Showing 1 - 10 of 13,146
Forecasting ; Rationality ; Survey Data ; Fixed-Event Forecasts …
Persistent link: https://www.econbiz.de/10003906039
forces of the forecast and hence enables the interpretability of the forecast outcome. -- Contemporaneous aggregation … ; nowcasting ; leading indicators ; MIDAS ; forecast combination ; forecast evaluation … Aggregation ; Nowcasting ; Frühindikatoren ; MIDAS ; Prognosekombination ; Prognoseevaluation …
Persistent link: https://www.econbiz.de/10009735835
Persistent link: https://www.econbiz.de/10009247475
In this paper the accuracy of a wide range of German business cycle forecasters is assessed for the past 10 years. For this purpose, a data set is used comprising forecasts published on a monthly basis by Consensus Economics. The application of several descriptive as well as statistical measures...
Persistent link: https://www.econbiz.de/10012711556
dictionary methods and text regression methods, using recursive estimation. Next, the paper analyses the different …
Persistent link: https://www.econbiz.de/10012293448
The paper reports results of a survey among active forecasters of the German business cycle. Relying on 82 respondents from 37 different institutions, we investigate what models and theories forecasters subscribe to and find that they are pronounced conservative in the sense, that they...
Persistent link: https://www.econbiz.de/10011685558
The paper reports results of a survey among active forecasters of the German business cycle. Relying on 82 respondents from 37 different institutions, we investigate what models and theories forecasters subscribe to and find that they are pronounced conservative in the sense, that they...
Persistent link: https://www.econbiz.de/10012159601
one forecast occasion to another) of the published forecasts. -- Judgements ; Forecast Evaluation ; Central Bank …
Persistent link: https://www.econbiz.de/10003591102
compare the midpoint of the ranges with the realized outcome. This paper proposes a new approach to forecast evaluation that … relevant for explaining future inflation than information embodied in the midpoint. -- Forecast evaluation ; interval data …
Persistent link: https://www.econbiz.de/10009534105
using Bayesian estimation methods. As forecasting benchmarks we take the Smets-Wouters model (2007) and a VAR model. The … evaluation of the forecast errors shows that the Medium-Term model outperforms the Smets-Wouters model with respect to some key …
Persistent link: https://www.econbiz.de/10009580996