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Does Disagreement amongst Forecasters have Predictive Value?

Legerstee, Rianne; Franses, Philip Hans - 2010

Forecasts from various experts are often used in macroeconomic forecasting models. Usually the focus is on the mean or median of the survey data. In the present study we adopt a different perspective on the survey data as we examine the predictive power of disagreement amongst forecasters. The...

Persistent link: https://www.econbiz.de/10010326050

Multivariate GARCH models : a survey

Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-109

Persistent link: https://www.econbiz.de/10003310013

Properties of expert adjustments on model-based SKU-level forecasts

Franses, Philip Hans; Legerstee, Rianne - In: International journal of forecasting 25 (2009) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10003833245

General-to-specific modelling of exchange rate volatility : a forecast evaluation

Bauwens, Luc; Sucarrat, Genaro - In: International journal of forecasting 26 (2010) 4, pp. 885-907

Persistent link: https://www.econbiz.de/10008807690

Merging models and experts

Franses, Philip Hans - In: International journal of forecasting 24 (2008) 1, pp. 31-33

Persistent link: https://www.econbiz.de/10003661209

Themed issue: Topics in health econometrics

Pesaran, M. Hashem (contributor) - 2004

Persistent link: https://www.econbiz.de/10002166262

How costly is it to ignore breaks when forecasting the direction of a time series?

Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425

Persistent link: https://www.econbiz.de/10002169185

Additive outliers, GARCH and forecasting volatility

Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001428359

Censored latent effects autoregression, with an application to US unemployment

Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366

Persistent link: https://www.econbiz.de/10001690455

On forecasting cointegrated seasonal time series

Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621

Persistent link: https://www.econbiz.de/10001637765