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Displaying results 1 to 21 of 21.

  1. External assumptions, the international environment and the track record of the Commission forecasts
    Published: 2003
    Publisher:  European Commission, Directorate-General for Economic and Financial Affairs, Brussels

    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    Language: English
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    ISBN: 9289461829
    RVK Categories: QM 420 ; QB 910
    Series: Array ; 189
    Subjects: Wirtschaftsprognose; Wechselkurs; Ölpreis; Zins; Theorie; EU-Staaten; Statistischer Fehler; Economic forecasting
    Scope: 70 S, graph. Darst
    Notes:

    Literaturverz. S. 46 - 47

  2. Does the yield spread predict recessions in the euro area
    Published: 2003
    Publisher:  European Central Bank, Frankfurt am Main

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Source: Staatsbibliothek zu Berlin
    Language: English
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    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 294
    Subjects: Frühindikator; Zinsstruktur; Fälligkeit; Kapitaleinkommen; EU-Staaten; Probit-Modell; Economic forecasting
    Scope: 58 S., graph. Darst.
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  3. US, Japan and the Euro area
    comparing business-cycle features
    Published: 2003
    Publisher:  European Central Bank, Frankfurt am Main

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Staats- und Universitätsbibliothek Bremen
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
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    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 283
    Subjects: Konjunktur; Konjunkturzusammenhang; Vergleich; EU-Staaten; Japan; USA; Konjunktureller Wendepunkt; Economic forecasting
    Scope: 39 S., graph. Darst.
    Notes:
  4. Assessment of GDP forecasts uncertainty
    Published: 2003
    Publisher:  European Commission, Directorate-General for Economic and Financial Affairs, Brussels

    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9289456434
    Other identifier:
    ECFIN/215/03-EN
    RVK Categories: QM 420 ; QM 430 ; QB 910
    Series: Economic papers / European Commission, Directorate-General for Economic and Financial Affairs ; 184
    European economy
    Subjects: Nationaleinkommen; Volkswirtschaftliche Gesamtrechnung; Wirtschaftswachstum; Prognose; EU-Staaten; Economic forecasting; Gross domestic product
    Scope: 32 S, graph. Darst
    Notes:

    Literaturverz. S. 31 - 32

  5. Forecasting in large macroeconomic panels using Bayesian model averaging
    Published: Mar. 2003
    Publisher:  Federal Reserve Bank of New York, New York, NY

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Series: Staff reports / Federal Reserve Bank of New York ; 163
    Subjects: Frühindikator; Nationaleinkommen; Inflation; Bayes-Statistik; Theorie; USA; Economic forecasting; Inflation (Finance)
    Scope: Online Ressource, 41 p., text
  6. How costly is it to ignore breaks when forecasting the direction of a time series?
    Published: 2003
    Publisher:  Univ., Center for Economic Studies [u.a.], Munich

    Empirical evidence suggests that many macroeconomic and financial time series are subject to occasional structural breaks. In this paper we present analytical results quantifying the effects of such breaks on the correlation between the forecast and... more

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    Empirical evidence suggests that many macroeconomic and financial time series are subject to occasional structural breaks. In this paper we present analytical results quantifying the effects of such breaks on the correlation between the forecast and the realization and on the ability to forecast the sign or direction of a time-series that is subject to breaks. Our results suggest that it can be very costly to ignore breaks. Forecasting approaches that condition on the most recent break are likely to perform better over unconditional approaches that use expanding or rolling estimation windows provided that the break is reasonably large.

     

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    RVK Categories: QB 910
    Series: Array ; 875
    Subjects: Zeitreihenanalyse; Prognoseverfahren; Strukturbruch; Theorie; Economic forecasting; Finance; Time-series analysis
    Scope: 21 S, graph Darst
    Notes:
  7. Analysts' conflict of interest and biases in earnings forecasts
    Published: 2003
    Publisher:  NBER, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (9544)
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    Source: Union catalogues
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    Series: NBER working paper series ; 9544
    Subjects: Finanzanalyse; Kapitaleinkommen; Prognose; Systematischer Fehler; Börsenmakler; Schätzung; USA; Econometrics; Economic forecasting
    Scope: 34, [11] S
    Notes:

    Internetausg.: papers.nber.org/papers/w9544.pdf - lizenzpflichtig

    Literaturverz. S. 32 - 34

  8. Simulations with the AEAF model
    Published: 2003
    Publisher:  Agency for Economic Analysis and Forecasting, Sofia

