Timmermann Allan

Allan Timmermann

Information about the author Allan Timmermann will soon be added to the site.
Found 3 papers in total
Combining expert forecasts: Can anything beat the simple average?
Combining expert forecasts: Can anything beat the simple average?
2013
This paper explores the gains from combining expert forecasts from the ECB Survey of...
How costly is it to ignore breaks when forecasting the direction of a time series?
How costly is it to ignore breaks when forecasting the direction of a time series?
2004
Empirical evidence suggests that many macroeconomic and financial time series are...
Efficient market hypothesis and forecasting
Efficient market hypothesis and forecasting
2004
The efficient market hypothesis gives rise to forecasting tests that mirror those...
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