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The accuracy of two forecasting techniques: some evidence and an interpretation

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  • Stephen K. McNees

Abstract

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Suggested Citation

  • Stephen K. McNees, 1986. "The accuracy of two forecasting techniques: some evidence and an interpretation," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 20-31.
    • Handle: RePEc:fip:fedbne:y:1986:i:mar:p:20-31
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    Citations

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    Cited by:

    1. Fair, Ray C & Shiller, Robert J, 1989. "The Informational Context of Ex Ante Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 325-331, May.
    2. Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper 11360, University Library of Munich, Germany.
    3. Bharat Trehan, 1989. "Forecasting growth in current quarter real GNP," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 39-52.
    4. Fuhrer, Jeff & Tootell, Geoff, 2008. "Eyes on the prize: How did the fed respond to the stock market?," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 796-805, May.
    5. Onsel Sahin, Sule & Ulengin, Fusun & Ulengin, Burc, 2004. "Using neural networks and cognitive mapping in scenario analysis: The case of Turkey's inflation dynamics," European Journal of Operational Research, Elsevier, vol. 158(1), pages 124-145, October.
    6. Jansen, Dennis W. & Kishan, Ruby Pandey, 1996. "An evaluation of federal reserve forecasting," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 89-109.
    7. Sahin, Sule Onsel & Ulengin, Fusun & Ulengin, Burc, 2006. "A Bayesian causal map for inflation analysis: The case of Turkey," European Journal of Operational Research, Elsevier, vol. 175(2), pages 1268-1284, December.

    More about this item

    Keywords

    Forecasting; Econometric models;

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