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Over-optimism in forecasts by official budget agencies and its implications

Frankel, Jeffrey A. - In: Oxford review of economic policy 27 (2011) 4, pp. 536-562

Persistent link: https://www.econbiz.de/10009619591

Are the forecasts of professionals compatible with the taylor rule? : evidence from the euro area

Czudaj, Robert - In: Macroeconomic dynamics 27 (2023) 3, pp. 698-717

Persistent link: https://www.econbiz.de/10014247547

Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism

Enders, Walter; Liu, Yu; Prodan, Ruxandra - In: Defence and peace economics 20 (2009) 6, pp. 441-463

Persistent link: https://www.econbiz.de/10003938360

Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set

Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682

Persistent link: https://www.econbiz.de/10010514762

Does the federal reserve staff still beat private forecasters?

Shagi, Makram el-; Giesen, Sebastian; Jung, Alexander - 2014

Persistent link: https://www.econbiz.de/10010380095

The Combination of Forecasts : An Application of a Time-Varying Simple Weighting Method to Inflation Forecasts in Turkey

Saz, Gökhan - 2011

the exhaustive literature of forecast combinations and apply our newly developed combination method to test for the …

Persistent link: https://www.econbiz.de/10013124997

Efficient Yield Curve Estimation and Forecasting in Brazil

Caldeira, João - 2013

general. In this paper, we used the Diebold-Li interpretation to the Nelson Siegel model in order to fit and forecast the … and efficiently estimated using the Kalman filter. The results obtained for the fit and for the forecast showed that the … Kalman filter is the most suitable method for the estimation of the model, generating better forecast for all maturities when …

Persistent link: https://www.econbiz.de/10013090757

Rationality and Forecasting Accuracy of Exchange Rate Expectations : Evidence from Survey-Based Forecasts

Ince, Onur - 2019

2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …

Persistent link: https://www.econbiz.de/10012903718

International Propagation of Shocks : A Dynamic Factor Model Using Survey Forecasts

Lahiri, Kajal - 2018

This paper studies the pathways for the propagation of shocks across G7 and major Asia-Pacific countries using multi-horizon forecasts of real GDP growth from 1995 to 2017. We show that if the forecasts are efficient in the long run, results obtained using the forecasts are comparable to those...

Persistent link: https://www.econbiz.de/10012911318

Mis-specified forecasts and myopia in an estimated new Keynesian model

Hajdini, Ina - 2022

Persistent link: https://www.econbiz.de/10012822287

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