Information content of forecast errors

DOI10.1016/S0165-1765(98)00025-1MaRDI QIDQ1128788zbMATH OpenOpenAlexFDO

Authors Sherrill Shaffer

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(98)00025-1

zbMATH Keywords

informationforecast biasannouncement effects

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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(4)

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• Analytical debiasing of corporate cash flow forecasts
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• New evidence on the ability of asset prices and real economic activity forecast errors to predict inflation forecast errors

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