Models of Adaptive Forecasting
In: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Joseph W. Conard, 1966. "The Behavior of Interest Rates: A Progress Report," NBER Books, National Bureau of Economic Research, Inc, number cona66-1, June.
- Milton Friedman, 1957. "Introduction to "A Theory of the Consumption Function"," NBER Chapters, in: A Theory of the Consumption Function, pages 1-6, National Bureau of Economic Research, Inc.
- M. Nerlove & S. Wage, 1964. "On the Optimality of Adaptive Forecasting," Management Science, INFORMS, vol. 10(2), pages 207-224, January.
- Arnold C. Harberger, 1967. "Techniques of Project Appraisal," NBER Chapters, in: National Economic Planning, pages 131-152, National Bureau of Economic Research, Inc.
- Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1, June.
- Gordon Pye, 1966. "A Markov Model of the Term Structure," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 80(1), pages 60-72.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jean-Michel Grandmont, 1998.
"Expectations Formation and Stability of Large Socioeconomic Systems,"
Econometrica, Econometric Society, vol. 66(4), pages 741-782, July.
- Grandmont, Jean-Michel, 1994. "Expectations formation and stability of large socioeconomic systems," CEPREMAP Working Papers (Couverture Orange) 9424, CEPREMAP.
- GRANDMONT, Jean-Michel, 1997. "Expectations formation and stability of large socioeconomic systems," LIDAM Discussion Papers CORE 1997088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-Michel Grandmont, 1997. "Expectations Formation and Stability of Large Socioeconomic Systems," Working Papers 97-27, Center for Research in Economics and Statistics.
- Shiller, Robert J., 1978.
"Rational expectations and the dynamic structure of macroeconomic models : A critical review,"
Journal of Monetary Economics, Elsevier, vol. 4(1), pages 1-44, January.
- Robert J. Shiller, 1975. "Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review," NBER Working Papers 0093, National Bureau of Economic Research, Inc.
- Isiklar, Gultekin & Lahiri, Kajal, 2007.
"How far ahead can we forecast? Evidence from cross-country surveys,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 167-187.
- Kajal Lahiri & Gultekin Isiklar, 2006. "How Far Ahead Can We Forecast? Evidence From Cross-country Surveys," Discussion Papers 06-04, University at Albany, SUNY, Department of Economics.
- William J. Frazer & Jr., 1973. "An Assessment of the Impact of the Computer," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 109(IV), pages 579-595, December.
- Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc.
- Victor Zarnowitz, 1983. "Rational Expectations and Macroeconomic Forecasts," NBER Working Papers 1070, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Geoffrey H. Moore, 1983. "Why the Leading Indicators Really Do Lead," NBER Chapters, in: Business Cycles, Inflation, and Forecasting, 2nd edition, pages 339-352, National Bureau of Economic Research, Inc.
- Bunting, David, 2009. "The saving decline: Macro-facts, micro-behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 282-295, May.
- Jonathan Gruber & Aaron Yelowitz, 1999.
"Public Health Insurance and Private Savings,"
Journal of Political Economy, University of Chicago Press, vol. 107(6), pages 1249-1274, December.
- J. Gruber & A. Yelowitz, "undated". "Public Health Insurance and Private Savings," Institute for Research on Poverty Discussion Papers 1135-97, University of Wisconsin Institute for Research on Poverty.
- Jonathan Gruber & Aaron S. Yelowitz, 1998. "Public Health Insurance and Private Savings," JCPR Working Papers 42, Northwestern University/University of Chicago Joint Center for Poverty Research.
- Jonathan Gruber & Aaron Yelowitz, 1997. "Public Health Insurance and Private Savings," NBER Working Papers 6041, National Bureau of Economic Research, Inc.
- Jonathan Gruber & Aaron Yelowitz, 1997. "Public Health Insurance and Private Savings," UCLA Economics Working Papers 772, UCLA Department of Economics.
- Lang, Harald, 1987. "Herman Wold on Optimal Properties of Exponentially Weighted Forecasts," Working Paper Series 179, Research Institute of Industrial Economics.
- Brautzsch, Hans-Ulrich & Günther, Jutta & Loose, Brigitte & Ludwig, Udo & Nulsch, Nicole, 2015. "Can R&D subsidies counteract the economic crisis? – Macroeconomic effects in Germany," Research Policy, Elsevier, vol. 44(3), pages 623-633.
- Alok Bhargava, 2006.
"Modelling the Health of Filipino Children,"
World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 11, pages 153-168,
World Scientific Publishing Co. Pte. Ltd..
- Alok Bhargava, 1994. "Modelling the Health of Filipino Children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 157(3), pages 417-432, May.
- Klos, Alexander & Rottke, Simon, 2013.
"Saving and Consumption When Children Move Out,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79786, Verein für Socialpolitik / German Economic Association.
