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Expectations and Forecasts from Business Outlook Surveys
Zarnowitz, Victor - 1982
second part offers a comparative analysis of the individual prediction series from the NBER-ASA as well as some earlier … and autocorrelation of error. The marginal forecast errors tend to increase, and the correlations between predictions and …
Persistent link: https://www.econbiz.de/10012478266
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Forecasting China's Economic Growth and Inflation
Higgins, Patrick - 2016
models when measured by root mean square errors, especially over long-run forecast horizons. The model is shown to be capable …
Persistent link: https://www.econbiz.de/10012456277
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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
We provide a novel methodology for estimating time-varying weights in linear prediction pools, which we call Dynamic … environment, leading to real-time forecast improvements relative to other methods of density forecast combination, such as …
Persistent link: https://www.econbiz.de/10012458090
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Short-term economic forecasting
1955
Persistent link: https://www.econbiz.de/10013456813
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Pandemic-Era Uncertainty
Meyer, Brent H.; Mihaylov, Emil; Barrero, Jose Maria; … - National Bureau of Economic Research - 2022
-year VIX and our survey-based measure of firm-level uncertainty at a one-year forecast horizon doubled at the onset of the …
Persistent link: https://www.econbiz.de/10013191053
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Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
Schorfheide, Frank; Song, Dongho - National Bureau of Economic Research - 2021
to the median forecast from the Survey of Professional Forecasters (SPF). While the MF-VAR performed poorly during 2020:Q …
Persistent link: https://www.econbiz.de/10012794563
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Counterfactuals, Forecasts, and Choice-Theoretic Modelling of Policy
Grossman, Herschel I. - 1984
This paper focuses on the problem of formulating an analysis of economic policy that is consistent with rational expectations. Cooley, LeRoy,and Raymon show that the Lucas and Sargent strategy for econometric policy evaluation is itself vulnerable to the logic of the Lucas critique. The present...
Persistent link: https://www.econbiz.de/10012477709
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Consensus and Uncertainty in Economic Prediction
Zarnowitz, Victor - 1983
surveys provide unique informationon probabilistic forecast distributions reported by a large number of individuals for …
Persistent link: https://www.econbiz.de/10012477929
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Rational Expectations and Macroeconomic Forecasts
Zarnowitz, Victor - 1983
at the time of the forecast. The frequencies of significant auto-correlations among errors so measured vary greatly …
Persistent link: https://www.econbiz.de/10012478033
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The Accuracy of Individual and Group Forecasts from Business Outlook Surveys
Zarnowitz, Victor - 1982
This paper reports on a comprehensive study of the distributions of summary measures of error for a large collection of quarterly multiperiod predictions of six variables representing inflation, real qrowth, unemployment,and percentage changes in nominal GNP and two of its more volatile...
Persistent link: https://www.econbiz.de/10012478052