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176,528 results on '"economic forecasting"'

1. Equity Return Expectations and Portfolios: Evidence from Large Asset Managers.

Author

Dahlquist, Magnus and Ibert, Markus

Subjects
PORTFOLIO managers (Investments), PORTFOLIO managers' attitudes, CAPITAL market, EQUITY management, VALUATION, ASSET allocation, ECONOMIC forecasting, INDIVIDUAL investors, STOCKS (Finance), PORTFOLIO management (Investments)
Abstract

Collecting large asset managers' capital market assumptions, we revisit the relationships between subjective equity premium expectations, equity valuations, and financial portfolios. In contrast to the well-documented extrapolative expectations of retail investors, asset managers' equity premium expectations are countercyclical: they are high (low) when valuations are low (high). We find that asset managers' portfolios reflect their heterogeneous expectations: allocation funds of asset managers with larger U.S. equity premium expectations invest significantly more in U.S. equities. The sensitivity of portfolios to expectations seems to be muted by investment mandates and is smaller than the one predicted by a standard portfolio choice model. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
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2. How to Assess True Macroeconomic Risk.

Author

Carlsson-Szlezak, Philipp and Swartz, Paul

Subjects
MACROECONOMICS, SYSTEMIC risk (Finance), ECONOMIC forecasting, EXECUTIVES, INVESTORS, ECONOMIC shock, JUDGMENT (Psychology), FINANCIAL crises, MACROECONOMIC models, LEADERS
Abstract

In this article, adapted from the forthcoming book Shocks, Crises, and False Alarms, the authors explain how economic analysis works in the real world. They lay out three principles for navigating the rising number of economic risks: (1) Don’t put too much stock in any one economic model. (2) Ignore the doomsayers in the financial press. (3) Cultivate rational optimism and an eclectic form of judgment that draws on multiple sources. That involves identifying the critical drivers of potential risk, building a narrative, and pressure-testing it from multiple perspectives. The “dismal science” of economics and our clickbait culture of public discourse are a perfect match to fuel simplistic narratives of doom. To avoid false alarms and achieve a true assessment of macroeconomic risks, the authors write, leaders should look past both to reclaim their own judgment. [ABSTRACT FROM AUTHOR]

Published
2024

3. Noise in Expectations: Evidence from Analyst Forecasts.

Author

Silva, Tim de and Thesmar, David

Subjects
BUSINESS analysts, BUSINESS forecasting, ECONOMIC forecasting, FINANCIAL performance, PARSIMONIOUS models, BOUNDED rationality, STATISTICAL bias, ECONOMETRICS
Abstract

Analyst forecasts outperform econometric forecasts in the short run but underperform in the long run. We decompose these differences in forecasting accuracy into analysts' information advantage, forecast bias, and forecast noise. We find that noise and bias strongly increase with forecast horizon, while analysts' information advantage decays rapidly. A noise increase with horizon generates a mechanical reversal in the sign of the error-revision (Coibion-Gorodnichenko) regression coefficient at longer horizons, independently of over-/underreaction. A parsimonious model with bounded rationality and a noisy cognitive default matches the term structures of noise and bias jointly. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
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4. The Design of a Central Counterparty.

Author

Kuong, John Chi-Fong and Maurin, Vincent

Subjects
COUNTERPARTY risk, COLLATERAL security, COST, DEFAULT (Finance), OVER-the-counter markets, ECONOMIC forecasting, PROFIT & loss, RISK aversion
Abstract

This article analyzes the optimal allocation of losses via a Central Clearing Counterparty (CCP) in the presence of counterparty risk. A CCP can hedge this risk by mutualizing losses among its members. This protection, however, weakens members' incentives to manage counterparty risk. Delegating members' risk monitoring to the CCP alleviates this tension in large markets. To discipline the CCP at minimum cost, members offer the CCP a junior tranche and demand capital contribution. Our results endogenize key layers of the default waterfall and deliver novel predictions on its composition, collateral requirements, and CCP ownership structure. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
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5. Heterogeneity of Beliefs and Trading Behavior: A Reexamination.

