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1by 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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2“...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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3by 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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4“...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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5by 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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6by Warren C. Sanderson Sergei Scherbov Published in Science (American Association for the Advancement of Science) (10.09.2010)
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7by 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,...”
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8“...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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9“...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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10by 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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11by Barbara Mellers Lyle Ungar Jonathan Baron Jaime Ramos Burcu Gurcay Katrina Fincher Sydney E. Scott Don Moore Pavel Atanasov Samuel A. Swift Terry Murray Eric Stone Philip E. Tetlock Published in Psychological science (01.05.2014)“...Five university-based research groups competed to recruit forecasters, elicit their predictions, and aggregate those predictions to assign the most accurate...”
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12by 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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13by 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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14“...Seasonal-to-interannual predictions of Arctic sea ice may be important for Arctic communities and industries alike. Previous studies have suggested that Arctic...”
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15by 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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16“...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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17“...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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18“...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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19by 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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20by 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...”