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The Forecast In Risk Analysis

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  • Bessler, David A.

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  • Bessler, David A., 1985. "The Forecast In Risk Analysis," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271795, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    • Handle: RePEc:ags:rrsr85:271795
    DOI: 10.22004/ag.econ.271795
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    References listed on IDEAS

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    1. Ronald L. Cooper, 1972. "The Predictive Performance of Quarterly Econometric Models of the United States," NBER Chapters, in: Econometric Models of Cyclical Behavior, Volumes 1 and 2, pages 813-947, National Bureau of Economic Research, Inc.
    2. Kling, John L. & Bessler, David A., 1985. "A comparison of multivariate forecasting procedures for economic time series," International Journal of Forecasting, Elsevier, vol. 1(1), pages 5-24.
    3. Hayenga, Marvin L. & Womack, Abner W., 1984. "Applied Commodity Price Analysis, Forecasting, and Market Risk Management," Staff General Research Papers Archive 11295, Iowa State University, Department of Economics.
    4. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    5. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis.
    6. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    7. Richard E. Just & Gordon C. Rausser, 1981. "Commodity Price Forecasting with Large-Scale Econometric Models and the Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(2), pages 197-208.
    8. Fair, Ray C, 1979. "An Analysis of the Accuracy of Four Macroeconometric Models," Journal of Political Economy, University of Chicago Press, vol. 87(4), pages 701-718, August.
    9. Bessler, David A., 1982. "Adaptive Expectations, the Exponentially Weighted Forecast, and Optimal Statistical Predictors: A Revisit," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 34(02), pages 1-8, April.
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    Cited by:

    1. Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
    2. Hanson, Gregory D., 1985. "The Forecast In Risk Analysis: Discussion," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271796, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

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