Author

Füllbrunn, Sascha, Huber, Christoph, Eckel, Catherine, and Weitzel, Utz

Subjects
SECURITIES trading, HETEROGENEITY, BELIEF & doubt, ASSETS (Accounting), PRICES, PRICING, FINANCIAL markets, SECURITIES industry, ECONOMIC forecasting
Abstract

Combining experimental data sets from seven individual studies, including 255 asset markets with 2,031 participants, and 36,326 short-term price forecasts, we analyze the role of heterogeneity of beliefs in the organization of trading behavior by reproducing and reconsidering earlier experimental findings. Our results confirm prior evidence that price expectations affect trading behavior. However, heterogeneity in beliefs does not seem to drive overpricing and asset market bubbles, as suggested by earlier studies, and we find no indication of short-term beliefs being better determinants of trading behavior than longer-term beliefs. [ABSTRACT FROM AUTHOR]

Published
2024
Full Text
View/download PDF

6. Country/Territory Report - Philippines.

Subjects
ECONOMIC forecasting, POLITICAL stability
Abstract

A country report for the Philippines is presented from publisher S&P Global, with topics including economic data and forecasts, analysis of government stability, and business environment.

Published
2024

7. S&P Global: Country/Territory Report - Oman.

Subjects
ECONOMIC forecasting
Abstract

A country report for Oman is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

8. Country/Territory Report -- Nigeria.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Nigeria is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

9. Country/Territory Report - Morocco.

Subjects
ECONOMIC forecasting
Abstract

A country report for Morocco is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

10. Country/Territory Report - Lebanon.

Subjects
ECONOMIC forecasting
Abstract

A country report for Lebanon is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

11. Country/Territory Report - Kuwait.

Subjects
ECONOMIC forecasting
Abstract

A country report for Kuwait is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

12. S&P Global: Country/Territory Report - Kazakhstan.

Subjects
ECONOMIC forecasting
Abstract

A country report for Kazakhstan is presented from publisher from S&P Global, with topics including political condition, economic forecast, and business environment.

Published
2024

13. S&P Global: Country/Territory Report - Italy.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Italy is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

14. Country/Territory Report - Israel.

Subjects
ECONOMIC forecasting
Abstract

A country report for Israel is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

15. S&P Global: Country/Territory Report - Honduras.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Honduras is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

16. S&P Global: Country/Territory Report - Ghana.

Subjects
ECONOMIC forecasting
Abstract

A country report for Ghana is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

17. Country/Territory Report - Georgia.

Subjects
ECONOMIC forecasting, POLITICAL stability
Abstract

A country report for Georgia is presented from publisher S&P Global, with topics including economic data and forecasts, analysis of government stability, and business environment.

Published
2024

18. Country/Territory Report - France.

Subjects
ECONOMIC forecasting
Abstract

A country report for France is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

19. S&P Global: Country/Territory Report - Ethiopia.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Ethiopia is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

20. Country/Territory Report - Estonia.

Subjects
ECONOMIC forecasting
Abstract

A country report for Estonia is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

21. S&P Global: Country/Territory Report - Czechia.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Czechia is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

22. Country/Territory Report - Côte d'Ivoire.

Subjects
ECONOMIC forecasting
Abstract

A country report for Côte d'Ivoire. is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

23. S&P Global: Country/Territory Report - Colombia.

Subjects
ECONOMIC forecasting
Abstract

A country report for Colombia is presented from publisher S&P Global, with topics including political structure, economic forecast, and business environment.

Published
2024

24. Country/Territory Report - China (mainland).

Subjects
ECONOMIC forecasting
Abstract

A country report for China is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

25. S&P Global: Country/Territory Report - Brazil.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Brazil is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

26. Country/Territory Report - Botswana.

Subjects
ECONOMIC forecasting
Abstract

A country report for Botswana is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

27. Country/Territory Report - Azerbaijan.

Subjects
ECONOMIC forecasting, POLITICAL stability
Abstract

A country report for Azerbaijan is presented from publisher S&P Global, with topics including economic data and forecasts, analysis of government stability, and business environment.

Published
2024

28. S&P Global: Country/Territory Report - Argentina.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Argentina is presented, from publisher IHS Markit Ltd. with topics including economic forecast for the country; political structure of the country and the risk of terrorism in the country.

Published
2024

29. Country/Territory Report - Senegal.

Subjects
ECONOMIC forecasting
Abstract

A country report for Senegal is presented from publisher S&P Global, with topics including political condition, economic forecast and business environment.

Published
2024

30. Country/Territory Report - United Arab Emirates.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for the United Arab Emirates is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and strengths and weaknesses of the business environment.

