Similar Search Results

A note on forecasting the euro : do forecasters have an asymmetric loss function?

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International economic journal 28 (2014) 2, pp. 333-343

Persistent link: https://www.econbiz.de/10010503510

Government forecasts of budget balances under asymmetric loss : international evidence ; conference paper

Pierdzioch, Christian; Ruelke, Jan-Christoph - 2014

We study the loss function of 15 European governments as implied by their budget balance forecasts. Results suggest that the shape of the loss function varies across countries. The loss function becomes more asymmetric as the forecast horizon increases and in advance of parliamentary election....

Persistent link: https://www.econbiz.de/10010482497

Central banks’ interest rate projections and forecast coordination

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The North American journal of economics and finance : a … 28 (2014), pp. 130-137

Persistent link: https://www.econbiz.de/10010460996

Central banks' inflation forecasts under asymmetric loss : evidence from four Latin-American countries

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Economics letters 129 (2015), pp. 66-70

Persistent link: https://www.econbiz.de/10011421974

On the internal consistency of stock market forecasts

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The journal of behavioral finance : a publication of … 15 (2014) 4, pp. 351-359

Persistent link: https://www.econbiz.de/10011303196

Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding

Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143

Persistent link: https://www.econbiz.de/10011327376

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011327408

A note forecasting the rate of change of the price of oil : asymmetric loss and forecast rationality

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Principles of microeconomics, (pp. 93-101). 2016

Persistent link: https://www.econbiz.de/10011517870

On the directional accuracy of forecasts of emerging market exchange rates

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: International review of economics & finance : IREF 38 (2015), pp. 369-376

Persistent link: https://www.econbiz.de/10011572384

Using forecasts to uncover the loss function of federal open market committee members

Pierdzioch, Christian; Ruelke, Jan-Christoph; Tillmann, … - In: Macroeconomic dynamics 20 (2016) 3, pp. 791-818

Persistent link: https://www.econbiz.de/10011579764