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Has the Economy Become More Predictable? Changes in Greenbook Forecast Accuracy
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- El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2016. "Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach," International Journal of Forecasting, Elsevier, vol. 32(2), pages 313-323.
- Carola Conces Binder & Rodrigo Sekkel, 2024.
"Central bank forecasting: A survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 342-364, April.
- Carola Conces Binder & Rodrigo Sekkel, 2023. "Central Bank Forecasting: A Survey," Staff Working Papers 23-18, Bank of Canada.
- Ippei Fujiwara & Yasuo Hirose, 2014.
"Indeterminacy and Forecastability,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(1), pages 243-251, February.
- Ippei Fujiwara & Yasuo Hirose, 2011. "Indeterminacy and forecastability," Globalization Institute Working Papers 91, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Yasuo Hirose, 2012. "Indeterminacy and Forecastability," CAMA Working Papers 2012-48, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tallman, Ellis W. & Zaman, Saeed, 2020.
"Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
- Ellis W. Tallman & Saeed Zaman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland.
- Andrew C. Chang & Trace J. Levinson, 2023. "Raiders of the lost high‐frequency forecasts: New data and evidence on the efficiency of the Fed's forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 88-104, January.
- Edward S. Knotek & Saeed Zaman, 2017.
"Nowcasting U.S. Headline and Core Inflation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 931-968, August.
- Edward S. Knotek & Saeed Zaman, 2014. "Nowcasting U.S. Headline and Core Inflation," Working Papers (Old Series) 1403, Federal Reserve Bank of Cleveland.
- Knotek, Edward S. & Zaman, Saeed, 2019.
"Financial nowcasts and their usefulness in macroeconomic forecasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1708-1724.
- Edward S. Knotek & Saeed Zaman, 2017. "Financial Nowcasts and Their Usefulness in Macroeconomic Forecasting," Working Papers (Old Series) 1702, Federal Reserve Bank of Cleveland.
- Anna Florio, 2016.
"The central bank as shaper and observer of events: The case of the yield spread,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 320-346, February.
- Anna Florio, 2016. "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 320-346, February.
- Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
- Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
- Morikawa, Masayuki, 2022.
"Uncertainty in long-term macroeconomic forecasts: Ex post evaluation of forecasts by economics researchers,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 8-15.
- MORIKAWA Masayuki, 2019. "Uncertainty in Long-Term Macroeconomic Forecasts: Ex post Evaluation of Forecasts by Economics Researchers," Discussion papers 19084, Research Institute of Economy, Trade and Industry (RIETI).
- Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
- Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- repec:spo:wpmain:info:hdl:2441/35kgubh40v9gfpnuruelqjnptb is not listed on IDEAS
- El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander, 2012.
"Does Central Bank Staff Beat Private Forecasters?,"
IWH Discussion Papers
5/2012, Halle Institute for Economic Research (IWH).
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2013. "Does Central Bank Staff Beat Private Forecasters?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79925, Verein für Socialpolitik / German Economic Association.
- Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R., 2019.
"Evaluating the conditionality of judgmental forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1627-1635.
- Travis J. Berge & Andrew C. Chang & Nitish R. Sinha, 2019. "Evaluating the Conditionality of Judgmental Forecasts," Finance and Economics Discussion Series 2019-002, Board of Governors of the Federal Reserve System (U.S.).
- Arai, Natsuki, 2014. "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, vol. 30(1), pages 12-19.
- Jung, Alexander & El-Shagi, Makram & Giesen, Sebastian, 2014. "Does the federal reserve staff still beat private forecasters?," Working Paper Series 1635, European Central Bank.
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
- Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
- Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
- Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
- repec:hal:spmain:info:hdl:2441/3pot7260lh88lrfhrhvs85lh2f is not listed on IDEAS
- Damjan Pfajfar & Damjan Pfajfar, 2022.
"The Role of Expectations in Changed Inflation Dynamics,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 199-238, March.
- Damjan Pfajfar & John M. Roberts, 2018. "The Role of Expectations in Changed Inflation Dynamics," Finance and Economics Discussion Series 2018-062, Board of Governors of the Federal Reserve System (U.S.).