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 236131
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    Source: Union catalogues
    Language: English
    Media type: Book
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    ISBN: 9545670436
    Series: Working paper series / Agency for Economic Analysis and Forecasting ; [24]
    Subjects: Wirtschaftsmodell; Simulation; Bulgarien; Economic forecasting
    Scope: 13 Bl, graph. Darst
  9. The need for economic models in economic policy making
    Published: 2003
    Publisher:  Agency for Economic Analysis and Forecasting, Sofia

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 236132
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    Source: Union catalogues
    Language: English
    Media type: Book
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    ISBN: 9545670444
    Series: Working paper series / Agency for Economic Analysis and Forecasting ; [23]
    Subjects: Wirtschaftsmodell; Wirtschaftspolitik; Bulgarien; Economic forecasting; Economic forecasting
    Scope: 21 Bl
  10. The AEAF model: a medium term annual model of the Bulgarian economy
    Published: 2003
    Publisher:  Agency for Economic Analysis and Forecasting, Sofia

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 236188
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    Source: Union catalogues
    Language: English
    Media type: Book
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    ISBN: 9545670428
    Series: Working paper series / Agency for Economic Analysis and Forecasting ; [22]
    Subjects: Wirtschaftsmodell; Bulgarien; Economic forecasting
    Scope: 13 Bl, graph. Darst
  11. The effect of macroeconomic news on beliefs and preferences
    evidence from the options market
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (9914)
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: NBER working paper series ; 9914
    Subjects: Ankündigungseffekt; Optionsgeschäft; Staatspapier; USA; Wirkungsanalyse; Bonds; Economic forecasting; Government securities; Options (Finance)
    Scope: 40 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9914.pdf - lizenzpflichtig

    Literaturverz. S. 26 - 27

  12. CBO's analysis of the President's fiscal year 2004 budget
    hearing before the Committee on the Budget, House of Representatives, One Hundred Eighth Congress, first session, hearing held in Washington, DC, March 25, 2003
    Published: 2003

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 245014
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Corporations / Congresses:
    USA, Array
    Subjects: Öffentlicher Haushalt; Finanzpolitik; Wirkungsanalyse; Finanzkontrolle; USA; Wirkungsanalyse; Budget; Fiscal policy; Economic forecasting; Government spending policy
    Scope: Online-Ressource, III, 109 p., text, ill, 24 cm
    Notes:

    Includes bibliographical references

  13. The predictive content of the output gap for inflation
    resolving in-sample and out-of-sample evidence
    Published: July 2003
    Publisher:  Federal Reserve Bank of Kansas City, Kansas, Mo.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 85 (03.06)
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    Language: English
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    Edition: [Elektronische Ressource]
    Series: Research working papers / Research Division, Federal Reserve Bank of Kansas City ; 03,06
    Subjects: Phillips-Kurve; Inflation; Prognose; Kausalanalyse; USA; Phillips curve; Economic forecasting
    Scope: Online-Ressource, 50, [2] p., text
  14. Fiscal rules, inertia and discretionary fiscal policy
    Published: 2003
    Publisher:  European Commission, Directorate-General for Economic and Financial Affairs, Brussels

    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    Arnold-Bergstraesser-Institut für kulturwissenschaftliche Forschung, Bibliothek
    Frei 119: W-I-C-0123-00
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    KAP 12354
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    C 247147
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    Universitätsbibliothek Leipzig
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    04/4 B
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9289464178
    Other identifier:
    ECFIN/433/03-EN
    KC-AI-03-015-EN-C
    RVK Categories: QM 430 ; QB 910
    Series: Economic papers / European Commission, Directorate-General for Economic and Financial Affairs ; 194
    European economy
    Subjects: Finanzpolitik; Öffentlicher Haushalt; Stabilisierungspolitik; Produktionspotenzial; Frühindikator; Theorie; EU-Staaten; Budget; Economic forecasting; Fiscal policy
    Scope: 22 S
    Notes:

    Literaturverz. S. 17 - 18

  15. Simple forecasts and paradigm shifts
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    W 1 (10013)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 10013
    Subjects: Börsenkurs; Prognoseverfahren; Lernprozess; Theorie; USA; Economic forecasting
    Scope: 50 S
    Notes:

