Suchergebnisse
Filter
723 Ergebnisse
Sortierung:
SSRN
Concepts of Forecast Horizons in Stochastic Dynamic Games
In: Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, FL, Dec. 13-15, 1989, 195-197
SSRN
How long is the firm's forecast horizon?
In: Journal of economic dynamics & control, Band 20, Heft 6-7, S. 1145-1176
ISSN: 0165-1889
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON
In: Bulletin of economic research, Band 65, Heft 4, S. 362-371
ISSN: 1467-8586
ABSTRACTMotivated by a central banker with an inflation target, we show that the optimal forecast bias under non‐quadratic loss functions and non‐normal forecast errors can decrease or initially increase and then decrease with the forecast horizon. We initially proof that, if the variable to forecast can be described by a generalized Rayleigh distribution, its conditional mean does in general not constitute the optimal prediction under a symmetric target zone loss function. Subsequently, we approximate the target zone loss function to show the potential for variation in optimal bias over the forecast horizon.
Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects
In: International journal of forecasting, Band 11, Heft 3, S. 429-445
ISSN: 0169-2070
Forecast Horizons Under Demand Substitution and Production Changeovers: A Generalized Model
In: OMEGA-D-22-00778
SSRN
Professional forecast error as a function of a variable forecast horizon: A decomposition analysis
In: International journal of forecasting, Band 7, Heft 2, S. 155-163
ISSN: 0169-2070
Long-Horizon Forecasts
SSRN
Working paper
SSRN
SSRN
Working paper
Forecast Horizon of 5th – 6th – 7th Long Wave and Short-Period of Contraction in Economic Cycles
In: Ceris Working Paper No. 4/2009
SSRN
Working paper