uncertainty of a combined forecast should be interpreted as that of a typical forecaster randomly drawn from the pool. With a … some previously used measures significantly underestimate the conceptually correct benchmark forecast uncertainty. …

Macroeconomic risk assessments play an important role in the forecasts of many institutions. A risk forecast is related … to the potential asymmetry of the forecast density. In this work, we investigate how the optimality of such risk … possible. In general, tests for macroeconomic risk forecast optimality tend to have at best moderate power given the …

quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden- Württemberg …-indicator, pooled and factor forecasts in a pseudo real-time setting. Our results show that we can significantly increase forecast …

product forecasts. We evaluated the predictive content of data releases from point and density forecast perspectives, the …

quarterly frequency. We forecast gross domestic product (GDP) for two German states (Free State of Saxony and Baden …. Our results show that we can significantly increase forecast accuracy compared to an autoregressive benchmark model, both …

growth, inflation, and unemployment over 1985-2020, we find pervasive overreaction to news at most of the monthly forecast …

research. Many forecast surveys ask their participants for fixed-event forecasts. Since fixed-event forecasts have seasonal … very flexible. The forecast to be approximated as well as the information employed by the approximation can be any linear …

genaue Prognose enthalten. Aber die Hinzunahme weiterer Indikatoren führt zu einer schlechteren Prognoseleistung. Dies gilt …