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Dynamic Prediction Pools : An Investigation of Financial Frictions and Forecasting Performance
Del Negro, Marco - 2014
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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Risky Oil : It's All in the Tails
Baumeister, Christiane; Huber, Florian; Marcellino, … - National Bureau of Economic Research - 2024
The substantial fluctuations in oil prices in the wake of the COVID-19 pandemic and the Russian invasion of Ukraine have highlighted the importance of tail events in the global market for crude oil which call for careful risk assessment. In this paper we focus on forecasting tail risks in the...
Persistent link: https://www.econbiz.de/10014544801
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Predictable Financial Crises
Greenwood, Robin - 2020
Using historical data on post-war financial crises around the world, we show that crises are substantially predictable …
Persistent link: https://www.econbiz.de/10012481591
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Short-term economic forecasting
1955
Persistent link: https://www.econbiz.de/10013456813
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Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section
Chatelais, Nicolas; Stalla-Bourdillon, Arthur; Chinn, … - National Bureau of Economic Research - 2022
profitability of the IT sector. As a result, an econometrician trying to forecast economic activity with aggregate stock market …
Persistent link: https://www.econbiz.de/10013334522
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Biased Surveys
Valchev, Rosen; Gemmi, Luca - National Bureau of Economic Research - 2023
consistent with a model of strategic diversification incentives in forecast reporting. Our results caution against the use of …
Persistent link: https://www.econbiz.de/10014337840
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A New Way of Forecasting Recessions
Leamer, Edward E. - National Bureau of Economic Research - 2022
inserted into these images where the recent data are most similar to the historical data. This amounts to a forecast. The … traditional probit model used to forecast recessions inappropriately treats every observation as a separate experiment. This new …
Persistent link: https://www.econbiz.de/10013334464
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Understanding and Comparing Factor-Based Forecasts
Boivin, Jean - 2005
common factors estimated from a large panel of data to help forecast the series of interest. This paper assesses the extent … method stands out to have smaller forecast errors. This method forecasts the series of interest directly, rather than the …
Persistent link: https://www.econbiz.de/10012467399
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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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Macroeconomics Forecasts and Microeconomic Forecasters
Lamont, Owen - 1995
produce more radical forecasts. Since these more radical forecasts are in general less accurate, ex post forecast accuracy …
Persistent link: https://www.econbiz.de/10012473586