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  • Search: subject_exact:"Prognose"
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Year of publication
Subject
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Prognose 16,074 Forecast 10,969 Prognoseverfahren 2,802 Forecasting model 2,736 USA 2,420 Deutschland 2,173 United States 2,151 Theorie 2,137 Theory 2,101 Germany 1,393 Welt 1,390 World 1,346 Finanzanalyse 810 Financial analysis 799 Wirtschaftsprognose 719 Schätzung 636 EU-Staaten 625 Estimation 614 Economic forecast 596 EU countries 593 Kapitaleinkommen 557 Capital income 553 Börsenkurs 506 Share price 495 Inflation 492 Wirtschaft 457 Wirtschaftswachstum 435 Arbeitsmarkt 422 Zeitreihenanalyse 417 Gewinn 408 Wirtschaftsentwicklung 408 Profit 387 Economic growth 382 Bevölkerungsentwicklung 367 Time series analysis 364 Russland 351 Alternde Bevölkerung 345 Geldpolitik 340 Russia 340 Wechselkurs 327
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Online availability
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Free 3,068 Undetermined 1,204
Type of publication
All
Book / Working Paper 8,837 Article 6,802 Journal 436
Type of publication (narrower categories)
All
Article in journal 4,525 Aufsatz in Zeitschrift 4,525 Graue Literatur 3,616 Non-commercial literature 3,616 Working Paper 2,181 Arbeitspapier 1,970 Aufsatz im Buch 1,046 Book section 1,046 Amtsdruckschrift 551 Government document 551 Collection of articles of several authors 519 Sammelwerk 519 Hochschulschrift 487 Konferenzschrift 377 Thesis 300 Statistik 292 Aufsatzsammlung 253 Conference proceedings 203 Advisory report 167 Gutachten 167 Statistics 151 Article 131 Dissertation u.a. Prüfungsschriften 129 Bibliografie enthalten 127 Bibliography included 127 No longer published / No longer aquired 117 Market information 98 Marktinformation 98 Research Report 93 Forschungsbericht 60 Mehrbändiges Werk 49 Multi-volume publication 49 Collection of articles written by one author 44 Sammlung 44 Conference paper 31 Konferenzbeitrag 31 Bericht 27 Bibliografie 26 Case study 21 Fallstudie 21
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Language
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English 9,757 German 3,649 Undetermined 1,564 French 429 Russian 232 Spanish 126 Polish 112 Dutch 74 Hungarian 44 Italian 40 Czech 22 Swedish 22 Croatian 19 Portuguese 18 Slovak 16 Danish 11 Finnish 10 Ukrainian 10 Norwegian 9 Bulgarian 7 Slovenian 7 Romanian 6 Afrikaans 4 Arabic 3 Lithuanian 3 Modern Greek (1453-) 2 Estonian 2 Macedonian 2 Galician 1 Serbian 1 Urdu 1
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Author
All
Richardson, James W. 60 Outlaw, Joe L. 59 Raulston, J. Marc 55 Knapek, George M. 50 Rußig, Volker 43 Gluch, Erich 36 Pierdzioch, Christian 35 Herbst, Brian K. 34 Leeper, Eric M. 34 Deschamps, Robert 33 Lindner, Axel 33 Brautzsch, Hans-Ulrich 30 Anderson, David P. 29 Schultz, Birgit 29 Clements, Michael P. 28 Börsch-Supan, Axel 27 Diebold, Francis X. 27 Holtemöller, Oliver 27 Loose, Brigitte 27 Raffelhüschen, Bernd 25 Ruelke, Jan-Christoph 25 Wolfers, Justin 25 Spiwoks, Markus 24 Klose, Steven L. 23 Zeddies, Götz 23 Boss, Alfred 22 Breuer, Christian 22 Sturm, Jan-Egbert 22 Timmermann, Allan 22 Tol, Richard S. J. 22 Franses, Philip Hans 21 Hendry, David F. 21 Kämpfe, Martina 21 Zitzewitz, Eric 21 Makridakis, Spyros G. 20 Stadtmann, Georg 20 Abrahamsen, Yngve 19 Baumeister, Christiane 19 Dermien, Vinciane 19 Rosegrant, Mark W. 19
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Institution
All
