Predictive power and unbiasedness of implied forward charter rates

Article Abstract:

The predictive power and efficiency of implied forward shipping charter rates was examined. It was hypothesized that implied forward 6-month time-charter rates were unbiased and effective in predicting future time-charter rates. Statistical tests confirmed this hypothesis, and the study found that compared with alternative univariate and multivariate time series models, implied forward rates had better forecasts.

Water Transportation, Water Transportation Services, Support Activities for Water Transportation, Shipping industry, Charter-parties, Charter parties (Shipping contracts)

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Forecasting domestic liquidity during a crisis: what works best?

Article Abstract:

The study was conducted to determine whether linear time series, nonlinear time series, or behavioral models are effective in accounting for liquidity dynamics during bank crises. Behavioral models performed well in predicting liquidity trends during the crisis in South America, in both the short and long run. On the other hand, the nonlinear models performed well over very short periods.

Commercial Banks, Crisis Management (PR), Banking industry, Crisis management, Bank liquidity

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Long-memory forecasting of US monetary indices

Article Abstract:

A study on forecasting of monetary indices of the United States is examined.

Economic indicators

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