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On the efficiency of German growth forecasts : an empirical analysis using quantile random forests

Foltas, Alexander; Pierdzioch, Christian - 2020

We use quantile random forests (QRF) to study the efficiency of the growth forecasts published by three leading German economic research institutes for the sample period from 1970 to 2017. To this end, we use a large array of predictors, including topics extracted by means of...

Persistent link: https://www.econbiz.de/10012285443

Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

Periodically collapsing bubbles in the German stock market, 1876 - 1913

Pierdzioch, Christian - In: Applied economics letters 17 (2010) 7/9, pp. 907-908

Persistent link: https://www.econbiz.de/10003997002

A bootstrap-based efficiency test of growth and inflation forecasts for Germany

Pierdzioch, Christian - In: Economics letters 224 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014307781

On the efficiency of growth forecasts for Germany : an application of forward and backward predictor variable selection

Pierdzioch, Christian - In: Applied economics letters 31 (2024) 18, pp. 1804-1807

Persistent link: https://www.econbiz.de/10015084398

The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis

Pierdzioch, Christian - 2000

Persistent link: https://www.econbiz.de/10001465153

Stock market dispersion, sectoral shocks, and the German business cycle

Döpke, Jörg; Pierdzioch, Christian - In: Swiss journal of economics and statistics 136 (2000) 4, pp. 531-555

Persistent link: https://www.econbiz.de/10001554649

The effectiveness of the interventions of the Swiss National Bank : an event-study analysis

Pierdzioch, Christian; Stadtmann, Georg - 2003

Persistent link: https://www.econbiz.de/10001760330

The integration of imperfect financial markets : implications for business cycle volatility

Buch, Claudia M.; Pierdzioch, Christian - 2003

Persistent link: https://www.econbiz.de/10001760360

What can the ECB learn from Bundesbank interventions? : Evidence on the link between exchange rate volatility and interventions

Döpke, Jörg; Pierdzioch, Christian - 1999

Persistent link: https://www.econbiz.de/10001420900

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