Macroeconomic predictions: three essays on analysts' forecast quality
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IV, 104 S. graph. Darst. |
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| adam_text | Titel: Macroeconomic predictions
Autor: Orbe, Sebastian
Jahr: 2013
Contents
List of Tables.............................................................................................................................ii
List of Figures..........................................................................................................................iv
1 Introduction...........................................................................................................................1
2 Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the
Anchoring Bias Test.................................................................................................................9
2.1 Introduction......................................................................................................................9
2.2 Methodology...................................................................................................................16
2.3 Data Description.............................................................................................................22
2.4 Empirical Results............................................................................................................26
2.4.1 Anchoring Test Results............................................................................................26
2.4.2 Can Anchoring Adjustments Improve Analysts Forecasts?...................................28
2.4.3 Analysts Information Set........................................................................................31
2.4.4 Simulation Results...................................................................................................38
2.4.5 Empirical Decomposition of Anchoring Coefficients.............................................40
2.5 Conclusion......................................................................................................................42
3 Macroeconomic Forecast Accuracy — Idiosyncratic Predictability and Analyst
Characteristics........................................................................................................................44
3.1 Introduction....................................................................................................................44
3.2 Hypotheses......................................................................................................................47
3.3 Methodology and Data Description................................................................................51
3.4 Results............................................................................................................................56
3.5 Conclusion......................................................................................................................64
4 Do Aggregate Company Outlooks have Macroeconomic Content?...............................67
4.1 Introduction....................................................................................................................67
4.2 Research Design.............................................................................................................71
4.3 Data.................................................................................................................................75
4.4 Results............................................................................................................................78
4.5 Conclusion......................................................................................................................85
References...............................................................................................................................86
Appendix to Chapter 2...........................................................................................................95
Appendix to Chapter 3.........................................................................................................103
Appendix to Chapter 4.........................................................................................................104
Chapter 2 is based on Hess and Orbe (2013), Irrationality or Efficiency of Macroeconomic
Survey Forecasts? Implications from the Anchoring Bias Test, Review of Finance, Advance
Access published January 12, 2013, doi:10.1093/rof/rfs037. Chapter 3 is based on Hess and
Orbe (2013), Macroeconomic Forecast Accuracy - Idiosyncratic Predictability and Analyst
Characteristics, working paper. Chapter 4 is based on Orbe and Pucker (2013), Do Aggregate
Company Outlooks have Macroeconomic Content?, working paper.
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| spelling | Orbe, Sebastian Verfasser (DE-588)1036655644 aut Macroeconomic predictions three essays on analysts' forecast quality von Sebastian Orbe 2013 IV, 104 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Köln, Univ., Diss., 2013 Makroökonomie (DE-588)4037174-8 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Makroökonomie (DE-588)4037174-8 s Prognoseverfahren (DE-588)4358095-6 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027141542&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
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| title | Macroeconomic predictions three essays on analysts' forecast quality |
| title_auth | Macroeconomic predictions three essays on analysts' forecast quality |
| title_exact_search | Macroeconomic predictions three essays on analysts' forecast quality |
| title_full | Macroeconomic predictions three essays on analysts' forecast quality von Sebastian Orbe |
| title_fullStr | Macroeconomic predictions three essays on analysts' forecast quality von Sebastian Orbe |
| title_full_unstemmed | Macroeconomic predictions three essays on analysts' forecast quality von Sebastian Orbe |
| title_short | Macroeconomic predictions |
| title_sort | macroeconomic predictions three essays on analysts forecast quality |
| title_sub | three essays on analysts' forecast quality |
| topic | Makroökonomie (DE-588)4037174-8 gnd Prognoseverfahren (DE-588)4358095-6 gnd |
| topic_facet | Makroökonomie Prognoseverfahren Hochschulschrift |
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