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Using sentiment to predict GDP growth and stock returns

Guzman, Giselle C. - 2008

This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...

Persistent link: https://www.econbiz.de/10015230542

The case for higher frequency inflation expectations

Guzman, Giselle C. - 2011

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused on three survey measures of expected inflation: the...

Persistent link: https://www.econbiz.de/10015230637

Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area

Jang, Tae-Seok; Sacht, Stephen - 2012

In this paper, we empirically examine a heterogenous bounded rationality version of a hybrid New-Keynesian model. The model is estimated via the simulated method of moments using Euro Area data from 1975Q1 to 2009Q4. It is generally assumed that agents' beliefs display waves of optimism and...

Persistent link: https://www.econbiz.de/10015231070

Using sentiment to predict GDP growth and stock returns

Guzman, Giselle C. - 2007

Persistent link: https://www.econbiz.de/10015233041

The case for higher frequency inflation expectations

Guzman, Giselle C. - 2010

Persistent link: https://www.econbiz.de/10015233042

Uniform Confidence/Certainty Estimation

Arnold, Rob - 2023

Uniform Confidence/Certainty Estimation (UC2) is an approach and set of tools that address several issues that are common in risk estimation techniques. Deployed between analysis and modeling, UC2 brings uniformity and interoperability that improve risk model results and improve stakeholder...

Persistent link: https://www.econbiz.de/10015270521

Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach

George, Michael - 2007

the reduction of lead time through process improvement. The lead time of any process is governed by the Queuing Theory …

Persistent link: https://www.econbiz.de/10015239842

The hot stove effect in repeated-play decision making under ambiguity

Fujikawa, Takemi - 2009

The ''hot stove effect'' has been studied for repeated-play decision making under uncertainty (also referred to as experience-based decision making) in which the decision makers repeatedly face the Allais-type binary choice problems, and have to learn about the outcome distributions through...

Persistent link: https://www.econbiz.de/10015218482

Hidden inefficiency: Strategic inflation of project schedules

Lorko, Matej; Servátka, Maroš; Zhang, Le - 2020

hazard, as people may respond to estimation accuracy incentives by strategically inflating project duration estimates and … conjecture that these perverse effects can be mitigated by introducing incentives to complete the project as soon as possible … (speed incentives) in addition to the schedule accuracy incentives. We conduct a diagnostic test of the effect of accuracy …

Persistent link: https://www.econbiz.de/10015219445

Improving the accuracy of project schedules

Lorko, Matej; Servátka, Maroš; Zhang, Le - 2020

How to avoid project failures driven by overoptimistic schedules? Managers often attempt to mitigate the duration underestimation and improve the accuracy of project schedules by providing their planners with excessively detailed project specifications. While this traditional approach may be...

Persistent link: https://www.econbiz.de/10015220611