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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

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

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

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

Short-term economic forecasting

1955

Persistent link: https://www.econbiz.de/10013456813

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

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

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

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

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