Improving the accuracy of outlook price forecasts: An application to livestock markets

• Main Author: Colino, Evelyn Del Valle
• Format: Dissertation
• Language: English
• Published: ProQuest Dissertations & Theses 01.01.2009
• Subjects: Accuracy; Agricultural economics; Agriculture; Bias; Business forecasts; Calendars; Cattle; Central banks; Commodities; Decades; Econometrics; Economic forecasting; Economic statistics; Economists; Efficient markets; Essays; Forecasting techniques; Futures market; Futures trading; Hogs; Hypotheses; Livestock; Marketing; Performance evaluation; Prices; Regression analysis; Studies

The performance and economic value of public outlook forecasts has been of continuing interest to agricultural economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts relative to futures prices in hog and cattle markets over the...