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Analyzing Fixed-Event Forecast Revisions
Chang, Chia-Lin; de Bruijn, Bert; Franses, Philip Hans; … - 2013
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current forecast revisions on one-period lagged forecast revisions. Under weak-form (forecast) efficiency, the correlation between the current and one-period lagged revisions should be zero. The...
Persistent link: https://www.econbiz.de/10010326506
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Analyzing fixed-event forecast revisions
Chang, Chia-Lin; Bruijn, Bert de; Franses, Philip Hans; … - 2013
Persistent link: https://www.econbiz.de/10009765842
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009725301
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Analyzing fixed-event forecast revisions
Chang, Chia-Lin; Bruijn, Bert de; Franses, Philip Hans; … - In: International journal of forecasting 29 (2013) 4, pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - In: Mathematics and Computers in Simulation (MATCOM) 93 (2013) C, pp. 9-18
Many macroeconomic forecasts and forecast updates like those from IMF and OECD typically involve both a model component, which is replicable, as well as intuition, which is non-replicable. Intuition is expert knowledge possessed by a forecaster. If forecast updates are progressive, forecast...
Persistent link: https://www.econbiz.de/10010869918
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Analyzing Fixed-event Forecast Revisions
Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael - Department of Economics and Finance, College of … - 2011
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period lagged revisions should be zero. The empirical findings in the...
Persistent link: https://www.econbiz.de/10009146883
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Analyzing Fixed-event Forecast Revisions
Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2011
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period lagged revisions should be zero. The empirical findings in the...
Persistent link: https://www.econbiz.de/10009141354
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Analyzing Fixed-event Forecast Revisions
McAleer, Michael; Franses, Philip Hans; Chang, Chia-Lin - Institute of Economic Research, Kyoto University - 2011
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current revisions on one-period lagged revisions. Under weak-form efficiency, the correlation between the current and one-period lagged revisions should be zero. The empirical findings in the...
Persistent link: https://www.econbiz.de/10009141596
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Analyzing fixed-event forecast revisions
Chang, Chia-Lin; de Bruijn, Bert; Franses, Philip Hans; … - In: International Journal of Forecasting 29 (2013) 4, pp. 622-627
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current forecast revisions on one-period lagged forecast revisions. Under weak-form (forecast) efficiency, the correlation between the current and one-period lagged revisions should be zero. The...
Persistent link: https://www.econbiz.de/10011051415
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Analyzing Fixed-event Forecast Revisions
Chang, Chia-Lin; McAleer, Michael; Bruijn, Bert de; … - Facultad de Ciencias Económicas y Empresariales, … - 2013
It is common practice to evaluate fixed-event forecast revisions in macroeconomics by regressing current forecast revisions on one-period lagged forecast revisions. Under weak-form (forecast) efficiency, the correlation between the current and one-period lagged revisions should be zero. The...
Persistent link: https://www.econbiz.de/10011162542