Time scale evaluation of economic forecasts
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DOI: 10.1016/j.econlet.2014.03.002
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- Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
References listed on IDEAS
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- Martyna Marczak & Thomas Beissinger, 2016.
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- Marczak, Martyna & Beissinger, Thomas, 2015. "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020.
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- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print hal-02956380, HAL.
- Nikolaos Mitianoudis & Theologos Dergiades, 2016. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series 2016_04, Department of Economics, University of Macedonia, revised Dec 2016.
- Ardila, Diego & Sornette, Didier, 2016. "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, vol. 19(C), pages 298-304.
- Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
- Markidou Anna & Michis Antonis, 2016. "Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 109-119, May.
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More about this item
Keywords
Forecast accuracy; Loss measures; Time scales; Wavelets;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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