The informational efficiency of econometric model forecasts

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The informational efficiency of econometric model forecasts

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Allen N. Berger
Spencer D. Krane

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Allen N. Berger

Abstract

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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Research Papers in Banking and Financial Economics with number 67.

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Date of creation: 1983
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Handle: RePEc:fip:fedgbf:67

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Article
- Berger, Allen N & Krane, Spencer D, 1985. "The Information Efficiency of Econometric Model Forecasts," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 128-34, February. [Downloadable!] (restricted)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Spencer Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago. [Downloadable!]
Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.

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