Published
2024

31. Country/Territory Report - Uruguay.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Uruguay is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and strengths and weaknesses of the business environment.

Published
2024

32. S&P Global: Country/Territory Report - Uzbekistan.

Subjects
ECONOMIC forecasting
Abstract

A country report for Uzbekistan is presented from publisher S&P Global, with topics including political condition, economic forecast, and business environment.

Published
2024

33. Country/Territory Report - Tunisia.

Subjects
ECONOMIC forecasting, POLITICAL stability
Abstract

A country report for Tunisia is presented from publisher S&P Global, with topics including economic data and forecasts, analysis of government stability, and business environment.

Published
2024

34. Country/Territory Report - Eswatini.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Swaziland is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and strengths and weaknesses of the business environment.

Published
2024

35. S&P Global: Country/Territory Report - South Korea.

Subjects
ECONOMIC forecasting
Abstract

A country report for South Korea is presented from publisher S&P Global, with topics including political condition, economic forecast, and business environment.

Published
2024

36. Country/Territory Report - South Africa.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for South Africa is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and strengths and weaknesses of the business environment.

Published
2024

37. BMI Research: Latin America Monitor: Caribbean.

Subjects
SOCIAL stability, ECONOMIC forecasting
Abstract

A country report for Latin America is presented from publisher Business Monitor International (BMI), with topics including forecast on the social stability of Barbados in 2024 and 2025, economic outlook in Guyana, and current account surplus in Jamaica.

Published
2024

38. S&P Global: Country/Territory Report - Senegal.

Subjects
ECONOMIC forecasting, POLITICAL stability
Abstract

A country report for Senegal is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and business environment.

Published
2024

39. S&P Global: Country/Territory Report - Vietnam.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Vietnam is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and business environment.

Published
2024

40. S&P Global: Country/Territory Report - Qatar.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Qatar is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and business environment.

Published
2024

41. S&P Global: Country/Territory Report - Pakistan.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Pakistan is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and business environment.

Published
2024

42. S&P Global: Country/Territory Report - Norway.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Norway is presented, from publisher IHS Markit Ltd. with topics including political structure of the country; economic forecast of the country and risk of terrorism in the country.

Published
2024

43. S&P Global: Country/Territory Report - Morocco.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Morocco is presented, from publisher IHS Markit Ltd. with topics including political structure of the country; economic forecast of the country and risk of terrorism in the country.

Published
2024

44. S&P Global: Country/Territory Report - Lithuania.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Lithuania is presented, from publisher IHS Markit Ltd. with topics including political structure of the country; economic forecast of the country and risk of terrorism in the country.

Published
2024

45. S&P Global: Country/Territory Report - Jordan.

Subjects
POLITICAL stability, ECONOMIC forecasting
Abstract

A country report for Jordan is presented from publisher S&P Global, with topics including analysis of government stability, economic data and forecasts, and business environment.

Published
2024

46. S&P Global: Country/Territory Report - Hong Kong SAR.

Subjects
ECONOMIC forecasting, TERRORISM
Abstract

A country report for Hong Kong SAR is presented, from publisher IHS Markit Ltd. with topics including political structure of the country; economic forecast of the country and risk of terrorism in the country.

Published
2024

47. S&P Global: Country/Territory Report - France.

Subjects
ECONOMIC forecasting
Abstract

A country report for France is presented from publisher S&P Global, with topics including economic forecast, business environment, and political structure.

Published
2024

48. S&P Global: Country/Territory Report - Côte d'Ivoire.

Subjects
ECONOMIC forecasting
Abstract

A country report for Cote d'Ivoire is presented from publisher S&P Global, with topics including economic forecasting, business environment, and political structure.

Published
2024

49. Latin America Monitor: Andean.

Subjects
ECONOMIC forecasting, BALANCE of payments
Abstract

A country report for Latin America is presented from publisher BMI, with topics including a forecast for Venezuelan growth in 2024, budget balance forecast for Ecuador in 2024, and impact of Bolivia' de facto balance of payment crisis on the economy's growth outlook.

Published
2024

50. Asia Monitor: China & North East Asia.

Subjects
ECONOMIC forecasting, GROSS domestic product
Abstract

A country report for Asia is presented from publisher BMI, with topics including forecast for the Taiwan dollar in the fourth quarter of 2024, South Korea's real gross domestic product (GDP) for the second quarter of 2024, and political outlook for Mongolia.

Published
2024

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