... and probit models that control for past values of the dependent variable to determine the forecast performance of term spread on inflation and output in Malaysia. Findings The paper finds that term spread contains little information about future output and inflation at short horizons. Moreover...

... identify key theoretical cointegration vectors. Design/methodology/approach – This paper considers both Johansen and Horvath–Watson testing approaches for cointegration. This paper also examines the forecasting power of these cointegrating relationships against alternate forecast variables...

...Ting Luo; Wenjuan Xie Purpose The purpose of this study is to examine the impact of unidentifiable individual differences among financial analysts on the cross section of their earnings forecast accuracy. Design/methodology/approach The paper employs the concept of analyst fixed effects...

...Kuldeep Kumar; Sukanto Bhattacharya Purpose The purpose of this paper is to perform a comparative study of prediction performances of an artificial neutral network (ANN) model against a linear prediction model like a linear discriminant analysis (LDA) with regards to forecasting corporate credit...