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Predictive analytics for infrastructure performance

McNeil, Sue; Trimbath, Susanne; Atique, Farzana; Burke, Ryan - In: Organizational productivity and performance …, (pp. 1-16). 2017

Persistent link: https://www.econbiz.de/10011568316

Subjective forecasts and output-inflation relationship

Frydman, Roman - 1983 - Rev

Persistent link: https://www.econbiz.de/10002174103

Individual forecasting and aggregate outcomes : 'rational expectations' examined

Frydman, Roman (ed.); Phelps, Edmund S. (contributor) - 1983 - 1. publ.

Persistent link: https://www.econbiz.de/10000056227

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and Financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...

Persistent link: https://www.econbiz.de/10012953086

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

Persistent link: https://www.econbiz.de/10012953166

The Qualitative Expectations Hypothesis : Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

Frydman, Roman - 2017

We introduce the Qualitative Expectations Hypothesis (QEH) as a new approach to modeling macroeconomic and financial outcomes. Building on John Muth's seminal insight underpinning the Rational Expectations Hypothesis (REH), QEH represents the market's forecasts to be consistent with the...

Persistent link: https://www.econbiz.de/10012953692

The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment

Frydman, Roman; Johansen, Søren; Rahbek, Anders; Nyboe … - 2017

Persistent link: https://www.econbiz.de/10011706104

The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment

Frydman, Roman; Johansen, Søren; Rahbek, Anders; Nyboe … - 2017

Persistent link: https://www.econbiz.de/10011707436

How Market Sentiment Drives Forecasts of Stock Returns

Frydman, Roman - 2020

We reveal a novel channel through which market participants' sentiment influences how they forecast stock returns: their optimism (pessimism) affects the weights they assign to fundamentals. Our analysis yields four main findings. First, if good (bad) “news” about dividends and interest...

Persistent link: https://www.econbiz.de/10012834037

How market sentiment drives forecasts of stock returns

Frydman, Roman; Mangee, Nicholas; Stillwagon, Josh - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 351-367

Persistent link: https://www.econbiz.de/10012649939