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The Optimal Data Interval for Econometric Models of Advertising Carryover

Tellis, Gerard J. - 2006

interval to estimate advertising carryover. The literature assumes that 1) the optimal data interval is the inter-purchase time … underlying advertising process. In contrast, we show that 1) the optimal data interval is the inter-exposure time. 2) Too … advertising process but only data at the inter-exposure time. These results hold for any linear dynamic model linking sales with …

Persistent link: https://www.econbiz.de/10012780058

Evaluating macroeconomic forecasts : a concise review of some recent developments

Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - In: Journal of economic surveys 28 (2014) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10011293027

Estimating loss functions of experts

Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - 2011

Persistent link: https://www.econbiz.de/10009720701

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009725301

Are Forecast Updates Progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Tinbergen Instituut - 2013

See the article in Mathematics and Computers in Simulation (MATCOM) (2013). Volume 93(c), pages 9-18. Many macroeconomic forecasts and forecast updates like those from IMF and OECD typically involve both a model component, which is replicable, as well as intuition, which is non-replicable....

Persistent link: https://www.econbiz.de/10011256344

Estimating Loss Functions of Experts

Franses, Philip Hans; Legerstee, Rianne; Paap, Richard - Tinbergen Instituut - 2011

We propose a new and simple methodology to estimate the loss function associated with experts' forecasts. Under the assumption of conditional normality of the data and the forecast distribution, the asymmetry parameter of the lin-lin and linex loss function can easily be estimated using a linear...

Persistent link: https://www.econbiz.de/10011257050

Are Forecast Updates Progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Institute of Economic Research, Kyoto University - 2011

Many macro-economic forecasts and forecast updates, such as those from the IMF and OECD, typically involve both a model component, which is replicable, as well as intuition (namely, expert knowledge possessed by a forecaster), which is non-replicable. . Learning from previous mistakes can affect...

Persistent link: https://www.econbiz.de/10008862832

Are Forecast Updates Progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2011

Persistent link: https://www.econbiz.de/10008864018

Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments

Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - Department of Economics and Finance, College of … - 2010

Macroeconomic forecasts are frequently produced, published, discussed and used. The formal evaluation of such forecasts has a long research history. Recently, a new angle to the evaluation of forecasts has been addressed, and in this review we analyse some recent developments from that...

Persistent link: https://www.econbiz.de/10008621804

Are Forecast Updates Progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Department of Economics and Finance, College of … - 2010

Macro-economic forecasts typically involve both a model component, which is replicable, as well as intuition, which is non-replicable. Intuition is expert knowledge possessed by a forecaster. If forecast updates are progressive, forecast updates should become more accurate, on average, as the...

Persistent link: https://www.econbiz.de/10008621806

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