«FORECASTABLE»に関連する英語の本
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1
Nonlinear Dynamics, Chaos, and Instability: Statistical ...
For example, if one suspects the presence of forecastable volatility (i.e., variance)
in one's forecast errors, one fits this forecastable volatility, divide the forecast
errors by the estimate of this volatility, and apply the BDS test to the resulting ...
William A. Brock, David Arthur Hsieh, Blake Dean LeBaron, 1991
2
Forecasting Economic Time Series
Since forecasting is undertaken for a purpose, and is usually instrumental in
decisions rather than an objective in its own right, its evaluation must depend on
how well it achieves its aims. Thus, it is extremely difficult to define 'forecastable',
...
Michael Clements, David Hendry, 1998
3
Handbook of Financial Econometrics, Vol 1: Tools and Techniques
Thus, evidence that expected returns are constant requires not merely that
returns be unforecastable by dt − pt but also that dividend growth be strongly
forecastable by dt − pt , forecastable enough to account for the observed
variability in dt ...
Yacine Ait-Sahalia, Lars Hansen, 2009
4
Inflation, Employment and Business Fluctuations
The empirical evidence used by the authors is drawn from a three variable vector
autoregression on quarterly US data; it consists of the forecastable movements in
output, consumption and labour input. The three variables for the VAR are ...
By their very pervasiveness, the negative attitudes toward institutions suggest a
prejudice rather than an informed judgment. 1.2 The Efficient Markets Model The
observation that stock returns are not very forecastable is widely thought to mean
...
6
International Macroeconomics
Actual profits are risky, but they appear to be forecastable. Forecastable profits
are like a grail to economists: mythical, sought after, and a cause of division in the
court. This finding is widely considered to be a puzzle or anomaly. If such profits ...
Robert C. Feenstra, Alan M. Taylor, 2008
7
Speculative Bubbles and the Dot-com Era
And while stocks prices are not forecastable, Shiller points out that the evidence
in fact shows that they are not very forecastable, with very being the crucial
difference. If returns are somewhat forecastable, then efficient markets
predictions fail.
8
Annual Hours Contracts and Working Time Transformation
We have covered known and forecastable seasonal variations in Chapter 5, but
this is frequently overlaid with other types of variation which are less forecastable.
Random Variation There are the normal vagaries of life. More or less work must ...
9
Exploring General Equilibrium
Rotemberg and Woodford (1994) compute the "forecastable changes" in output,
consumption, and hours. They use forecastable changes, which are stationary, to
identify the cycle. They show that standard real business cycle models cannot ...
10
The Econometrics of Financial Markets
Table 8.2 shows strong evidence that the real commercial paper rate is
forecastable, and weaker evidence that the real stock return is forecastable.
There is very little evidence that consumption growth is forecastable.9 The IV
estimates of γ ...
John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, 2012
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Philadelphia: Warm, Dry Weather to Span Weekend
"Early next week will likely be the total opposite from this weekend across the Northeast, with no forecastable break in the showers and ... «AccuWeather.com, 7月 15»
Uncle Sam is Leading the Way…Will You Follow?
The boom we are seeing now in US housing construction was entirely forecastable. We knew it was coming. More importantly, we know what to ... «Progress.org, 7月 15»
Uncle Sam is Leading the Way In Housing Construction … Will You …
The boom we are seeing now in US housing construction was entirely forecastable. We knew it was coming. More importantly, we know what to ... «Daily Reckoning - Australian Edition, 7月 15»
Greek drama a chance to stress test your portfolio
As far as non-forecastable shocks go, you could not ask for a better example than the current Greek crisis. Nobody thought the Greek prime ... «The Australian Financial Review, 7月 15»
Change You Can Believe In? Hedge Fund Data Revisions
These revisions are not merely random or corrections of earlier mistakes; they are partly forecastable by fund characteristics. Moreover, funds ... «ValueWalk, 7月 15»
More tough times for The Tampa Tribune
But there is not a forecastable strong positive cash flow.” One other sign of trouble may be more symbolic than telling: The Tribune's delinquent ... «Columbia Journalism Review, 7月 15»
2015 UEFA European Under-21 Championship: Saturday's Day 11 …
The pattern of the game is forecastable—Portugal possession vs. Sweden's banks of four—and the question becomes whether or not Os ... «Bleacher Report, 6月 15»
3 Top Rated UK Equity Funds for Growth Investors
... sales growth is reasonably high and sustainably so, growth above the rate in GDP, but that growth is sustainable and forecastable and also, ... «Morningstar, 6月 15»
Extreme heat to continue in Southeastern N.C.
It will remain at least 5 degrees above normal for the forecastable future, which is seven days. "The heat wave goes on, but it's not as intense," ... «StarNewsOnline.com, 6月 15»
3D Systems' (DDD) Management at Stephens 2015 Spring …
The leading users have robust plans over a forecastable period and we can't predict their quarter-to-quarter order patterns, it's in their control. «Seeking Alpha, 6月 15»
