Title of article
Information content of forecast errors
Author/Authors
Sherrill Shaffer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
4
From page
45
To page
48
Abstract
Prompted by theories of forecast announcement effects, this note tests for usable information content of forecast errors. Simple adjustments are found to improve out-of-sample forecast accuracy, even when the original forecast series exhibited only marginally significant bias.
Keywords
Forecast bias , Information , Announcement effects
Journal title
Economics Letters
Serial Year
1998
Journal title
Economics Letters
Record number
434526
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