Forecast errors

The paper proposes an empirical VAR for the UK open economy in order to measure the effects of monetary policy shocks from 1981 to 2003. The identification of the VAR structure is based on short-run restrictions that are consistent with the general implications of a New Keynesian model. The identification scheme used in the paper is successful in identifying monetary policy shocks and solving the puzzles and anomalies regarding the effects of monetary policy shocks.

37p pnq9292 14-03-2017 71 4   Download

The aim of this thesis is: To examine and evaluate commercial property market forecast theory and models used in forecasting market performance; to define and analyse downside risk exposure and strategies to manage risks in a real estate environment; to test the accuracy of commercial property market and economic forecasts and to determine whether they capture downside risks; to analyse and discuss the relationship between property forecast errors and economic forecast errors; to explore the current state of the australian commercial property market forecasting practice and its exposure to ...

403p runthenight04 02-02-2023 10 4   Download

Chapter 16 - Times series forecasting and index numbers. This chapter includes contents: Time series components and models, time series regression, multiplicative decomposition, simple exponential smoothing, Holt-Winter’s Models, the Box Jenkins methodology (optional advanced section), forecast error comparisons, index numbers.

14p whocare_b 05-09-2016 40 2   Download

Analyzing project risks by making mechanical trial and error changes to forecast values of selected variables.Analyzing the risks of investment projects, by changing the values of forecasted variables. Finding the values of particular variables which give the project a Breakeven NPV of zero.

13p muaxuan102 21-02-2013 57 7   Download