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According to housing investment models, house prices and replacement costshould have an equilibrating relationship. Previous empirical work|mainlybased on aggregate-level data|has found only little evidence of such a relationship.By using a unique data set, covering transactions of...
Persistent link: https://www.econbiz.de/10005860743
Prediction markets have proven high forecasting performance in many areas such as politics, sportsand business …
Persistent link: https://www.econbiz.de/10005864131
Macroeconomic risk assessments play an important role in the forecasts of manyinstitutions. However, to the best of our knowledge their performance has notbeen investigated yet. In this work, we study the Bank of England’s risk forecastsfor inflation. We find that these forecasts do not...
Persistent link: https://www.econbiz.de/10005866177
represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic …
Persistent link: https://www.econbiz.de/10005866191
The recently witnessed financial turmoil and the current international stability context have demonstrated the need for a deeper understandingabout ex-ante international asset price fluctuations. Moreover, it is now more evident that very little is known about real estate securities and their...
Persistent link: https://www.econbiz.de/10009429017
recommend that the Agency adopt this composite forecasting method, that uses time series analysis and current National …
Persistent link: https://www.econbiz.de/10009429494
as an alternative forecasting tool. Based on our results, we confidently conclude that money provides a good amount of … output, real or nominal. In forecasting inflation, we make a distinction between high- and low-inflation environments. In …
Persistent link: https://www.econbiz.de/10009430936
Forecasting is an underestimated field of research in supply chain management. Recently advanced methods are coming … this paper we explore advanced forecasting tools for decision support in supply chain scenarios and provide preliminary …Application of econometric principles and techniques (VAR-MGARCH) to risk analytics and forecasting in operations …
Persistent link: https://www.econbiz.de/10009432261
Forecasting is an underestimated field of research in supply chain management. Recently advanced methods are coming … and transparency. In this chapter we explore advanced forecasting tools for decision support in supply chain scenarios and … 2007) techniques in addition to and in combination with other tools for forecasting and risk analysis. In this work, we …
Persistent link: https://www.econbiz.de/10009433073
Proof that application of GARCH technique offers potential for profitability. Forecasting is an underestimated field of … advanced forecasting tools for decision support in supply chain scenarios and provide preliminary simulation results from their … 2007) techniques in addition to and in combination with other tools for forecasting and risk analysis in diverse verticals …
Persistent link: https://www.econbiz.de/10009433075