Bundesstelle für Außenhandelsinformation <Köln> 157 Bundesagentur für Außenwirtschaft 139 National Bureau of Economic Research 73 International Energy Agency 39 OECD 33 Deutsches Institut für Wirtschaftsforschung 24 Schweiz / Bundesamt für Statistik 22 Österreichisches Institut für Wirtschaftsforschung 20 Institut für Wirtschaftsforschung Halle 19 Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung 18 Arbeitskreis Konjunktur des IWH 17 Fraunhofer-Institut für System- und Innovationsforschung 16 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 16 Travel Industry Association of America 16 Europäische Kommission / Generaldirektion Landwirtschaft 15 Texas A&M University / Agricultural and Food Policy Center 15 World Tourism Organization 15 Asian Development Bank 14 Berenberg-Bank 14 FAO 14 Hamburgisches WeltWirtschaftsInstitut 14 Europäische Kommission 13 Institut für Schweizerisches Bankwesen <Zürich> 13 Prognos AG 13 Edward Elgar Publishing 12 Schweiz 12 Association of European Conjuncture Institutes / Working Group on Commodity Prices 11 Europäische Kommission / Generaldirektion Wirtschaft und Finanzen 11 Institut der Deutschen Wirtschaft Köln 11 International Food Policy Research Institute 11 Organisation for Economic Co-operation and Development 11 Weltbank 11 Institut für Weltwirtschaft 10 Springer Fachmedien Wiesbaden 10 European Centre for the Development of Vocational Training 9 Fraunhofer-Institut für Systemtechnik und Innovationsforschung 9 Kanada / Department of Industry <1993-> 9 USA / General Accounting Office 9 Association of European Conjuncture Institutes 8 Club of Rome 8
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Published in...
All
International journal of forecasting 193 Working paper / National Bureau of Economic Research, Inc. 183 Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences 97 Discussion paper / Centre for Economic Policy Research 81 Ifo-Schnelldienst 80 Technological forecasting & social change : an international journal 78 NBER working paper series 72 Ifo Schnelldienst 68 ifo Schnelldienst 68 Consumer goods Europe 55 Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung 54 Europäische Hochschulschriften / 5 50 Journal of forecasting 48 Energy economics 44 Konjunktur aktuell 44 AFPC briefing paper / Agricultural and Food Policy Center 43 Applied economics 42 KOF Studien 41 Review of accounting studies 40 NBER Working Paper 39 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 39 The accounting review : a publication of the American Accounting Association 37 Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche 35 Trade union revitalisation : trends and prospects in 34 countries 35 Applied economics letters 32 Energy policy 32 Internationales Verkehrswesen 31 Review of quantitative finance and accounting 31 Working paper 31 CESifo working papers 29 Journal of accounting & economics 28 Kieler Diskussionsbeiträge 28 The journal of finance : the journal of the American Finance Association 28 Economic modelling 27 Working Paper 27 Working paper series / European Central Bank 27 The American economic review 26 ifo Dresden berichtet 25 Transactions of the World Power Conference : sectional meeting 24 Business horizons 23
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Source
All
ECONIS (ZBW) 14,362 USB Cologne (EcoSocSci) 1,055 EconStor 446 RePEc 116 USB Cologne (business full texts) 74 ArchiDok 9 OLC EcoSci 8 BASE 5
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Showing 1 - 50 of 16,075
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Regionale Effekte einer durch einen Lieferstopp für russisches Gas ausgelösten Rezession in Deutschland
Holtemöller, Oliver; Lindner, Axel; Schult, Christoph - 2022
Ein Stopp der russischen Gaslieferungen würde zu einer Rezession der deutschen Wirtschaft führen. Nicht alle Regionen wären davon gleich betroffen: Vor allem wäre dort, wo das Verarbeitende Gewerbe ein großes Gewicht hat, mit einem deutlich stärkeren Einbruch der Wirtschaftsleistung zu...
