Now showing items 1-1 of 1

    • Analyzing Fixed-event Forecast Revisions 

      Franses, P.H.; Chang, C.L.; McAleer, M. (College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2011)
      It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period ...