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  • All HBS Web  (1,294)
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    • Research  (1,048)
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  • All HBS Web  (1,294)
    • News  (115)
    • Research  (1,048)
    • Events  (3)
    • Multimedia  (6)
  • Faculty Publications  (803)
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  • 2007
  • Working Paper

Incorporating Price and Inventory Endogeneity in Firm-Level Sales Forecasting

By: Saravanan Kesavan, Vishal Gaur and Ananth Raman
Citation
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Kesavan, Saravanan, Vishal Gaur, and Ananth Raman. "Incorporating Price and Inventory Endogeneity in Firm-Level Sales Forecasting." Harvard Business School Working Paper, No. 07-056, March 2007.
  • January 1982 (Revised May 1983)
  • Case

Unitrode Corp. (B): Short Term Forecasting and Major Procurements

By: Arthur Schleifer Jr.
Keywords: Forecasting and Prediction
Citation
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Schleifer, Arthur, Jr. "Unitrode Corp. (B): Short Term Forecasting and Major Procurements." Harvard Business School Case 182-179, January 1982. (Revised May 1983.)
  • 2009
  • Article

The Harvard Economic Service and the Problems of Forecasting

By: Walter Friedman
Keywords: Forecasting and Prediction; Higher Education; Problems and Challenges; Economics
Citation
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Friedman, Walter. "The Harvard Economic Service and the Problems of Forecasting." History of Political Economy 41, no. 1 (2009).
  • June 2015
  • Supplement

Generating Higher Value at IBM (A): EPS Forecasting Model

By: Benjamin C. Esty and Scott Mayfield
This case analyzes IBM's financial performance and its capital allocation decisions over a 10-year period from 2004-2013, during which IBM returned more than $140B to shareholders through a combination of dividends and share repurchases. During this time, CEO Sam... View Details
Keywords: Dividends; Share Repurchases; Earnings Guidance; Financial Statement Analysis; Financial Ratios; Payout Policy; Earnings Per Share (EPS); Earnings Management; Change Management; Leadership; Transformation; Financial Strategy
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Esty, Benjamin C., and Scott Mayfield. "Generating Higher Value at IBM (A): EPS Forecasting Model." Harvard Business School Spreadsheet Supplement 215-711, June 2015.
  • May 1986
  • Case

E.T. Phone Home, Inc.: Forecasting Business Demand, Software Case

Citation
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Vitale, Michael R. "E.T. Phone Home, Inc.: Forecasting Business Demand, Software Case." Harvard Business School Case 186-270, May 1986.
  • April 1966
  • Article

A Two-Stage Forecasting Model: Exponential Smoothing and Multiple Regression

By: D. B. Crane and James R. Crotty
Keywords: Mathematical Methods
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Crane, D. B., and James R. Crotty. "A Two-Stage Forecasting Model: Exponential Smoothing and Multiple Regression." Management Science 13, no. 8 (April 1966).
  • 21 Jul 2020
  • Working Paper Summaries

Business Reopening Decisions and Demand Forecasts During the COVID-19 Pandemic

Keywords: by Dylan Balla-Elliott, Zoë B. Cullen, Edward L. Glaeser, Michael Luca, and Christopher Stanton
  • Article

Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs

By: Y. Grushka-Cockayne, K. C. Lichtendahl, V.R.R. Jose and R.L. Winkler
From forecasting competitions to conditional value-at-risk requirements, the use of multiple quantile assessments is growing in practice. To evaluate them, we use a rule from the general class of proper scoring rules for a forecaster’s multiple quantiles of a single... View Details
Keywords: Forecast; Aggregation; Operations; Forecasting and Prediction; Mathematical Methods
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Grushka-Cockayne, Y., K. C. Lichtendahl, V.R.R. Jose, and R.L. Winkler. "Quantile Evaluation, Sensitivity to Bracketing, and Sharing Business Payoffs." Operations Research 65, no. 3 (May–June 2017): 712–728.
  • 1999
  • Working Paper

Positive Illusions and Forecasting Errors in Mutual Fund Investment Decisions

By: Don A. Moore, Terri Kurtzberg, Craig R. Fox and Max Bazerman
Citation
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Moore, Don A., Terri Kurtzberg, Craig R. Fox, and Max Bazerman. "Positive Illusions and Forecasting Errors in Mutual Fund Investment Decisions." Harvard Business School Working Paper, No. 99-123, May 1999.
  • November 1981 (Revised June 1989)
  • Case

