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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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Interest rate forecasting and the financial crisis : a turning point in more than just one way
Kunze, Frederik; Gruppe, Maria; Wendler, Tilo - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011344392
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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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A BVAR model for forecasting Ukrainian inflation and GDP
Shapovalenko, Nadiia - In: Visnyk Nacionalʹnoho Banku Ukraïny (2021) 251, pp. 14-36
Persistent link: https://www.econbiz.de/10013040931
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Improving ERS net cash income forecasts using USDA agricultural baseline projections
Kuethe, Todd H.; Bora, Siddhartha; Katchova, Ani - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10013285437
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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
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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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Forecasting Macedonian inflation : evaluation of different models for short-term forecasting
Petrovska, Magdalena; Ramadani, Gani; Naumovski, Nikola; … - 2017
models' out-of-sample forecasting performance for the period 2012 q3 to 2016 q2 by using a number of forecast evaluation … Statistics. Additionally, we constructed several composite forecasts in order to test whether a combination forecast is superior … increases. Second, the disaggregated ARIMA model has the smallest forecasting errors. Third, majority of the forecast evaluation …
Persistent link: https://www.econbiz.de/10011717605
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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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"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