𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Information content of forecast errors

✍ Scribed by Sherrill Shaffer


Book ID
117333200
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
30 KB
Volume
59
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Predicting the signs of forecast errors
✍ Nazaria Solferino; Robert Waldmann πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 71 KB

## Abstract The signs of forecast errors can be predicted using the difference between individuals' forecasts and the average of earlier forecasts of the same variable. It is possible to improve forecasts without worsening any. It is difficult to reconcile this result with the rational expectations