Search Results - subject:"Forecasting accuracy"

Great expectations? Evidence from Colombia’s exchange rate survey

Echavarría, Juan José; Villamizar, Mauricio - Banco de la Republica de Colombia - 2012

In this document we use the Expectations Survey conducted monthly by the Central Bank of Colombia during the period of October 2003 – August 2012. We find that exchange rate revaluations were generally followed by expectations of further revaluation in the short run (1 month), but by...

Persistent link: https://www.econbiz.de/10010576081

Great expectations? Evidence from Colombia´s exchange rate survey

Echavarría, Juan José; Villamizar, Mauricio - BANCO DE LA REPÚBLICA - 2012

In this document we use the Expectations Survey conducted monthly by the Central Bank of Colombia during the period of October 2003 - August 2012. We find that exchange rate revaluations were generally followed by expectations of further revaluation in the short run (1 month), but by...

Persistent link: https://www.econbiz.de/10010763679

Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data

Degiannakis, Stavros; Potamia, Artemis - In: International review of financial analysis 49 (2017), pp. 176-190

Persistent link: https://www.econbiz.de/10011741290

The forecasting performance of setar models : an empirical application

Boero, Gianna; Lampis, Federico - In: Bulletin of economic research 69 (2017) 3, pp. 216-228

Persistent link: https://www.econbiz.de/10011743237

Which analysts benefited most from mandatory IFRS adoption in Europe?

Beuselinck, Christof; Joos, Philip P. M.; Khurana, Inder K. - In: Journal of international accounting research 16 (2017) 3, pp. 171-190

Persistent link: https://www.econbiz.de/10011819862

Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? : an empirical study of the Ohlson model

Kuo, Chen-Yin - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 195-225

Persistent link: https://www.econbiz.de/10011797038

Exploring issues of market inefficiency by the role of forecasting accuracy in survivability

Huang, Ya-Chi - In: Journal of economic interaction and coordination : JEIC 12 (2017) 2, pp. 167-191

Persistent link: https://www.econbiz.de/10011878606

Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective

Novotný, Filip; Raková, Marie - In: Czech Journal of Economics and Finance (Finance a uver) 61 (2011) 4, pp. 348-366

This paper compares the accuracy of the Consensus forecasts for euro-area GDP growth, consumer and producer price inflation, and the USD/EUR exchange rate to those of the European Commission, International Monetary Fund, and Organization for Economic Co-operation and Development, and also to the...

Persistent link: https://www.econbiz.de/10009251307

Household disaggregation and forecasting in a regional econometric input-output model

Kim, Kijin; Hewings, Geoffrey; Kratena, Kurt - In: Letters in spatial and resource sciences : LSRS 9 (2016) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10011457228

Development of new methods for measuring forecast error

Mathai, Allan Valsaraj; Agarwal, Ayush; Angampalli, Varnika - In: International journal of logistics systems and management 24 (2016) 2, pp. 213-225

Persistent link: https://www.econbiz.de/10011547022