- Simon Rottke & Alexander Klos, 2013. "Savings and Consumption When Children Move Out," SOEPpapers on Multidisciplinary Panel Data Research 621, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Christian Johnson & George G Kaufman, 2007. "Un banco, con cualquier otro nombre…," Boletín, CEMLA, vol. 0(4), pages 185-199, Octubre-d.
- Nelson, Edward, 2017.
"Reaffirming the Influence of Milton Friedman on U.K. Economic Policy,"
Working Papers
2017-01, University of Sydney, School of Economics, revised Feb 2017.
- Edward Nelson, 2017. "Reaffirming the Influence of Milton Friedman on U.K. Economic Policy," Finance and Economics Discussion Series 2017-096, Board of Governors of the Federal Reserve System (U.S.).
- Lorenzo Pozzi, 2003. "Tax Discounting in a High‐debt Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(3), pages 261-282, July.
- Barik, Debasis & Desai, Sonalde & Vanneman, Reeve, 2018. "Economic Status and Adult Mortality in India: Is the Relationship Sensitive to Choice of Indicators?," World Development, Elsevier, vol. 103(C), pages 176-187.
- Chorvat, Terrence, 2006. "Taxing utility," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(1), pages 1-16, February.
- Mr. Christopher Carroll & Mr. Martin Sommer & Mr. Jiri Slacalek, 2012.
"Dissecting Saving Dynamics: Measuring Wealth, Precautionary, and Credit Effects,"
IMF Working Papers
2012/219, International Monetary Fund.
- Slacalek, Jiri & Sommer, Martin & Carroll, Christopher, 2012. "Dissecting saving dynamics: measuring wealth, precautionary and credit effects," Working Paper Series 1474, European Central Bank.
- Christopher D. Carroll & Jiri Slacalek & Martin Sommer, 2019. "Dissecting Saving Dynamics: Measuring Wealth, Precautionary, and Credit Effects," NBER Working Papers 26131, National Bureau of Economic Research, Inc.
- Christopher Carroll & Jiri Slacalek & Martin Sommer, 2012. "Dissecting Saving Dynamics: Measuring Wealth, Precautionary, and Credit Effects," Economics Working Paper Archive 602, The Johns Hopkins University,Department of Economics.
- Carroll, Christopher D. & Slacalek, Jiri & Sommer, Martin, 2012. "Dissecting saving dynamics: Measuring wealth, precautionary, and credit effects," CFS Working Paper Series 2012/10, Center for Financial Studies (CFS).
- Magdalena Osinska & Kinga Wasilewska, 2020. "Students’ Attitudes Towards Savings and Investment: The Case of Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 1068-1085.
- Till Treeck, 2014. "Did Inequality Cause The U.S. Financial Crisis?," Journal of Economic Surveys, Wiley Blackwell, vol. 28(3), pages 421-448, July.
- Marieka M. Klawitter & C. Leigh Anderson & Mary Kay Gugerty, 2013. "Savings And Personal Discount Rates In A Matched Savings Program For Low-Income Families," Contemporary Economic Policy, Western Economic Association International, vol. 31(3), pages 468-485, July.
- Ada Ferrer-i-Carbonell & Bernard Van Praag, 2003.
"Income Satisfaction Inequality and its Causes,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(2), pages 107-127, August.
- Ada Ferrer-i-Carbonell & Bernard M.S. Van Praag, 2002. "Income Satisfaction Inequality and its Causes," Tinbergen Institute Discussion Papers 02-014/3, Tinbergen Institute.
- Ada Ferrer-i-Carbonell & Bernard M. S. van Praag, 2003. "Income Satisfaction Inequality and Its Causes," Discussion Papers of DIW Berlin 367, DIW Berlin, German Institute for Economic Research.
- Ferrer-i-Carbonell, Ada & van Praag, Bernard M. S., 2003. "Income Satisfaction Inequality and its Causes," IZA Discussion Papers 854, Institute of Labor Economics (IZA).
- Jonathan J Adams, 2023. "Equilibrium Determinacy With Behavioral Expectations," Working Papers 001008, University of Florida, Department of Economics.
- Chaudhuri, Ananish, 2016. "Misbehaving: The Making of Behavioral Economics by Richard H. Thaler, W.W. Norton and Company, New York, 2015, xvi + 415 pp., Hardcover, USD 27.95, ISBN: 978-0-393-08094-0," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 60(C), pages 64-65.
- Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2022.
"Income risk inequality: Evidence from Spanish administrative records,"
Quantitative Economics, Econometric Society, vol. 13(4), pages 1747-1801, November.
- Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2021. "Income risk inequality: evidence from Spanish administrative records," IFS Working Papers W21/37, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2021. "Income Risk Inequality: Evidence from Spanish Administrative Records," Working Papers 2136, Banco de España.
- Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2021. "Income Risk Inequality: Evidence from Spanish Administrative Records," Working Papers wp2021_2109, CEMFI.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:1216. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.