Search Results - subject:"predictive ability"

Comparing forecast accuracy: A Monte Carlo investigation

Busetti, Fabio; Marcucci, Juri; Veronese, Giovanni - Banca d'Italia - 2009

application evaluates the predictive ability of nested and non-nested models for GDP in Italy and the euro-area. …

Persistent link: https://www.econbiz.de/10008459745

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of Economic Dynamics and Control 52 (2015) C, pp. 340-360

We provide an extensive analysis of the predictive ability of financial volatility for economic activity. We consider …-sample predictive ability tests, we find that the stock volatility measures and the common factor significantly improve macroeconomic …

Persistent link: https://www.econbiz.de/10011209218

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360

Persistent link: https://www.econbiz.de/10011474221

Can oil prices forecast exchange rates? : an empirical analysis of the relationship between commodity prices and exchange rates

Ferraro, Domenico; Rogoff, Kenneth S.; Rossi, Barbara - In: Journal of international money and finance 54 (2015), pp. 116-141

Persistent link: https://www.econbiz.de/10011476084

The short-term business forecasting : an analysis of a firm's sales budgeting process

Lowe, Tony; Tinker, Anthony - In: International journal of critical accounting : IJCA 7 (2015) 5/6, pp. 440-451

Persistent link: https://www.econbiz.de/10011494617

Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction

Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91

Persistent link: https://www.econbiz.de/10011305317

Short-term technical predictive ability in the Taipei stock market

Yu, Yi-Jang - In: Research in world economy 6 (2015) 2, pp. 50-61

Persistent link: https://www.econbiz.de/10011414230

Asia-Pacific stock return predictability and market information flows

Lin, Chien-Chih - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 658-671

Persistent link: https://www.econbiz.de/10011403848

Market efficiency and technical analysis in Romania

Anghel, Dan Gabriel - In: International journal of financial research 6 (2015) 2, pp. 164-177

Persistent link: https://www.econbiz.de/10011405142

Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts.

Capistrán, Carlos; López-Moctezuma, Gabriel - Banco de México - 2008

This document analyzes inflation, exchange rate, interest rate, and GDP growth forecasts from the monthly Survey of Specialists in Economics from the Private Sector, maintained by Banco de México. The study concentrates on the mean across forecasters for the period from January 1995 to April...

Persistent link: https://www.econbiz.de/10004978072