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A statistical analysis of Norges Bank's forecasts
Hagelund, Kåre; Husabø, Eilert - 2022
In this paper, we perform a statistical analysis of the forecasting properties of Norges Bank's macroeconomic forecasts in the period 1998 - 2019. As a part of the analysis we assess Norges Bank's forecasts against similar forecasts by Statistics Norway and forecasts from simple models. The...
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News media versus FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - In: Journal of applied econometrics 37 (2022) 1, pp. 63-81
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Forecasting inflation with a zero lower bound or negative interest rates : evidence from point and density forecasts
Anderl, Christina; Caporale, Guglielmo Maria - 2022
This paper investigates the predictive power of the shadow rate for the inflation rate in countries with a zero lower bound (the US, the UK and Canada) and in those with negative rates (Japan, the Euro Area and Switzerland). Using shadow rates obtained from two different models (the Wu-Xia...
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with existing approaches. We conduct a systematic comparison of their predictive accuracy in settings with different cross-sectional (N) and time (T) dimensions and varying degrees of...
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Professionals forecasting inflation : the role of inattentiveness and uncertainty
Easaw, Joshy Z.; Golinelli, Roberto; Heravi, Saeed M. - 2022
The purpose of this paper is to investigate the nature of professionals’ inflation forecasts inattentiveness. We introduce and empirically investigate a new generalized model of inattentiveness due to informational rigidity. In doing so, we outline a novel model that considers the non-linear...
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On the uncertainty of a combined forecast : the critical role of correlation
Magnus, Jan R.; Vasnev, Andrey L. - 2022
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Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - 2022
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Do well managed firms make better forecasts?
Bloom, Nicholas; Kawakubo, Takafumi; Meng, Charlotte; … - 2022
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Forecasting facing economic shifts, climate change and evolving pandemics
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 10 (2022) 1, pp. 1-21
By its emissions of greenhouse gases, economic activity is the source of climate change which affects pandemics that in turn can impact badly on economies. Across the three highly interacting disciplines in our title, time-series observations are measured at vastly different data frequencies:...
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Exchange rate forecasting with advanced machine learning methods
Pfahler, Jonathan Felix - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17
Historically, exchange rate forecasting models have exhibited poor out-of-sample performances and were inferior to the random walk model. Monthly panel data from 1973 to 2014 for ten currency pairs of OECD countries are used to make out-of sample forecasts with artificial neural networks and...
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Aggregate insider trading and future market returns in the United States, Europe, and Asia
Malliouris, Dennis D.; Vermorken, Alphons T.; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 802-821
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Temporal consistency of forecasts and data releases
Bürgi, Constantin; Ortiz, Julio L - 2022
We provide key insights on expectation formation based on the Bloomberg economic survey: around two thirds of professional forecasters provide GDP forecasts that are temporally consistent, meaning that quarterly forecasts add up to the annual. Temporally consistent forecasts are not more...
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Testing for the rationality of central bank interest rate forecasts
Frenkel, Michael; Jung, Jin-Kyu; Ruelke, Jan-Christoph - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1037-1078
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Pandemic-era uncertainty
Meyer, Brent; Mihaylov, Emil; Barrero, Jose Maria; … - 2022
We examine several measures of uncertainty to make five points. First, equity market traders and executives at nonfinancial firms have shared similar assessments about one-year-ahead uncertainty since the pandemic struck. Both the one-year VIX and our survey-based measure of firm-level...
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The impact of forecast errors on fiscal planning and debt accumulation
Ademmer, Martin; Boysen-Hogrefe, Jens - In: Jahrbücher für Nationalökonomie und Statistik 242 (2022) 2, pp. 171-190
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Local versus foreign analysts' forecast accuracy : does herding matter?
