The impact of the use of forecasts in information sets
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- Gallo, Giampiero M. & Granger, Clive W.J. & Jeon, Yongil, 1999. "The Impact of the Use of Forecasts in Information Sets," University of California at San Diego, Economics Working Paper Series qt1w33d4b2, Department of Economics, UC San Diego.
References listed on IDEAS
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- Granger, Clive W J, 1996. "Can We Improve the Perceived Quality of Economic Forecasts?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 455-473, Sept.-Oct.
- David E. Runkle, 1998. "Revisionist history: how data revisions distort economic policy research," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 22(Fall), pages 3-12.
- John R. Graham, 1999. "Herding among Investment Newsletters: Theory and Evidence," Journal of Finance, American Finance Association, vol. 54(1), pages 237-268, February.
- Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.
Citations
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Cited by:
- Loungani, Prakash, 2001.
"How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth,"
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- Mr. Prakash Loungani, 2000. "How Accurate Are Private Sector Forecasts: Cross-Country Evidence From Consensus Forecasts of Output Growth," IMF Working Papers 2000/077, International Monetary Fund.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2015.
"Information rigidities: Comparing average and individual forecasts for a large international panel,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 144-154.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2014. "Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel," IMF Working Papers 2014/031, International Monetary Fund.
- Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014. "Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel," Working Papers 2014-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2013.
"Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79936, Verein für Socialpolitik / German Economic Association.
- Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013. "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," IMF Working Papers 2013/056, International Monetary Fund.
- Jonathan B. Cohn & Jennifer L. Juergens, 2014. "How Much Do Analysts Influence Each Other's Forecasts?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(03), pages 1-35.
- Alfredo Pistelli M., 2012. "Análisis de Sesgos y Eficiencia en Proyecciones de Consensus Forecasts," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 15(1), pages 98-104, April.
- Blanca Moreno & Ana Jesus Lopez, 2007. "Combining economic forecasts through information measures," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 899-903.
- Granger, Clive W. J. & Jeon, Yongil, 2004. "Thick modeling," Economic Modelling, Elsevier, vol. 21(2), pages 323-343, March.
- Krekó, Judit & Vonnák, Balázs, 2003. "Makroelemzők inflációs várakozásai Magyarországon [The inflationary expectations of macro analysts in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 315-334.
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More about this item
Keywords
multistep forecast; consensus forecast; preliminary data;All these keywords.
JEL classification:
- C0 - Mathematical and Quantitative Methods - - General
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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