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The perils of approximating fixed-horizon inflation forecasts with fixed-event forecasts
Yetman, James - 2018
Persistent link: https://www.econbiz.de/10011866108
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Optimal combination of survey forecasts
Conflitti, Cristina; De Mol, Christine; Giannone, Domenico - In: International journal of forecasting 31 (2015) 4, pp. 1096-1103
Persistent link: https://www.econbiz.de/10011474905
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Assessing the economic value of probabilistic forecasts in the presence of an inflation target
McDonald, Christopher; Thamotheram, Craig; Vahey, Shaun P. - 2016
Persistent link: https://www.econbiz.de/10011756319
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Forecasting European interest rates in times of financial crisis : what insights do we get from international survey forecasts?
Kunze, Frederik; Wegener, Christoph; Bizer, Kilian; … - In: Journal of international financial markets, … 48 (2017), pp. 192-205
Persistent link: https://www.econbiz.de/10011892352
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"Déjà vol" revisited : survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios
Conrad, Christian; Glas, Alexander - 2018
We investigate the question of whether macroeconomic variables contain information about future stock volatility beyond that contained in past volatility. We show that forecasts of GDP growth from the Federal Reserve's Survey of Professional Forecasters predict volatility in a cross-section of...
Persistent link: https://www.econbiz.de/10011914124
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Bottom-up or direct? : forecasting German GDP in a data-rich environment
Heinisch, Katja; Scheufele, Rolf - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 705-745
Persistent link: https://www.econbiz.de/10011949298
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Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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A BVAR model for forecasting Ukrainian inflation and GDP
Shapovalenko, Nadiia - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2021) 251, pp. 14-36
Persistent link: https://www.econbiz.de/10013040931
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Testing forecast rationality for measures of central tendency
Dimitriadis, Timo; Patton, Andrew J.; Schmidt, Patrick W. - 2020
Rational respondents to economic surveys may report as a point forecast any measure of the central tendency of their … tests of forecast rationality when the measure of central tendency used by the respondent is unknown. We overcome an …
Persistent link: https://www.econbiz.de/10012300563
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German forecasters' narratives : how informative are German business cycle forecast reports?
Müller, Karsten - 2020
Based on German business cycle forecast reports covering 10 German institutions for the period 1993-2017, the paper …
Persistent link: https://www.econbiz.de/10012293448