Predicting the Signs of Forecast Errors
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- Nazaria Solferino & Robert Waldmann, 2010. "Predicting the signs of forecast errors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(5), pages 476-485.
References listed on IDEAS
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Cited by:
- Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
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More about this item
Keywords
Rational Expectations; Panel; Loss Function; Forecast; Interest Rate.;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-12-01 (Econometrics)
- NEP-FOR-2008-12-01 (Forecasting)
- NEP-MAC-2008-12-01 (Macroeconomics)
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