Search Results - subject:"Forecast errors"

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Analysing inaccurate judgemental sales forecasts

Kerkkanen, Annastiina; Huiskonen, Janne - In: European Journal of Industrial Engineering 1 (2007) 4, pp. 355-369

errors is presented. The framework includes analysing demand profiles of customers and the continuity of under-/over-forecast …. The analysis steps are illustrated and actions for reducing different types of sales forecast errors are suggested … kind of development is needed to improve forecast accuracy. A framework for pointing out different types of sales forecast …

Persistent link: https://www.econbiz.de/10008563620

The effect of repeat restructuring charges on analysts’ forecast revisions and accuracy

Lin, Beixin; Yang, Rong - In: Review of Quantitative Finance and Accounting 27 (2006) 3, pp. 267-283

negatively for first-time restructuring firms than for firms with prior charges. When we examine forecast errors in the year …

Persistent link: https://www.econbiz.de/10005701282

Overconfidence in Forecasts of Own Performance: An Experimental Study

Clark, Jeremy; Friesen, Lana - Department of Economics and Finance, College of … - 2006

Overconfidence can have important economic consequences, but has received little direct testing within the discipline. We test for overconfidence in forecasts of own absolute or relative performance in two unfamiliar experimental tasks. Given their choice of effort at the tasks, participants...

Persistent link: https://www.econbiz.de/10005111064

Dealing with Unexpected Shocks to the Budget

Gennari, Elena; Giordano, Raffaela; Momigliano, Sandro - In: FinanzArchiv: Public Finance Analysis 61 (2005) 2, pp. 201-201

Union countries. Shocks are estimated as onestep-ahead forecast errors arising from a recursive bivariate VAR model. Our …

Persistent link: https://www.econbiz.de/10005241842

Interactions of stock markets within the greater China economic bloc

Bahng, Seungwook; Shin, Seung-Myo - In: Global Economic Review 33 (2004) 3, pp. 43-60

. Variance decomposition of forecast errors provides evidence that the Shenzhen stock market is the market most heavily …

Persistent link: https://www.econbiz.de/10009194188

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

Bianchi, Carlo; Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1982

This paper is concerned with the contribution to forecast errors of errors in the estimated structural coefficients of …

Persistent link: https://www.econbiz.de/10008498462

Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1981

For some structural econometric models, the contribution of the off-diagonal blocks of the coefficients covariance matrix to the asymptotic standard errors of multipliers and forecasts is empirically evaluated.

Persistent link: https://www.econbiz.de/10008498457

Fiscal forecast errors

Merola, Rossana; Pérez García, Javier José

The fact that the literature tends to find optimistic biases in national fiscal projections has led to a growing recognition in the academic and policy arenas of the need for independent forecasts in the fiscal domain, prepared by independent agencies, such as the European Commission in the case...

Persistent link: https://www.econbiz.de/10012530394

A package for analytic simulation of econometric models

Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - Volkswirtschaftliche Fakultät, … - 1979

Some analytic simulation techniques for the analysis of the reduced form and of the dynamic properties of econometric models are described. Comparisons are made with analytical methods available for linear models.

Persistent link: https://www.econbiz.de/10008560070

The variance of forecast errors in econometric models: application to a nonlinear model of the Italian economy

Bianchi, Carlo; Calzolari, Giorgio - Volkswirtschaftliche Fakultät, … - 1978

When econometric models are used as forecasting tools, forecast errors can be decomposed into several components, one …

Persistent link: https://www.econbiz.de/10008855544