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Displaying results 1 to 5 of 5.

  1. Asymmetry and interdependence when evaluating U.S. energy information agency forecasts
    Published: September 2022
    Publisher:  National Institute of Economic and Social Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 538
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NIESR discussion paper ; no. 541 (22 September 2022)
    Subjects: EIA forecasts; oil market; forecast rationality; non-separable loss; asymmetric loss
    Scope: 1 Online-Ressource (circa 39 Seiten), Illustrationen
  2. Rationalität und Qualität von Wirtschaftsprognosen
    Published: 2015
    Publisher:  Niedersächsische Staats- und Universitätsbibliothek Göttingen, Göttingen

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    Source: Union catalogues
    Contributor: Bizer, Kilian (Akademischer Betreuer); Spiwoks, Markus (Akademischer Betreuer); Dierkes, Stefan (Akademischer Betreuer)
    Language: German
    Media type: Dissertation
    Format: Online
    Other identifier:
    hdl: 11858/00-1735-0000-0022-5FE8-0
    Subjects: Prognose; Wirtschaft; Experimentelle Wirtschaftsforschung; Qualität; Erwartungsbildung; Rationale Erwartung; Prognosefehler; Informationseffizienz; Wirtschaft; Prognose; Prognoseverfahren; Qualitätsmanagement; Konjunkturtest; Sachwert; Bewertung; Rationale Erwartung; Risiko; Spieltheorie; Experimentelle Wirtschaftsforschung
    Other subjects: (stw)Wirtschaftsprognose; (stw)Prognoseverfahren; (stw)Qualitätsmanagement; (stw)Frühindikator; (stw)Bewertung; (stw)Rationale Erwartung; (stw)Risiko; (stw)Spieltheorie; (stw)Experimentelle Ökonomik; volkswirtschaftliche Prognosen; Wirtschaftsprognosen; Konjunkturprognosen; Kapitalmarktprognose; Prognoseevaluation; Erwartungen; rationale Erwartungsbildung; Konsensprognosen; Informationseffizienz; Prognoserevisionen; Gegenwartsorientierte Verlaufsanpassung; Prognosegütemaße; Prognosequalität; Prognoseplanspiel; Unsicherheit; economic forecasting; business cycle forecasts; forecast quality; experimental planning game; information efficiency; consensus forecasts; early indicators; forecast evaluation; rational expectations; forecast rationality; expectations; forecast revisions; forecast measurement; uncertainty; Graue Literatur
    Scope: Online-Ressource
    Notes:

    Göttingen, Georg-August Universität, Diss., 2015

  3. On the rationality of medium-term tax revenue forecasts
    evidence from Germany
    Published: 2014
    Publisher:  ifo Inst., Munich

    In the present paper I examine tax revenue projections in Germany over the period 1968 to 2012 with a focus on forecasting rationality. I show that tax revenue forecasts for the medium-term are upward biased. Overoptimistic revenue projections are... more

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    DS 402 (176)
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    In the present paper I examine tax revenue projections in Germany over the period 1968 to 2012 with a focus on forecasting rationality. I show that tax revenue forecasts for the medium-term are upward biased. Overoptimistic revenue projections are particularly pronounced after the German reunification and reflect upward-biased GDP projections in this period. The predicted tax-GDP-ratio appears to be upward biased, as well. The forecasts are likely to overestimate tax revenues if the redicted tax-GDP-ratio exceeds its structural level of approximately 22 1/2 percentage points. The results also indicate that forecast errors of short-term projections for the current year exhibit serial correlation. It is conceivable that the specific institutional setting can explain this non-rational behaviour to some extent.

     

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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/96670
    Series: Ifo working papers ; 176
    Subjects: Tax revenue forecasting; forecast rationality; budgetary Planning
    Scope: Online-Ressource (33 S.), graph. Darst.
  4. Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
    Published: 2014
    Publisher:  GSE, Barcelona

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Barcelona GSE working paper series ; 765
    Subjects: Geldpolitik; Wirtschaftsprognose; Prognoseverfahren; Statistischer Test; Monte-Carlo-Simulation; USA; forecast rationality; Forecasting; Greenbook; Monetary policy; real-time data; survey
    Scope: Online-Ressource (59 S.), graph. Darst.
  5. Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
    Published: 2014
    Publisher:  Dep. of Economics and Business, Univ. Pompeu Fabra, Barcelona

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: [Working papers / Department of Economics and Business, Universitat Pompeu Fabra ; 1426]
    Subjects: Geldpolitik; Wirtschaftsprognose; Prognoseverfahren; Statistischer Test; Monte-Carlo-Simulation; USA; forecast rationality; Forecasting; Greenbook; Monetary policy; real-time data; survey
    Scope: Online-Ressource (59 S.), graph. Darst.