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DP15786 Does Alternative Data Improve Financial Forecasting? The Horizon Effect 智库出版物
2021
作者:  Thierry Foucault;  Laurent Frésard
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Alternative data  Security analysts  Forecasting horizon  Forecasts' informativeness  Social media  
DP9118 What Central Bankers Need to Know about Forecasting Oil Prices 智库出版物
2012
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Central banks  Forecasting methods  Oil futures prices  Out-of-sample forecast  Quarterly horizon  Real price of oil  Real-time data  Var  
DP7153 An empirical analysis of cellular demand in South Africa 智库出版物
2009
作者:  Farid Gasmi;  Marc Ivaldi;  Laura Recuero Virto
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Forecast horizon  Macroeconomic forecasting  Factor-augmented var