Showing 1 - 10 of 1,893
is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …
Persistent link: https://www.econbiz.de/10011487829
In this paper we suggest an approach to comparison of models' forecasting performance in unstable environments. Our … tracking how the relative forecasting performance of competing models evolves over time. We illustrate the suggested approach …
Persistent link: https://www.econbiz.de/10011382631
This paper presents a forecasting exercise that assesses the predictive potential of a daily price index based on …
Persistent link: https://www.econbiz.de/10011883796
We present a comprehensive disaggregate approach for short-term forecasting economic activity in Germany by explicitly …
Persistent link: https://www.econbiz.de/10011900715
A forecasting exercise is presented to assess the predictive potential of a daily price index based on online prices …
Persistent link: https://www.econbiz.de/10011771633
of point and density forecasting. The relative accuracy is higher when the full distribution is predicted. We also …
Persistent link: https://www.econbiz.de/10011774178
In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North Western Europe, Latin America and North America) over the...
Persistent link: https://www.econbiz.de/10011592760
The Case-Shiller is the reference repeat-sales index for the U.S. residential real estate market, yet it is released with a two-month delay. We find that incorporating recent information from 71 financial and macro predictors improves backcasts, now-casts, and short-term forecasts of the index...
Persistent link: https://www.econbiz.de/10012487889
to enhance forecasting performance in certain practical instances by randomly selecting smaller subsets of individual …
Persistent link: https://www.econbiz.de/10015078208
their forecasting performance. Our findings reveal significant heterogeneity in ETM volatility patterns, which challenge …
Persistent link: https://www.econbiz.de/10015190309