Suchergebnisse

Intro -- Title page -- Copyright page -- Contents -- Ch 1 - Advances in Economic Forecasting, Matthew L. Higgins -- Ch 2 - Real-Time Forecasting, Dean Croushore -- Ch 3 - Limits to Economic Forecasting, Kajal Lahiri -- Ch 4 - Forecasting Regional and Industry-Level Variables: Challenges and Strategies, David E. Rapach -- Ch 5 - Forecasting Asset Prices Using Nonlinear Models, Michael D. Bradley and Dennis W. Jansen -- Ch 6 - Perspectives on Evaluating Macroeconomic Forecasts, H.O. Stekler -- Ch 7 - Combining Forecasts with Many Predictors, Tae-Hwy Lee -- Authors -- Index -- About the Institute.

Intro -- Half Title -- Title Page -- Copyright -- Dedication -- Contents -- Introduction to the Series -- Contributors -- Section III Forecasters' Objectives -- 12 Forecasters' Objectives and Strategies -- 1 Introduction -- 2 Model with Mixed Reputational and Contest Payoffs -- 2.1 Reputational Signaling Payoff -- 2.2 Forecasting Contest Payoff -- 3 Development of Reputational and Contest Theories -- 3.1 Reputational Cheap Talk -- 3.2 Contest Theory -- 4 Equilibrium with Mixed Incentives -- 4.1 Forecast Bias -- 4.2 Forecast Dispersion -- 4.3 Forecast Orthogonality -- 5 Estimation -- 5.1 Data -- 5.2 Results -- 5.3 Limitations -- 6 Robustness and Extensions -- 6.1 Common Error -- 6.2 Information about Own Precision -- 6.3 Heterogeneous Priors -- 6.4 Partisan Forecasting -- 7 Role of Anonymity -- 8 Summary and Outlook -- Acknowledgments -- References -- 13 Forecasting Exchange Rates: an Investor Perspective -- 1 Introduction -- 2 Successful Investing Does Not Require Beating a Random Walk -- 3 Constructing a Currency Portfolio -- 4 Benchmarks for Currency Investors -- 5 Forecast Skill Evaluation: Tilt and Timing -- 5.1 Analyzing Tilt and Timing in Active Portfolios -- 5.2 Factor Tilts and Timing -- 6 Enhancing Forecasts with Conditioners -- 7 Summary -- References -- Section IV Methodology -- 14 Variable Selection in Predictive Regressions -- 1 Introduction -- 2 Criterion-Based Methods When N