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  • Search: subject:"Rational forecasts"
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Year of publication
Subject
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Economic forecast 2 Forecast 2 Forecasting model 2 Prognose 2 Prognoseverfahren 2 Rational forecasts 2 State space model 2 Theorie 2 Theory 2 Weather 2 Wetter 2 Wirtschaftsprognose 2 Zustandsraummodell 2 forecast revision structure 2 implicit forecasts 2 Time series analysis 1 Zeitreihenanalyse 1 forward rates 1 rational forecasts 1 weather forecast 1 weather forecasts 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 2 Undetermined 1
Author
All
Goodwin, Thomas 2 Tian, Jing 2 Aggarwal, Raj 1 Lin, Winston T. 1 Mohanty, Sunil K. 1
Published in...
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CAMA working paper series 1 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 1 Multinational Finance Journal 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A state space approach to evaluate multihorizon forecasts
Goodwin, Thomas; Tian, Jing - 2017
Persistent link: https://www.econbiz.de/10011884085
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Cover Image
A state space approach to evaluate multi-horizon forecasts
Goodwin, Thomas; Tian, Jing - 2017
Persistent link: https://www.econbiz.de/10011746840
Saved in:
Cover Image
Are Forward Exchange Rates Rational Forecasts of Future Spot Rates? An Improved Econometric Analysis for the Major Currencies
Aggarwal, Raj; Lin, Winston T.; Mohanty, Sunil K. - In: Multinational Finance Journal 12 (2008) 1-2, pp. 1-20
mark over the period 1973–1998 are generally not efficient or rational forecasts of future spot rates. However, as one …
Persistent link: https://www.econbiz.de/10010937189
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