- Samuels, Jon D. & Sekkel, Rodrigo M., 2017. "Model Confidence Sets and forecast combination," International Journal of Forecasting, Elsevier, vol. 33(1), pages 48-60.
- Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
- Luca Fanelli & Marco M. Sorge, 2015. "Indeterminacy, Misspecification and Forecastability: Good Luck in Bad Policy?," CSEF Working Papers 402, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Joshua Bernstein & Rupal Kamdar, 2023.
"Rationally Inattentive Monetary Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 265-296, April.
- Joshua Bernstein & Rupal Kamdar, 2021. "Rationally Inattentive Monetary Policy," CAEPR Working Papers 2021-003 Classification-D, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Joshua Bernstein & Rupal Kamdar, 2002. "Code and data files for "Rationally Inattentive Monetary Policy"," Computer Codes 21-236, Review of Economic Dynamics.
- Ekşi Ozan & Orman Cüneyt & Taş Bedri Kamil Onur, 2017. "Has the forecasting performance of the Federal Reserve’s Greenbooks changed over time?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(2), pages 1-25, June.
- Yoichi Tsuchiya, 2021. "The value added of the Bank of Japan's range forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 817-833, August.
- Rochelle M. Edge & Refet S. Gurkaynak, 2010.
"How Useful Are Estimated DSGE Model Forecasts for Central Bankers?,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
- Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
- Chad Fulton & Kirstin Hubrich, 2021.
"Forecasting US Inflation in Real Time,"
Econometrics, MDPI, vol. 9(4), pages 1-20, October.
- Chad Fulton & Kirstin Hubrich, 2021. "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series 2021-014, Board of Governors of the Federal Reserve System (U.S.).
- repec:spo:wpmain:info:hdl:2441/3pot7260lh88lrfhrhvs85lh2f is not listed on IDEAS
- Regis Barnichon & Christopher J. Nekarda, 2012.
"The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 43(2 (Fall)), pages 83-131.
- Régis Barnichon & Christopher J. Nekarda, 2013. "The ins and outs of forecasting unemployment: Using labor force flows to forecast the labor market," Finance and Economics Discussion Series 2013-19, Board of Governors of the Federal Reserve System (U.S.).
- Paul Hubert, 2015.
"Revisiting the Greenbook’s relative forecasting performance,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 151-179.
- Paul Hubert, 2015. "Revisiting the greenbook's relative forecasting performance," SciencePo Working papers Main hal-01087522, HAL.
- Paul Hubert, 2015. "Revisiting the greenbook's relative forecasting performance," Post-Print hal-01087522, HAL.
- Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
- Garciga, Christian & Knotek II, Edward S., 2019. "Forecasting GDP growth with NIPA aggregates: In search of core GDP," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1814-1828.
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
- Sean Langcake & Tim Robinson, 2013. "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers rdp2013-07, Reserve Bank of Australia.
- repec:hal:spmain:info:hdl:2441/35kgubh40v9gfpnuruelqjnptb is not listed on IDEAS
- David Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach,"
RBA Research Discussion Papers
rdp2017-01, Reserve Bank of Australia.
- David L. Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach," Finance and Economics Discussion Series 2017-020, Board of Governors of the Federal Reserve System (U.S.).
- Lillian R. Gaeto & Sandeep Mazumder, 2019. "Measuring the Accuracy of Federal Reserve Forecasts," Southern Economic Journal, John Wiley & Sons, vol. 85(3), pages 960-984, January.
- Jon D. Samuels & Rodrigo Sekkel, 2013. "Forecasting with Many Models: Model Confidence Sets and Forecast Combination," Staff Working Papers 13-11, Bank of Canada.
- Rochelle M. Edge & Refet S. Gürkaynak, 2011. "How useful are estimated DSGE model forecasts?," Finance and Economics Discussion Series 2011-11, Board of Governors of the Federal Reserve System (U.S.).
- Gregory R. Duffee, 2023. "Macroeconomic News in Asset Pricing and Reality," Journal of Finance, American Finance Association, vol. 78(3), pages 1499-1543, June.
- Peter Tulip & Stephanie Wallace, 2012. "Estimates of Uncertainty around the RBA's Forecasts," RBA Research Discussion Papers rdp2012-07, Reserve Bank of Australia.
- Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.