Similar Search Results

Does disagreement amongst forecasters have predictive value?

Legerstee, Rianne; Franses, Philip Hans - 2010

compared on forecast accuracy. We find that disagreement has predictive power indeed and that this variable can be used to …

Persistent link: https://www.econbiz.de/10011381819

Forecasting with Bayesian vector autoregressions with time variation in the mean

Bańbura, Marta; Vlodrop, Andries van - 2018

area, the United States and Japan. In particular, incorporating survey forecast information helps to reduce the uncertainty …

Persistent link: https://www.econbiz.de/10011809970

Forecasting economic time series using score-driven dynamic models with mixeddata sampling

Gorgi, Paolo; Koopman, Siem Jan; Li, Mengheng - 2018

model in an empirical study on the forecasting of U.S. headline inflation. In particular, we forecast monthly inflation …

Persistent link: https://www.econbiz.de/10011809978

What do professional forecasters actually predict?

Nibbering, Didier; Paap, Richard; Wel, Michel van der - 2015

In this paper we study what professional forecasters actually explain. We use spectral analysis and state space modeling to decompose economic time series into a trend, a business-cycle, and an irregular component. To examine which components are captured by professional forecasters we regress...

Persistent link: https://www.econbiz.de/10011305773