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Alho, Juha M. - In: International journal of forecasting 30 (2014) 4, pp. 1128-1135

Persistent link: https://www.econbiz.de/10010517765

Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding

Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143

Persistent link: https://www.econbiz.de/10011327376

The macroeconomic forecasting model of the MNB

Békési, László; Köber, Csaba; Kucsera, Henrik; … - 2016

The lessons of the financial and macroeconomic crisis of 2007-2008 made the development of a new macroeconomic forecasting model necessary in the MNB. The model represents a small open economy. It is based on the DSGE philosophy but it deviates from it at several points. The new features of the...

Persistent link: https://www.econbiz.de/10011571328

Markov switching rationality

Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - In: Essays in honor of Joon Y. Park : econometric …, (pp. 35-64). 2023

Persistent link: https://www.econbiz.de/10014315144

A Simple Forecasting Accuracy Criterion Under Rational Expectations : Evidence From the World Economic Outlook and Time Series Models

Barrionuevo, José M. - 1992

A simple criterion based on the properties of the forecast error is presented to evaluate the accuracy of forecasts. The efficiency conditions of an optimization problem are used to show that under rational expectations the standard statistical conditions are necessary, but not sufficient to...