Search Results - subject:"forecast errors"

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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

Conditional persistence of earnings components and accounting anomalies

Amir, Eli; Kama, Itay; Levi, Shai - In: Journal of business finance & accounting : JBFA 42 (2015) 7/8, pp. 801-825

Persistent link: https://www.econbiz.de/10011512965

Analysts' earnings forecasts and technological conditions in the firm's investment environment

Lambert, David; Matolcsy, Zoltan; Wyatt, Anne - In: Journal of contemporary accounting & economics 11 (2015) 2, pp. 104-120

Persistent link: https://www.econbiz.de/10011350416

The informativeness of accounting earnings for gross domestic product

Lotfi, Farzane; Nazaripour, Mahammad - In: International journal of applied business and economic … 13 (2015) 2, pp. 809-840

Persistent link: https://www.econbiz.de/10011376836

The distribution of inflation forecast errors

Gamber, Edward N.; Liebner, Jeffrey P.; Smith, Julie K. - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10011332989

Earnings surprises in analysts' forecasts, mandatory disclosure, and share repurchases

Liu, Chi-chun; Chen, Ni-Yun - In: Abacus : a journal of accounting, finance and business … 51 (2015) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10011402553

Assessing the accuracy and dispersion of real estate investment forecasts

Papastamos, Dimitrios; Matysiak, George A.; Stevenson, Simon - In: International review of financial analysis 42 (2015), pp. 141-152

Persistent link: https://www.econbiz.de/10011573373

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

den Butter, Frank A.G.; Jansen, Pieter W. - 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/10010325714

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

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

sample forecast errors, where a random walk forecast acts as benchmark. It is found that for five major OECD countries …

Persistent link: https://www.econbiz.de/10011257114

Forecast Errors Before and After the Great Moderation

Gamber, Edward N.; Smith, Julie K.; Weiss, Matthew - Department of Economics, George Washington University - 2008

respond to the Great Moderation? 4) What are the potential benefits to monetary policymakers of smaller forecast errors? We … find that the absolute median error as well as the cross-sectional volatility of forecast errors decreased significantly … Forecasters and the Federal Reserve (Greenbook forecasts) we investigate four questions: 1) How large was the decline in forecast …

Persistent link: https://www.econbiz.de/10005040996