Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2009
-replicable forecasts (or, expert forecasts) of economic fundamentals, such as the inflation rate and real GDP growth rate. In this paper …, we develop a methodology to evaluate non-replicable forecasts. We argue that in order to do so, one needs to retrieve …