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-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …
Persistent link: https://www.econbiz.de/10012416151
This paper examines the main drawbacks of technical analysis. Although this is widely used by practitioners, from an academic perspective it can only be seen as a form of "voodoo finance". In particular, it runs into the following pitfalls: Subjectivity; Doubtful assumptions; Unjustified...
Persistent link: https://www.econbiz.de/10013489574
This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters' performance is skill-based. 'Superior' forecasters show...
Persistent link: https://www.econbiz.de/10003832110
I investigate empirically the role of religion and political institutions in policies against human trafficking, using … influence of religion on the overall 3P Anti-trafficking Policy Index is driven by protection and prevention policies. As … empirical findings regarding the association between religion, political institutions, and human development. …
Persistent link: https://www.econbiz.de/10009754602
Many experts claim that the incidence of suicide attacks is driven by religious cleavages. To test this hypothesis, we investigate whether the total number of suicide attacks per violent conflict or the annual number of suicide attacks per country is associated with simmering religious...
Persistent link: https://www.econbiz.de/10010475337
, there has been little study of the determinants of economic freedom. We investigate whether religion affects economic …
Persistent link: https://www.econbiz.de/10011515355
This chapter examines the role of religion in economic development, both historically and today. Religion’s influence … countries, religion remains influential worldwide, with projected growth in Muslim populations due to higher fertility rates …. Religion continues to shape societal norms and institutions, such as education and politics, even after its direct influence …
Persistent link: https://www.econbiz.de/10015326257
quite rapidly with the forecast horizon, and (b) AugGVAR forecasts do as well as other data-rich forecasting techniques for … short horizons, and tend to do better for longer forecast horizons. …
Persistent link: https://www.econbiz.de/10010438196
Persistent link: https://www.econbiz.de/10003662971
This paper explores a range of different forecast methods for Brent oil prices and analyses their performance relative … across forecast horizons. To address this instability, we propose a forecast combination for predicting quarterly real Brent … generates forecasts whose performance is robust over time. The improvements in forecast accuracy and stability are noticeable in …
Persistent link: https://www.econbiz.de/10011573261