All Stories

  1. Linkages among commodity futures prices in the recent financial crisis: An application of cointegration tests with a structural break
  2. Joint evaluation of the directional accuracy of federal budget forecasts
  3. Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test
  4. Do corporate executives have accurate predictions for the economy? A directional analysis
  5. Are government and IMF forecasts useful? An application of a new market-timing test
  6. Evaluating Japanese corporate executives’ forecasts under an asymmetric loss function