Search Results - subject:"forecast efﬁciency"

How forecast accuracy depends on conditioning assumptions

Engelke, Carola; Heinisch, Katja; Schult, Christoph - 2019

This paper examines the extent to which errors in economic forecasts are driven by initial assumptions that prove to be incorrect ex post. Therefore, we construct a new data set comprising an unbalanced panel of annual forecasts from different institutions forecasting German GDP and the...

Persistent link: https://www.econbiz.de/10012051532

Evaluating the joint efficiency of German trade forecasts : a nonparametric multivariate approach

Behrens, Christoph - 2019

forecast errors is significantly smaller than under the null hypothesis of forecast efficiency. I find evidence for joint … forecast inefficiency for two forecasters, however, for one forecaster I cannot reject joint forecast efficiency. For the other … forecasters, joint forecast efficiency depends on the examined forecast horizon. I find evidence that real macroeconomic variables …

Persistent link: https://www.econbiz.de/10012159772

Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19 : the case of New York

Lahiri, Kajal; Cheng, Yang - In: International journal of forecasting 38 (2022) 2, pp. 545-566

Persistent link: https://www.econbiz.de/10013348661

Business-cycle reports and the efficiency of macroeconomic forecasts for Germany

Foltas, Alexander; Pierdzioch, Christian - In: Applied economics letters 29 (2022) 10, pp. 867-872

Persistent link: https://www.econbiz.de/10013411808

On the efficiency of German growth forecasts : an empirical analysis using quantile random forests and density forecasts

Foltas, Alexander; Pierdzioch, Christian - In: Applied economics letters 29 (2022) 17, pp. 1644-1653

Persistent link: https://www.econbiz.de/10013412249

Testing investment forecast efficiency with forecasting narratives

Foltas, Alexander - In: Jahrbücher für Nationalökonomie und Statistik 242 (2022) 2, pp. 191-222

Persistent link: https://www.econbiz.de/10013187701

Forecaster efficiency, accuracy, and disagreement : evidence using individual-level survey data

Clements, Michael P. - In: Journal of money, credit and banking : JMCB 54 (2022) 2/3, pp. 537-568

Persistent link: https://www.econbiz.de/10013167478

Accuracy, unbiasedness, and efficiency of current account growth forecast: Evidence from a large cross section of developed and developing economies

Miah, Fazlul; Wane, Abdoul - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-22

We use a previously unexploited consensus survey data set to compare accuracy, unbiasedness and efficiency of Current Account growth forecasts between two panels of 25 developed and 18 developing countries following the methodologies in the existing literature. Forecast errors are bigger for the...

Persistent link: https://www.econbiz.de/10012657465

Accuracy, unbiasedness, and efficiency of current account growth forecast : evidence from a large cross section of developed and developing economies

Miah, Fazlul; Wane, Abdoul - In: Cogent economics & finance 6 (2018) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012023196

Information, prices and efficiency in an online betting market

Elaad, Guy; Reade, J. James; Singleton, Carl - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438379