Year 2011,
Volume: 1 Issue: 92, 9 - 29, 01.07.2011
Abstract
Keywords
References
- ABARBANELL J.S., BERNARD V.L., (1992), “Tests of Analysts’ Overreaction/ Un- derreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior”, The Journal of Finance, Sayı 47(3), s. 1181-1207
- CHRISTOFFERSEN P.F., DIEBOLD F., (1997), “Optimal prediction under asym- metric loss”, Econometric Theory, Sayı 13, s. 808-817
- DIEBOLD F., LOPEZ J.A., “Forecast Evaluation and Combination”, NBER Techni- cal Working Paper, Sayı 192, Mart
- DIEBOLD F., MARIANO,S., (1995), “Comparing Predictive Accuracy”, Journal of Business & Economic Statistics, Sayı 13(3), s.253-263
- MENDENHALL R., (1991), “Evidence of Possible Underweighting of Earnings- Related Information”, Journal of Accounting Research, Sayı 29, s.170-180
- MINCER J., ZARNOWITZ W., (1969), “The evaluation of economic forecasts” in J. Mincer, ed., Economic Forecasts and Expectations, New York: National Bureau of Economic Research , s.3-46
- NEWEY W., WEST K., (1987), “A Simple, Positive Semi-definite, Heteroscedastic- ity and Autocorrelation Consistent Covariance Matrix”, Econometrica, Sayı 55(3), s. 703-708
- PATTON A., SHEPPARD K., (2009), Evaluating Volatility and Correlation Fore- casts, Handbook of Financial Time Series, ed. By T. Andersen, R.Davis, J. Kreiss and T. Mikosch, Springer
- PATTON A., TIMMERMANN A., (2007), “Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity”, Journal of Econometrics, Sayı 140, s. 884-918 Ek: Regresyon analizi hata terimleri beklenen değeri ve otokorelasyon katsayısı
- Tablo 8: Tüfe hata terimleri beklenen değer hipotez testi sonuçları
Year 2011,
Volume: 1 Issue: 92, 9 - 29, 01.07.2011
Abstract
Bu çalışmada çeşitli kurumlar tarafından gerçekleştirilen TÜFE ve ÜFE tahminlerinin optimalliği Mincer-Zarnowitz regresyonu kullanılarak test edilmektedir. Bununla birlikte uzun vadede başarılı tahminler gerçekleştirdiği belirlenen kurumların tahminlerinin etkinliği Diebold-Mariano testi uygulanarak karşılaştırılmakta ve en iyi tahmini gerçekleştiren kurumlar belirlenmektedir
References
- ABARBANELL J.S., BERNARD V.L., (1992), “Tests of Analysts’ Overreaction/ Un- derreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior”, The Journal of Finance, Sayı 47(3), s. 1181-1207
- CHRISTOFFERSEN P.F., DIEBOLD F., (1997), “Optimal prediction under asym- metric loss”, Econometric Theory, Sayı 13, s. 808-817
- DIEBOLD F., LOPEZ J.A., “Forecast Evaluation and Combination”, NBER Techni- cal Working Paper, Sayı 192, Mart
- DIEBOLD F., MARIANO,S., (1995), “Comparing Predictive Accuracy”, Journal of Business & Economic Statistics, Sayı 13(3), s.253-263
- MENDENHALL R., (1991), “Evidence of Possible Underweighting of Earnings- Related Information”, Journal of Accounting Research, Sayı 29, s.170-180
- MINCER J., ZARNOWITZ W., (1969), “The evaluation of economic forecasts” in J. Mincer, ed., Economic Forecasts and Expectations, New York: National Bureau of Economic Research , s.3-46
- NEWEY W., WEST K., (1987), “A Simple, Positive Semi-definite, Heteroscedastic- ity and Autocorrelation Consistent Covariance Matrix”, Econometrica, Sayı 55(3), s. 703-708
- PATTON A., SHEPPARD K., (2009), Evaluating Volatility and Correlation Fore- casts, Handbook of Financial Time Series, ed. By T. Andersen, R.Davis, J. Kreiss and T. Mikosch, Springer
- PATTON A., TIMMERMANN A., (2007), “Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity”, Journal of Econometrics, Sayı 140, s. 884-918 Ek: Regresyon analizi hata terimleri beklenen değeri ve otokorelasyon katsayısı
- Tablo 8: Tüfe hata terimleri beklenen değer hipotez testi sonuçları
There are 10 citations in total.
Details
| Primary Language | Turkish |
|---|---|
| Journal Section | Articles |
| Authors | |
| Publication Date | July 1, 2011 |
| Submission Date | December 19, 2015 |
| Published in Issue | Year 2011 Volume: 1 Issue: 92 |
- The journal specializes in all the fields of finance and banking.