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Croushore, Dean Darrell - In: Journal of economic literature 49 (2011) 1, pp. 72-100

Persistent link: https://www.econbiz.de/10009161022

Economic theory and forecasting : lessons from the literature

Giacomini, Raffaella - 2014

Does economic theory help in forecasting key macroeconomic variables? This article aims to provide some insight into … the question by drawing lessons from the literature. The definition of "economic theory" includes a broad range of … examples of theory-based forecasting that have not proven useful, such as theory-driven variable selection and some popular …

Persistent link: https://www.econbiz.de/10010407425

Prediction markets for economic forecasting

Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2012

Prediction markets - markets used to forecast future events - have been used to accurately forecast the outcome of political contests, sporting events, and, occasionally, economic outcomes. This chapter summarizes the latest research on prediction markets in order to further their utilization by...

Persistent link: https://www.econbiz.de/10009568582

Exchange rate predictability

Rossi, Barbara - In: Journal of economic literature 51 (2013) 4, pp. 1063-1119

Persistent link: https://www.econbiz.de/10010477810

Volatility and correlation forecasting

Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2006

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning...

Persistent link: https://www.econbiz.de/10003338446