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  • Search: subject:"optimizing forecast errors"
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Year of publication
Subject
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combining forecasts 4 expert knowledge 4 interest rate forecasting 4 optimizing forecast errors 4 Prognoseverfahren 2 Random Walk 2 Zins 2 Forecast 1 Forecasting model 1 Interest rate 1 Modellierung 1 OECD-Staaten 1 Prognose 1 Random walk 1 Sachverständige 1 Schätzung 1 Theorie 1 Yield curve 1 Zinsstruktur 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 2 Undetermined 2
Author
All
Jansen, Pieter W. 4 Butter, Frank A.G. den 2 Butter, Frank A. G. den 1 den Butter, Frank A.G. 1
Institution
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Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
den Butter, Frank A.G.; Jansen, Pieter W. - 2008
This paper assesses the performance of a number of long-term interest rate forecast approaches, namely time series models, structural economic models, expert forecasts and combinations thereof. The predictive performance of these approaches is compared using out of sample forecast errors, where...
Persistent link: https://www.econbiz.de/10010325714
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Cover Image
Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
Butter, Frank A.G. den; Jansen, Pieter W. - Tinbergen Instituut - 2008
This paper has led to a publication in <I>Applied Financial Economics</I>, 2013, 23(9), 749-765.<P> This paper assesses the performance of a number of long-term interest rate forecast approaches, namely time series models, structural economic models, expert forecasts and combinations thereof. The...</p></i>
Persistent link: https://www.econbiz.de/10011257114
Saved in:
Cover Image
Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts
Butter, Frank A.G. den; Jansen, Pieter W. - Tinbergen Institute - 2008
This paper assesses the performance of a number of long-term interest rate forecast approaches, namely time series models, structural economic models, expert forecasts and combinations thereof. The predictive performance of these approaches is compared using out of sample forecast errors, where...
Persistent link: https://www.econbiz.de/10005144546
Saved in:
Cover Image
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - 2008 - This version 27 October 2008
This paper assesses the performance of a number of long-term interest rate forecast approaches, namely time series models, structural economic models, expert forecasts and combinations thereof. The predictive performance of these approaches is compared using out of sample forecast errors, where...
Persistent link: https://www.econbiz.de/10011377250
Saved in:
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