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Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance
In: Business Cycles, Indicators, and Forecasting
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Clements, Michael P., 2010.
"Explanations of the inconsistencies in survey respondents' forecasts,"
European Economic Review, Elsevier, vol. 54(4), pages 536-549, May.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents' forecasts," Economic Research Papers 269881, University of Warwick - Department of Economics.
- Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics.
- Soojin Jo & Rodrigo Sekkel, 2019.
"Macroeconomic Uncertainty Through the Lens of Professional Forecasters,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 436-446, July.
- Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
- Soojin Jo & Rodrigo Sekkel, 2017. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Working Papers 1702, Federal Reserve Bank of Dallas.
- Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
- Stock, James H. & Watson, Mark W., 1999.
"Forecasting inflation,"
Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
- James H. Stock & Mark W. Watson, 1999. "Forecasting Inflation," NBER Working Papers 7023, National Bureau of Economic Research, Inc.
- Capistrán Carlos & López Moctezuma Gabriel, 2008. "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers 2008-11, Banco de México.
- Clements, Michael P., 2014.
"Probability distributions or point predictions? Survey forecasts of US output growth and inflation,"
International Journal of Forecasting, Elsevier, vol. 30(1), pages 99-117.
- Clements, Michael P, 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," The Warwick Economics Research Paper Series (TWERPS) 976, University of Warwick, Department of Economics.
- Clements, Michael P., 2012. "Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation," Economic Research Papers 270748, University of Warwick - Department of Economics.
- Athanasios Orphanides & John C. Williams, 2002.
"Robust Monetary Policy Rules with Unknown Natural Rates,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 33(2), pages 63-146.
- Athanasios Orphanides & John C. Williams, 2002. "Robust monetary policy rules with unknown natural rates," Working Paper Series 2003-01, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2003. "Robust monetary policy rules with unknown natural rates," Finance and Economics Discussion Series 2003-11, Board of Governors of the Federal Reserve System (U.S.).
- Ottaviani, Marco & Sorensen, Peter Norman, 2006.
"The strategy of professional forecasting,"
Journal of Financial Economics, Elsevier, vol. 81(2), pages 441-466, August.
- Marco Ottaviani & Peter Norman Sorensen, 2001. "The Strategy of Professional Forecasting," Discussion Papers 01-09, University of Copenhagen. Department of Economics.
- Marco Ottaviani & Peter Norman Sørensen, 2004. "The Strategy of Professional Forecasting," FRU Working Papers 2004/05, University of Copenhagen. Department of Economics. Finance Research Unit.
- Yin-Wong Cheung & Menzie D. Chinn, 1999. "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers 6926, National Bureau of Economic Research, Inc.
- David Tucket & Antoine Mandel & Diana Mangalagiu & Allen Abramson & Jochen Hinkel & Konstantinos Katsikopoulos & Alan Kirman & Thierry Malleret & Igor Mozetic & Paul Ormerod & Robert Elliot Smith & To, 2015.
"Uncertainty, Decision Science, and Policy Making: A Manifesto for a Research Agenda,"
SciencePo Working papers Main
hal-02057279, HAL.
- David Tucket & Antoine Mandel & Diana Mangalagiu & Allen Abramson & Jochen Hinkel & Konstantinos Katsikopoulos & Alan Kirman & Thierry Malleret & Igor Mozetic & Paul Ormerod & Robert Elliot Smith & To, 2015. "Uncertainty, Decision Science, and Policy Making: A Manifesto for a Research Agenda," PSE-Ecole d'économie de Paris (Postprint) hal-02057279, HAL.
- David Tucket & Antoine Mandel & Diana Mangalagiu & Allen Abramson & Jochen Hinkel & Konstantinos Katsikopoulos & Alan Kirman & Thierry Malleret & Igor Mozetic & Paul Ormerod & Robert Elliot Smith & To, 2015. "Uncertainty, Decision Science, and Policy Making: A Manifesto for a Research Agenda," Post-Print hal-02057279, HAL.
- David Tucket & Antoine Mandel & Diana Mangalagiu & Allen Abramson & Jochen Hinkel & Konstantinos Katsikopoulos & Alan Kirman & Thierry Malleret & Igor Mozetic & Paul Ormerod & Robert Elliot Smith & To, 2015. "Uncertainty, Decision Science, and Policy Making: A Manifesto for a Research Agenda," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02057279, HAL.
- Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008. "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers 2008-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998.
"Bayesian VAR Models for Forecasting Irish Inflation,"
MPRA Paper
11360, University Library of Munich, Germany.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers 4/RT/98, Central Bank of Ireland.
- Orphanides, Athanasios & Williams, John C., 2007.
"Robust monetary policy with imperfect knowledge,"
Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1406-1435, July.
- John C Williams & Athanasios Orphanides, 2005. "Robust Monetary Policy with Imperfect Knowledge," Computing in Economics and Finance 2005 400, Society for Computational Economics.
- Athanasios Orphanides & John C. Williams, 2007. "Robust monetary policy with imperfect knowledge," Working Paper Series 2007-08, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2007. "Robust monetary policy with imperfect knowledge," Finance and Economics Discussion Series 2007-33, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & Williams, John C., 2007. "Robust monetary policy with imperfect knowledge," Working Paper Series 764, European Central Bank.
