✦ LIBER ✦

Perspectives on forecasting research in accounting and finance

✍ Scribed by L. D. Brown; P. A. Griffin

Publisher: John Wiley and Sons
Year: 1983
Tongue: English
Weight: 459 KB
Volume: 2
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980020403

No coin nor oath required. For personal study only.

✦ Synopsis

This paper offers some perspectives on forecasting research in accounting and finance. It is maintained that many common areas of forecasting research exist. Yet, most research has focused upon a particular (Box-Jenkins) technique and a particular (reported earnings) variable, virtually neglecting numerous other relevant forecasting research topics. This symposium issue includes papers which address several of these neglected research topics. The eight papers constituting the issue are classified into three categories: (1) univariate time-series modelling; (2) multivariate timeseries modelling; and (3) comparison of experts' forecasts with those of statistical models. Following a summary of the papers, some suggestions for future research are offered. KEY WORDS Forecasting research in accounting and finance Univariate time-series modelling Multivariate time-series modelling Experts' forecasts Future research issues

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