Social and Behavioral Sciences Commons^™

Economic Forecasting With Many Predictors, Fanning Meng

Doctoral Dissertations

The dissertation is focused on the analysis of economic forecasting with a large number of predictors.

The first chapter develops a novel forecasting method that minimizes the effects of weak predictors and estimation errors on the accuracy of equity premium forecasts. The proposed method is based on an averaging scheme applied to quantiles conditional on predictors selected by LASSO. The resulting forecasts outperform the historical average, and other existing models, by statistically and economically meaningful margins.

In the second chapter, we find that incorporating distributional and high-frequency information into a forecasting model can produce substantial accuracy gains. Distributional information is …

Generational Perceptions Of Productive/Unproductive Information Received From Management Through Different Communication Channels, Eva Lynn Cowell

Doctoral Dissertations

This exploratory study identified generational preferences for receiving information from management through different communication channels and determined if age predicted productivity for productive and unproductive information received through different communication channels. This is the first study to empirically examine the relationship between age cohorts, communication channel preferences, information categories, and productivity. Sample participants worked as Extension agents at a major land-grant university. The four generations represented in the sample utilized multiple communication channels and were geographically dispersed throughout the state. The survey was administered electronically and completed by 204 (74%) of the eligible 275 employees in the organization. Independent Samples …