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Are Forecast Updates Progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Tinbergen Instituut - 2013
See the article in <I>Mathematics and Computers in Simulation (MATCOM)</I> (2013). Volume 93(c), pages 9-18.<P> Many …
Persistent link: https://www.econbiz.de/10011256344
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Risk Modelling and Management: An Overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - Tinbergen Instituut - 2013
The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the …
Persistent link: https://www.econbiz.de/10011256696
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Analyzing Fixed-Event Forecast Revisions
Chang, Chia-Lin; Bruijn, Bert de; Franses, Philip Hans; … - Tinbergen Instituut - 2013
This discussion paper resulted in a publication in the <I>International Journal of Forecasting</I> (2013). Volume 29(4), pages 622-627.<P> It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current forecast revisions on one-period lagged forecast revisions....</p></i>
Persistent link: https://www.econbiz.de/10011257278