Firestone Tire & Rubber Co.: The Industry Replacement Passenger Tire Forecast

By: Arthur Schleifer Jr.
Keywords: Manufacturing Industry; Consumer Products Industry
Citation
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Schleifer, Arthur, Jr. "Firestone Tire & Rubber Co.: The Industry Replacement Passenger Tire Forecast." Harvard Business School Case 182-152, November 1981. (Revised June 1989.)
  • 2007
  • Working Paper

The Rise of Business Forecasting Agencies in the United States

By: Walter A. Friedman
Citation
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Friedman, Walter A. "The Rise of Business Forecasting Agencies in the United States." Harvard Business School Working Paper, No. 07-045, January 2007.
  • 1972
  • Chapter

Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance

By: Michael Jensen
Keywords: Investment Portfolio; Financial Markets; Forecasting and Prediction; Performance Evaluation
Citation
SSRN
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Jensen, Michael. "Optimal Utilization of Market Forecasts and the Evaluation of Portfolio Performance." In Mathematical Methods in Finance, edited by G. P. Szego and Karl Shell. North-Holland Publishing Company, 1972.
  • Article

Is it Better to Average Probabilities or Quantiles?

By: Kenneth C. Lichtendahl, Yael Grushka-Cockayne and Robert L. Winkler
We consider two ways to aggregate expert opinions using simple averages: averaging probabilities and averaging quantiles. We examine analytical properties of these forecasts and compare their ability to harness the wisdom of the crowd. In terms of location, the two... View Details
Keywords: Probability Forecasts; Quantile Forecasts; Expert Combination; Linear Opinion Pooling; Forecasting and Prediction
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Lichtendahl, Kenneth C., Yael Grushka-Cockayne, and Robert L. Winkler. "Is it Better to Average Probabilities or Quantiles?" Management Science 59, no. 7 (July 2013): 1594–1611.
  • 01 Nov 2018
  • Working Paper Summaries

Forecasting Airport Transfer Passenger Flow Using Real-Time Data and Machine Learning

Keywords: by Xiaojia Guo, Yael Grushka-Cockayne, and Bert De Reyck; Air Transportation; Travel
  • 2007
  • Working Paper

Warren Persons, the Harvard Economic Service, and the Problems of Forecasting

By: Walter A. Friedman
Citation
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Friedman, Walter A. "Warren Persons, the Harvard Economic Service, and the Problems of Forecasting." Harvard Business School Working Paper, No. 07-044, January 2007.
  • 1987
  • Working Paper

Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets

By: K. A. Froot
Simple regression tests that have power against the alternatives that asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over... View Details
Keywords: Risk Aversion; Risk; International Investing; International Finance; Risk and Uncertainty; Asset Pricing; Financial Markets; Investment; Behavioral Finance; Volatility
Citation
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Froot, K. A. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets." NBER Working Paper Series, No. 2362, August 1987.
  • Article

The Relation between Analysts' Long-Term Earnings Forecasts and Stock Performance following Equity Offerings

By: P. Dechow, A. Hutton and R. Sloan
Citation
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Dechow, P., A. Hutton, and R. Sloan. "The Relation between Analysts' Long-Term Earnings Forecasts and Stock Performance following Equity Offerings." Contemporary Accounting Research 17, no. 3 (Fall 2000).
  • January 1996
  • Article

Real Business Cycle Models and the Forecastable Movements in Output, Hours and Consumption

By: J. J. Rotemberg and Michael Woodford
Keywords: Forecasting and Prediction
Citation
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Rotemberg, J. J., and Michael Woodford. "Real Business Cycle Models and the Forecastable Movements in Output, Hours and Consumption." American Economic Review 86, no. 1 (January 1996): 71–89.
  • 1992
  • Chapter

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

By: J. Frankel and K. A. Froot
Keywords: Currencies; Exchange Rates; International Macroeconomics; Monetary Policy; Currency Controls; Fixed Exchange Rates; Floating Exchange Rates; Currency Bands; Currency Zones; Currency Areas; Rational Expectations; International Finance; Currency Exchange Rate; Asset Pricing; Forecasting and Prediction; Policy
Citation
Related
Frankel, J., and K. A. Froot. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market." In International Business Reader, edited by D. Duta. London: Oxford University Press, 1992. (Revised from IMF Working Paper No. 90/43 and NBER Working Paper No. 3470, October 1990.)
  • August 2010
  • Teaching Note

Flash Memory, Inc. (Brief Case)

By: William E. Fruhan Jr. and Craig Stephenson
Teaching Note for 4230. View Details
Keywords: Forecasting; Cash Flow; Forecasting and Prediction; Capital Budgeting
Citation
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Fruhan, William E., Jr., and Craig Stephenson. "Flash Memory, Inc. (Brief Case)." Harvard Business School Teaching Note 104-232, August 2010.
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