Choi, Young-Soo; Mira, Svetlana; Taylor, Nicholas - In: Accounting and finance 62 (2022) S1, pp. 1143-1188
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Individual forecasts of exchange rates
Dahlquist, Magnus; Söderlind, Paul - 2022
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Money supply and inflation after COVID-19
Gharehgozli, Orkideh; Lee, Sunhyung - In: Economies : open access journal 10 (2022) 5, pp. 1-14
The core personal consumption expenditure (PCE) price index, the Federal Reserve's preferred inflation gauge, rose to 5.2 percent on January 2022, which is the highest rate of increase since 40 years ago. Our estimates show that the annualized quarterly core PCE prices could reach 5.45% in the...
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After the new normal : scenarios for Europe in the post Covid-19 world : Foresight on Demand (FoD)
Cuhls, Kerstin; Rosa, Aaron; Weber, Karl Matthias; … - Europäische Kommission / Generaldirektion Forschung … - 2022
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Future of knowledge : a foresight report : leveraging transformative capacities to meet future risks
UNDP / Regional Bureau for Arab States; Mohammed Bin … - 2022
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Stock returns predictability with unstable predictors
Calonaci, Fabio; Kapetanios, George; Price, Simon - 2022
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Applying import-adjustmed demand methodology to trade analysis during the COVID-19 crisis: what do we learn?
Auboina, Marc; Borino, Floriana - 2022 - Manuscript date: March 2022
In this paper, we estimated the standard (macro-economic) import equation over the period 1995-2021Q2, using an import intensity-adjusted measure of aggregate demand (IAD) calculated from input-output tables at country level, and compared the results with regressions using GDP. Initially...
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Regionale Effekte einer durch einen Lieferstopp für russisches Gas ausgelösten Rezession in Deutschland
Holtemöller, Oliver; Lindner, Axel; Schult, Christoph - 2022
Ein Stopp der russischen Gaslieferungen würde zu einer Rezession der deutschen Wirtschaft führen. Nicht alle Regionen wären davon gleich betroffen: Vor allem wäre dort, wo das Verarbeitende Gewerbe ein großes Gewicht hat, mit einem deutlich stärkeren Einbruch der Wirtschaftsleistung zu...
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The predictability of cross-sectional returns in high frequency
Wang, Yifan - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 105-126
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Measuring the completeness of economic models
Fudenberg, Drew; Kleinberg, Jon; Liang, Man; … - In: Journal of political economy 130 (2022) 4, pp. 956-990
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Ein Ausblick auf die Treibhausgasemissionen in Österreich 2021 und 2022
Sommer, Mark; Sinabell, Franz; Streicher, Gerhard - 2021
In dem vorliegenden Bericht wird ein methodischer Zugang vorgestellt, der es gestattet, die Auswirkungen von Änderungen der Wirtschaftsentwicklung in Österreich auf die Emission von Treibhausgasen (THG) zeitnah sichtbar zu machen. Dieses Werkzeug, dessen Kern die Input-Output-Tabelle der...
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Analyse der Grundschulversorgung in Trier mit Hilfe kleinräumiger Mikrosimulationsmodelle
Dräger, Sebastian; Kopp, Johannes; Münnich, Ralf T.; … - 2021
Um die Potenziale der Mikrosimulation als ein Instrument zur Analyse der zukünftigen Versorgungslagen im Elementarbereich und zur Planung entsprechender (politischer) Interventionen zu untersuchen, wurde am Beispiel der Stadt Trier eine Mikrosimulationsstudie durchgeführt. Die Datenbasis...
