SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
USDA Livestock Price Forecasts: A Comprehensive Evaluation
16 references·1 citing·42 second hop
USDA Livestock Price Forecasts: A Comprehensive Evaluation (2003)USDA Livestock Price Forecasts: A Compreh…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…The accuracy of IMF and OECD forecasts for G7 countries (2000)The accuracy of IMF and OECD …Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Forecasting Economic Time Series (1998)Forecasting Economic Time Ser…The New ‘U’ (1997)The New ‘U’Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Can we improve the perceived quality of economic forecasts? (1996)Can we improve the perceived …Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA generalization of the non-parametric Henriksson-Merton test of market timing (1994)A generalization of the non-p…ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)ON TESTING FOR UNBIASEDNESS A…Testing for market timing ability (1987)Testing for market timing abi…Forecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Returns to Speculators and the Theory of Normal Backwardation (1985)Returns to Speculators and th…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…Speculative Price: Economic Welfare and the Idiot of Chance (1981)Speculative Price: Economic W…Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets (2010)Outlook vs. Futures: Three De…Rank Correlation Methods. (1957)Comparing Predictive Accuracy (1995)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS (1982)Stock Prices and Social Dynamics (1984)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)The state of macroeconomic forecasting (2002)Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)The Combination of Forecasts (1969)Improved methods of combining forecasts (1984)How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth (2001)A Treatise on Money (1971)The pricing of commodity contracts (1976)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)Limits to arbitrage and hedging: Evidence from commodity markets (2013)Risk premia in crude oil futures prices (2013)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Economic and statistical measures of forecast accuracy (2000)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (2005)The Volatility of Realized Volatility (2008)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 1998Forecasting Economic Time Series863 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1987Forecasting Efficiency: Concepts and Applications374 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1990ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS*285 cited
  • 1985Returns to Speculators and the Theory of Normal Backwardation238 cited
  • 1987Testing for market timing ability234 cited
  • 1996Can we improve the perceived quality of economic forecasts?194 cited
  • 2000The accuracy of IMF and OECD forecasts for G7 countries132 cited
  • 1994A generalization of the non-parametric Henriksson-Merton test of market timing98 cited
  • 1997The New ‘U’80 cited
  • 1981Speculative Price: Economic Welfare and the Idiot of Chance

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

76 cited

Cited by

  • 2010Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets38 cited