess the determinants of revenue forecast errors for the EU-15 between 1999 and 2012, based on the … revenue forecast errors: for forecasts made in t for t, increases in the corporate tax rate implies a decrease in the revenue … forecast errors, in t+1 and t+2. Moreover, an increase in GDP forecast errors decreases revenue errors, whereas an increase in …

Persistent link: https://www.econbiz.de/10010739672

Employment comovements at the sectoral level over the business cycle

Cassou, Steven; Vázquez, Jesús - In: Empirical Economics 46 (2014) 4, pp. 1301-1323

This paper implements the technique suggested by Den Haan (J Monet Econ 46:3–30, <CitationRef CitationID="CR10">2000</CitationRef>) to investigate contemporaneous as well as lead and lag correlations among economic data for a range of forecast horizons. The lead/lag approach provides a richer picture of the economic dynamics generating...</citationref>

Persistent link: https://www.econbiz.de/10010994419

Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences

Mamatzakis, E.; Koutsomanoli-Filippaki, A. - In: Energy Policy 68 (2014) C, pp. 567-575

underlying loss function with respect to positive vs. negative forecast errors. Instead, we opt for the methodology of Elliott et …

Persistent link: https://www.econbiz.de/10010753242

Employment comovements at the sectoral level over the business cycle

Cassou, Steven Peter; Vázquez, Jesús - In: Empirical economics : a journal of the Institute for … 46 (2014) 4, pp. 1301-1323

Persistent link: https://www.econbiz.de/10010357307

Window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010416755

Window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014

Persistent link: https://www.econbiz.de/10010424812

Small-scale New Keynesian model features that can reproduce lead, lag and persistence patterns

Cassou, Steven Peter; Vázquez, Jesús - In: The B.E. journal of macroeconomics 14 (2014) 1, pp. 267-300

Persistent link: https://www.econbiz.de/10010475520