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Projections of expenditure for primary, community and long-term care in Ireland, 2019-2035, based on the Hippocrates model
Walsh, Brendan; Keegan, Conor; Brick, Aoife; Connolly, … - 2021
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Zu den Ergebnissen der Steuerschätzung vom Mai 2021: Verlängerte Coronakrise und fiskalische Entlastungen verschieben die Erholung der Steuereinnahmen
Göttert, Marcell - In: ifo Schnelldienst 74 (2021) 06, pp. 63-66
Die Steuerschätzung im Mai 2021 ergab eine Abwärtskorrektur der Steueraufkommensprognose. Dies ist in erster Linie auf die zusätzlichen Rechtsänderungen zurückzuführen. Gleichzeitig sind aber die Einnahmen des Jahrs 2020 um 11,4 Mrd. Euro höher ausgefallen, als noch im November 2020...
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Predicting the Oil Market
Calomiris, Charles W.; Çakır Melek, Nida; Mamaysky, Harry - 2021
We study the performance of many traditional and novel, text-based variables for in-sample and out-of-sample forecasting of oil spot, futures, and energy company stock returns, and changes in oil volatility, production, and inventories. After controlling for small-sample biases, we find evidence...
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Inflation Expectations and Their Role in Eurosystem Forecasting
Baumann, Ursel; Darracq Paries, Matthieu; Westermann, Thomas - 2021
This paper summarises the findings of the Eurosystem’s Expert Group on Inflation Expectations (EGIE), which was one of the 13 work streams conducting analysis that fed into the ECB’s monetary policy strategy review. The EGIE was tasked with (i) reviewing the nature and behaviour of inflation...
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Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock
Klein, Tony - 2021
We analyze an unbalanced panel monthly predictions of nonfarm payroll (NFP) changes between January 2008 and December 2020 sourced from Bloomberg. Unsurprisingly, we find that prediction quality varies across economists and we reject the hypothesis of equal predictive ability. In an error...
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Cross-cryptocurrency Return Predictability
Guo, Li; Kang, Donghun; Sang, Bo; Wang, Yu - 2021
Using the minute-frequency data of the top 30 coins listed on Binance, which represent 86% of the total dollar trading volume of the cryptocurrency market, we document strong evidence of cross-cryptocurrency return predictability. The lagged returns of other cryptocurrencies serve as significant...
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New Forecasts of the Equity Premium
Polk, Christopher; Thompson, Samuel Brodsky; … - 2021
If investors are myopic mean-variance optimizers, a stock's expected return is linearly related to its beta in the cross section. The slope of the relation is the cross-sectional price of risk, which should equal the expected equity premium. We use this simple observation to forecast the...
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Competing Approaches to Forecasting Elections : Economic Models, Opinion Polling and Prediction Markets
Leigh, Andrew; Wolfers, Justin - 2021
We review the efficacy of three approaches to forecasting elections: econometric models that project outcomes on the basis of the state of the economy; public opinion polls; and election betting (prediction markets). We assess the efficacy of each in light of the 2004 Australian election. This...
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Forecasting Stock Market Crashes via Machine Learning
Dichtl, Hubert; Drobetz, Wolfgang; Otto, Tizian - 2021
This paper uses a comprehensive set of variables from the five largest Eurozone countries to compare the performance of simple univariate and machine learning-based multivariate models in predicting stock market crashes. The statistical predictive performance of a support vector machine-based...
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Using an ARIMA Model to Forecast GDP Until 2031 for Portugal and Germany
Lhano, Francisco; Gouveia, Jorge; Perestrello, Francisco; … - 2021
The world economy has been struck by Covid-19 the same way people are struck by a lightning, fast and without warning, leaving nations out to dry on little to no reserves on their crucial supply side. Consequently, over the past year, economies shrunk, production drastically diminished, and...
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Comparison of ARIMA, ETS, NNAR, TBATS and Hybrid Models to Forecast the Second Wave of COVID-19 Hospitalizations in Italy
Perone, Gaetano - 2021
Coronavirus disease (COVID-19) is a severe ongoing novel pandemic that has emerged in Wuhan, China, in December 2019. As of October 13, the outbreak has spread rapidly across the world, affecting over 38 million people, and causing over 1 million deaths. In this article, I analysed several time...
