Text
Creating a "Smart" conditional consensus forecast
The study examined analyst forecasts of 26 macroeconomic statistics for August 1998 through March 2007. The four research questions were, (1) Does forecast accuracy persist? (2) What are the determinants of such persistence? (3) Do analysts who exhibit these characteristics make more accurate forecasts than the simple consensus? (4) Is a "smart" consensus that is based on individuals exhibiting these characteristics more accurate than the simple consensus ? It was shown that analyst forecast accuracy persists and is determined by long-term past accuracy and the analyst's overall ability in forecasting all statistics..Printed journal
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| PSB lt.dasar - Pascasarjana | 1 |
| Penerbit | : CFA Institute |
|---|---|
| Edisi | - |
| Subjek | Performance evaluation Macroeconomics Economic forecasting Accuracy studies |
| ISBN/ISSN | 0015198X |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |