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Financial variables and macroeconomic forecast errors

Barnes, Michelle L.; Olivei, Giovanni P. - 2017 - This version: October 31, 2017

A large set of financial variables has only limited power to predict a latent factor common to the year-ahead forecast …

Persistent link: https://www.econbiz.de/10011817884

Forecast error variance decompositions with local projections

Gorodnichenko, Yuriy; Lee, Byoungchan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 921-933

Persistent link: https://www.econbiz.de/10012313379

Evaluating multi-step system forecasts with relatively few forecast-error observations

Hendry, David F.; Martinez, Andrew B. - 2016

Persistent link: https://www.econbiz.de/10011451556

Evaluating multi-step system forecasts with relatively few forecast-error observations

Hendry, David F.; Martinez, Andrew B. - In: International journal of forecasting 33 (2017) 2, pp. 359-372

Persistent link: https://www.econbiz.de/10011921041

lmForc : Linear Model Forecasting in R

Rayl, Nelson - 2022

these evaluation functions. Functions in the lmForc package are built around a new S4 class, Forecast, which introduces a … test model specifications and understand precisely how a model arrives at a forecast …

Persistent link: https://www.econbiz.de/10014030652

Greek GDP forecast estimates

Kiriakidis, Michail; Kargas, Antonios - In: Applied economics letters 20 (2013) 7/9, pp. 767-772

Persistent link: https://www.econbiz.de/10009761743

Testing the value of probability forecasts for calibrated combining

Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10011327410

Comparing possibly misspecified forecasts

Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 796-809

Persistent link: https://www.econbiz.de/10012313371

Testing for bias in forecasts for independent binary outcomes

Franses, Philip Hans - In: Applied economics letters 28 (2021) 15, pp. 1336-1338

Persistent link: https://www.econbiz.de/10012609665

The rescaled VAR model with an application to mixed-frequency macroeconomic forecasting

Giusto, Andrea; İşcan, Talan B. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011965177