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The October 1979 Change in the Monetary Regime : its Impact on the "Forecastability" of Interest Rates
Pesando, James E.; Plourde, Andre - 2021
Subsequent to the October 1979 shift in monetary policy in the United States, interest rates in North America not only reached unprecedented levels,but also exhibited unprecedented volatility. This paper shows that the anticipated quarterly changes in long-term rates associated with the rational...
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Testing the Predictive Accuracy of COVID-19 Forecasts
Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021
We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention during the first and second waves of the epidemic in the United States. We find three main...
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Testing the Predictive Accuracy of COVID-19 Forecasts
Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021
We test the predictive accuracy of forecasts of the number of COVID-19 fatalities produced by several forecasting teams and collected by the United States Centers for Disease Control and Prevention during the first and second waves of the epidemic in the United States. We find three main...
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Forecasting Potential Impact of COVID-19 on India and Indonesia’s GDP
Modi, Shubham; Jindal, Pragya - 2021
In this paper, the Box-Jenkins approach has been used to build the appropriate Autoregressive-Integrated Moving-Average (ARIMA) model to understand the short-term economic impact of coronavirus on India and Indonesia’s economies. The quarterly data for forecasting India and Indonesia's GDP was...
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Forecasting the Long-Term Equity Premium for Asset Allocation
Sakkas, Athanasios; Tessaromatis, Nikolaos - 2021
Long-term country equity premium forecasts based on a cross-sectional global factor model (CS-GFM), where factors represent compensation for risks proxied by valuation and financial variables, are superior, statistically and economically, from forecasts based on time-series prediction models...
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Cross-item Learning for Volatile Demand Forecasting : An Intervention with Predictive Analytics
Chuang, Howard Hao-Chun; Chou, Yen-Chun; Oliva, Rogelio - 2021
Despite its importance to OM, demand forecasting has been perceived as a “problem-solving” exercise; most empirical work in the field has focused on explanatory models but neglected prediction problems that are part of empirical science. The present study, involving one of the leading...
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Forecasting with Deep Temporal Hierarchies
Theodosiou, Filotas; Kourentzes, Nikolaos - 2021
In time series analysis and forecasting, the identification of an appropriate model remains a challenging task. Model misspecification can lead to erroneous forecasts and insights. The use of multiple views of the same time series by constructing temporally aggregate levels has been proposed as...
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An Alternative Measure of Economic Slack to Forecast Core Inflation
Sharma, Saurabh - 2021
Assessing macroeconomic demand conditions is critical for monetary policy to gaugeimminent inflationary pressures. Generally, measures of output gap, calculated byapplying statistical filters on GDP data, are used for this purpose. GDP data, however,are released only at quarterly frequency with...
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Enhancing Long-term Forecasting : Learning from COVID-19 Models
Rahmandad, Hazhir; Xu, Ran; Ghaffarzadegan, Navid - 2021
Long-term forecasts are hard, but also indispensable in personal and policy planning. How could long-term predictions of complex phenomena, such as COVID-19 contagion, be enhanced? While much effort has gone into building predictive models of the pandemic, some have argued that early exponential...
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Common Ownership and Analyst Forecasts
Cheng, Qiang; Luo, Shuqing; Zhang, Jinping - 2021
We examine the effect of the common ownership relation between brokerage houses and the firms covered by their analysts (referred to as co-owned brokerage houses, co-owned firms, and connected analysts, respectively) on analyst forecast performance. Common ownership can help the connected...
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The Effects of Investors' Information Acquisition On Sell-Side Analysts Forecast Bias
Astaiza-Gómez, José - 2021
In this research I empirically study the effects of information acquisition by investors or traders on analysts' forecast bias. Based on the theoretical literature on sell-side analysts, I argue that forecast bias is correlated to investors' information gathering, in two opposite directions. On...
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