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Efficient market hypothesis and forecasting

Article Abstract:

There are important differences arising from the fact that market efficiency tests rely on establishing profitable trading opportunities in 'real time'. Forecasters constantly search for predictable patterns and affect prices when they attempt to exploit trading opportunities.

Author: Timmermann, Allan, Granger, Clive W. J.

Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004

United States, Marketing, Management dynamics, Methods, Management, Company business management, Forecasting

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How costly is it to ignore breaks when forecasting the direction of a time series

Article Abstract:

The macroeconomic and financial time series are tend suffer structural breaks occasionally. This empirical study reveals that ignoring such breaks proves very costly.

Author: Timmermann, Allan, Pesaran, Hashem M.

Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004

Study and teaching, Economic forecasting, Time-series analysis, Time series analysis

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