Search Results - "Statistical forecasts"

Journal Article

An Atmospheric Signal Lowering the Spring Predictability Barrier in Statistical ENSO Forecasts

by Mukhin, Dmitry Gavrilov, Andrey Seleznev, Aleksei Buyanova, Maria Published in Geophysical research letters (28.03.2021)

“...The loss of autocorrelations of tropical sea surface temperatures (SST) during late spring, also called the spring predictability barrier (SPB), is a factor...”

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Journal Article

A Comprehensive Look at the Empirical Performance of Equity Premium Prediction

by Ivo Welch Amit Goyal Published in The Review of financial studies (01.07.2008)

“...Our article comprehensively reexamines the performance of variables that have been suggested by the academic literature to be good predictors of the equity...”

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Journal Article

Forecasting the Equity Risk Premium: The Role of Technical Indicators

by Christopher J. Neely David E. Rapach Jun Tu Guofu Zhou Published in Management science (01.07.2014)

“...Academic research relies extensively on macroeconomic variables to forecast the U.S. equity risk premium, with relatively little attention paid to the...”

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Journal Article

Predicting Excess Stock Returns out of Sample: Can Anything Beat the Historical Average?

by John Y. Campbell Samuel B. Thompson Published in The Review of financial studies (01.07.2008)

“...Goyal and Welch (2007) argue that the historical average excess stock return forecasts future excess stock returns better than regressions of excess returns on...”

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Journal Article

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

by David E. Rapach Jack K. Strauss Guofu Zhou Published in The Review of financial studies (01.02.2010)

“...Welch and Goyal (2008) find that numerous economic variables with in-sample predictive ability for the equity premium fail to deliver consistent out-of-sample...”

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Journal Article

Delusion and Deception in Large Infrastructure Projects: Two Models for Explaining and Preventing Executive Disaster

by Bent Flyvbjerg Massimo Garbuio Dan Lovallo Published in California management review (01.01.2009)

“..."Over budget, over time, over and over again" appears to be an appropriate slogan for large, complex infrastructure projects. This article explains why cost,...”

Journal Article

Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts

by Olivier Coibion Yuriy Gorodnichenko Published in The American economic review (01.08.2015)

“...We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the null arise from...”

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Journal Article

Market Expectations in the Cross-Section of Present Values

by BRYAN KELLY SETH PRUITT Published in The Journal of finance (New York) (01.10.2013)

“...Returns and cash flow growth for the aggregate U.S. stock market are highly and robustly predictable. Using a single factor extracted from the cross-section of...”

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Journal Article

Exchange Rate Predictability

by Barbara Rossi Published in Journal of economic literature (01.12.2013)

“...The main goal of this article is to provide an answer to the question: does anything forecast exchange rates, and if so, which variables? It is well known that...”

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Journal Article

The Dog That Did Not Bark: A Defense of Return Predictability

by John H. Cochrane Published in The Review of financial studies (01.07.2008)

“...If returns are not predictable, dividend growth must be predictable, to generate the observed variation in divided yields. I find that the absence of dividend...”

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Journal Article

The Benefits of Financial Statement Comparability

by GUS DE FRANCO S.P. KOTHARI RODRIGO S. VERDI Published in Journal of accounting research (01.09.2011)

“...Investors, regulators, academics, and researchers all emphasize the importance of financial statement comparability. However, an empirical construct of...”

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Journal Article

Pan-Arctic and Regional Sea Ice Predictability: Initialization Month Dependence

by J. J. Day S. Tietsche E. Hawkins Published in Journal of climate (15.06.2014)

“...Seasonal-to-interannual predictions of Arctic sea ice may be important for Arctic communities and industries alike. Previous studies have suggested that Arctic...”

Journal Article

The Outlook for Population Growth

by Ronald Lee Published in Science (American Association for the Advancement of Science) (29.07.2011)

“...Projections of population size, growth rates, and age distribution, although extending to distant horizons, shape policies today for the economy, environment,...”

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Journal Article

Macro Factors in Bond Risk Premia

by Sydney C. Ludvigson Serena Ng Published in The Review of financial studies (01.12.2009)

“...Are there important cyclical fluctuations in bond market premiums and, if so, with what macroeconomic aggregates do these premiums vary? We use the methodology...”

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Journal Article

What Can Survey Forecasts Tell Us about Information Rigidities?

by Olivier Coibion Yuriy Gorodnichenko Published in The Journal of political economy (01.02.2012)

“...A lot. We derive common and conflicting predictions from models in which agents face information constraints and then assess their validity using surveys of...”

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Journal Article

The Effect of Mandatory IFRS Adoption on Financial Analysts' Information Environment

by DONAL BYARD YING LI YONG YU Published in Journal of accounting research (01.03.2011)

“...This paper examines the effect of the mandatory adoption of International Financial Reporting Standards (IFRS) by the European Union on financial analysts'...”

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Journal Article

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

by Gary Koop Dimitris Korobilis Published in International economic review (Philadelphia) (01.08.2012)

“...We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods...”

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Journal Article

Survival of the unfittest: why the worst infrastructure gets built—and what we can do about it

by Bent Flyvbjerg Published in Oxford review of economic policy (01.10.2009)

“...The article first describes characteristics of major infrastructure projects. Second, it documents a much neglected topic in economics: that ex ante estimates...”

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