    Internetausg.: papers.nber.org/papers/w10013.pdf - lizenzpflichtig

    Literaturverz. S. 43 - 46

  16. Does the yield spread predict recessions in the Euro area?
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
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    RVK Categories: QM 430
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 294
    Subjects: Konjunkturtest; Zinsstruktur; Fälligkeit; Kapitalertrag; Probit-Modell; :z Geschichte 1970-2000
    Other subjects: (stw)1970-2000; (stw)Frühindikator; (stw)Zinsstruktur; (stw)Fälligkeit; (stw)Kapitaleinkommen; (stw)EU-Staaten; (stw)Probit-Modell; Economic forecasting; Economic forecasting; Arbeitspapier; Graue Literatur
    Scope: 58 S., graph. Darst., 30 cm
    Notes:

    Literaturverz. S. 45 - 48. - Auch im Internet unter der Adresse ssrn.com/abstract_id=xxxxxx verfügbar

  17. US, Japan and the Euro-area: comparing business cycle features
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

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    RVK Categories: QM 430
    Series: Working paper series / European Central Bank ; Eurosystem ; No. 283
    Subjects: Konjunktur; Internationaler Konjunkturzusammenhang; Vergleich; :z Geschichte 1970-2001
    Other subjects: (stw)1970-2001; (stw)Konjunktur; (stw)Konjunkturzusammenhang; (stw)Vergleich; (stw)EU-Staaten; (stw)Japan; (stw)USA; (stw)Konjunktureller Wendepunkt; Economic forecasting; Arbeitspapier; Graue Literatur
    Scope: 39 S., graph. Darst., 30 cm
    Notes:

    Auch im Internet unter den Adressen www.ecb.int und ssrn.com/abstract_id=xxxxxx verfügbar

  18. US, Japan and the Euro-area
    comparing business cycle features
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    TU Berlin, Universitätsbibliothek
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    Source: Staatsbibliothek zu Berlin
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    Media type: Book
    RVK Categories: QM 430
    Series: Working paper series / European Central Bank ; 283
    Subjects: Economic forecasting
    Scope: 39 S., graph. Darst.
    Notes:

    Auch im Internet unter der Adresse www.ecb.int und ssrn.com/abstracti̱d=xxxxxx verfügbar

  19. Does the yield spread predict recessions in the euro area
    Published: 2003
    Publisher:  European Central Bank, Frankfurt am Main

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
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    RVK Categories: QM 430
    Series: Working paper / European Central Bank ; 294
    Subjects: Frühindikator; Zinsstruktur; Fälligkeit; Kapitaleinkommen; EU-Staaten; Probit-Modell; Economic forecasting
    Scope: 58 S., graph. Darst.
    Notes:
  20. External assumptions, the international environment and the track record of the Commission forecasts
    Published: 2003
    Publisher:  European Commission, Directorate-General for Economic and Financial Affairs, Brussels

    Fachinformationsverbund Internationale Beziehungen und Länderkunde
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    Stiftung Wissenschaft und Politik (SWP), Bibliothek
    H.03/0670
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    Arnold-Bergstraesser-Institut für kulturwissenschaftliche Forschung, Bibliothek
    Frei 119: W-I-C-0117-00
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    03/275 B
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9289461829
    RVK Categories: QB 910 ; QM 420
    Series: Array ; 189
    Subjects: Wirtschaftsprognose; Wechselkurs; Ölpreis; Zins; Theorie; EU-Staaten; Statistischer Fehler; Wirtschaft; Prognose; Wissenschaft; Prognoseverfahren; Sozioökonomischer Wandel; Wirtschaftsentwicklung; Wirtschaftsindikator; Sozialer Indikator; Economic forecasting
    Scope: 70 S, graph. Darst
    Notes:

    Literaturverz. S. 46 - 47

  21. How costly is it to ignore breaks when forecasting the direction of a time series?
    Published: February 2003
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich

    Empirical evidence suggests that many macroeconomic and financial time series are subject to occasional structural breaks. In this paper we present analytical results quantifying the effects of such breaks on the correlation between the forecast and... more

    Staats- und Universitätsbibliothek Bremen
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    Empirical evidence suggests that many macroeconomic and financial time series are subject to occasional structural breaks. In this paper we present analytical results quantifying the effects of such breaks on the correlation between the forecast and the realization and on the ability to forecast the sign or direction of a time-series that is subject to breaks. Our results suggest that it can be very costly to ignore breaks. Forecasting approaches that condition on the most recent break are likely to perform better over unconditional approaches that use expanding or rolling estimation windows provided that the break is reasonably large.

     

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/76369
    RVK Categories: QB 910
    Series: Array ; no. 875
    Subjects: Zeitreihenanalyse; Prognoseverfahren; Strukturbruch; Theorie; Economic forecasting; Finance; Time-series analysis
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen