Investigating the relationship between gold and silver prices
Article Abstract:
Analysis of gold and silver price relationships reveals that non-linear models perform better than random walk in-sample and out of sample for gold prices, and that in-sample non-linear models are better for silver prices. The study evaluates the effects of large bubbles on price cointegration, the existence of simultaneous relationships between the rates of return of gold and silver and the extent of error-correction term inclusion improves non-linear models.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 1998
User Contributions:
Comment about this article or add new information about this topic:
Evaluating forecasts: a look at aggregate bias and accuracy measures
Article Abstract:
The properties and advantages of aggregate measures of forecast bias and accuracy are examined. A simple graphical display of forecast bias and accuracy, as a supplement for the information provided by accuracy measures, is advanced.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Economic and statistical measures of forecast accuracy
Article Abstract:
Research is presented concerning the use of forecast evaluation by business enterprises for the improvement of the decision making process. The statistical and economic measurement of forecast accuracy are discussed.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Rejoinder. Interpreting the correlation between inflation and the skewness of relative prices: a comment on Bryan and Cecchetti
- Abstracts: Testing the rationality of forecast revisions made by the IMF and the OECD. Political maneuverings as sources of measurement errors in forecasts
- Abstracts: Testing cross-section correlation in panel data using spacings. Determining the number of primitive shocks in factor models
- Abstracts: Estimating potential output, core inflation, and the NAIRU as latent variables. Evaluating the effectiveness of state-switching time series models for U.S. real output
- Abstracts: Bootstrapping multivariate spectra. Modeling nonlinearity of business cycles: choosing between the CDR and STAR models