April 2018

Pockets of Predictability

Some months ago I blogged on "Pockets of Predictability," here . The Farmer-Schmidt-Timmermann paper that I mentioned is now avail...

If you're teaching a forecasting course and want a good text, or if you're just looking for an informative and modern treatment, see...

As with every formal ecosystem, there have always been two opposing narratives around the Indian financing ecosystem. The first is the offi...

With all the activity in our bond and currency markets, this is a season ripe for blog sequels. Here are two for the price of one. Bond mar...

We are glad to be back from the long break. We have been on the sidelines following events in the market hence we stopped publishing our ne...

Check out Rob Hyndman's "Brief History of Time Series Forecasting Competitions" . I'm not certain whether the title's ...

Rare and collectible goods, from fine art to fine wine, have many interesting and special aspects. Some are shared and some are idiosyncrati...

Around the world in 112 days… India’s 10Y benchmark bond yield closed yesterday at 7.13%, returning to levels last seen in mid-December 2017...

My 2-bits : the MPC statement tomorrow should err on the side of sounding more hawkish than the market expects. If the MPC went purely by it...