- Orphanides, Athanasios & Williams, John C., 2005.
"The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1927-1950, November.
- Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Athanasios Orphanides & John C. Williams, 2003. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Working Paper Series 2003-24, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," International Finance Discussion Papers 804, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: Natural rate misperceptions, learning, and expectations," CFS Working Paper Series 2004/24, Center for Financial Studies (CFS).
- Orphanides, Athanasios & Williams, John C., 2004. "The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations," Working Paper Series 337, European Central Bank.
- John C. Williams & Athanasios Orphanides, 2004. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations," Computing in Economics and Finance 2004 144, Society for Computational Economics.
- Orphanides, Athanasios & Williams, John C, 2005. "The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations," CEPR Discussion Papers 4865, C.E.P.R. Discussion Papers.
- Lahiri, Kajal & Sheng, Xuguang, 2010.
"Learning and heterogeneity in GDP and inflation forecasts,"
International Journal of Forecasting, Elsevier, vol. 26(2), pages 265-292, April.
- Lahiri, Kajal & Sheng, Xuguang, 2009. "Learning and heterogeneity in GDP and inflation forecasts," MPRA Paper 21448, University Library of Munich, Germany.
- Kajal Lahiri & Xuguang Sheng, 2009. "Learning and Heterogeneity in GDP and Inflation Forecasts," Discussion Papers 09-05, University at Albany, SUNY, Department of Economics.
- Gamber, Edward N. & Hakes, David R., 2005. "Is monetary policy important for forecasting real growth and inflation?," Journal of Policy Modeling, Elsevier, vol. 27(2), pages 177-187, March.
- Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Springer;Society for Computational Economics, vol. 37(2), pages 193-220, February.
- Jose A. Lopez, 2001.
"Federal Reserve banks' imputed cost of equity capital,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve banks' imputed cost of equity capital," Working Paper Series 2001-01, Federal Reserve Bank of San Francisco.
- Jalles, João Tovar, 2017. "On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 175-189.
- Athanasios Orphanides & John C. Williams, 2007.
"Inflation Targeting under Imperfect Knowledge,"
Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 4, pages 077-123,
Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2007. "Inflation targeting under imperfect knowledge," Economic Review, Federal Reserve Bank of San Francisco, pages 1-23.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation targeting under imperfect knowledge," Finance and Economics Discussion Series 2006-20, Board of Governors of the Federal Reserve System (U.S.).
- Orphanides, Athanasios & Williams, John C, 2006. "Inflation Targeting under Imperfect Knowledge," CEPR Discussion Papers 5664, C.E.P.R. Discussion Papers.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation targeting under imperfect knowledge," Working Paper Series 2006-14, Federal Reserve Bank of San Francisco.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation Targeting Under Imperfect Knowledge," Working Papers Central Bank of Chile 398, Central Bank of Chile.
- Athanasios Orphanides & John C. Williams, 2006. "Inflation Targeting under Imperfect Knowledge," Computing in Economics and Finance 2006 38, Society for Computational Economics.
- Norman R. Swanson & Halbert White, 1997.
"A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks,"
The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
- Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, University Library of Munich, Germany.
- Swanson, N.R. & White, H., 1995. "A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Papers 04-95-12, Pennsylvania State - Department of Economics.
- Clements, Michael P., 2012.
"Do professional forecasters pay attention to data releases?,"
International Journal of Forecasting, Elsevier, vol. 28(2), pages 297-308.
- Clements, Michael P., 2011. "Do Professional Forecasters Pay Attention to Data Releases?," Economic Research Papers 270768, University of Warwick - Department of Economics.
- Clements, Michael P, 2011. "Do Professional Forecasters Pay Attention to Data Releases?," The Warwick Economics Research Paper Series (TWERPS) 956, University of Warwick, Department of Economics.
- Paulo Júlio & Pedro M. Esperança, 2012. "Evaluating the forecast quality of GDP components: An application to G7," GEE Papers 0047, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Apr 2012.
- Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe, 2007. "Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area," ifo Working Paper Series 46, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Roy Batchelor, 2001. "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 225-235.
- Cheung, Y. -W. & Chinn, M. D., 1998.
"Integration, cointegration and the forecast consistency of structural exchange rate models,"
Journal of International Money and Finance, Elsevier, vol. 17(5), pages 813-830, October.
- Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, University Library of Munich, Germany.
- Yin-Wong Cheung & Menzie D. Chinn, 1997. "Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models," NBER Working Papers 5943, National Bureau of Economic Research, Inc.
- Orphanides, Athanasios, 2003.
"Historical monetary policy analysis and the Taylor rule,"
Journal of Monetary Economics, Elsevier, vol. 50(5), pages 983-1022, July.
- Athanasios Orphanides, 2003. "Historical monetary policy analysis and the Taylor rule," Finance and Economics Discussion Series 2003-36, Board of Governors of the Federal Reserve System (U.S.).
- Clements, Michael P, 2012.
"Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth,"
The Warwick Economics Research Paper Series (TWERPS)
995, University of Warwick, Department of Economics.
- Clements, Michael P., 2012. "Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth," Economic Research Papers 270629, University of Warwick - Department of Economics.
- Ashiya, Masahiro, 2007. "Forecast accuracy of the Japanese government: Its year-ahead GDP forecast is too optimistic," Japan and the World Economy, Elsevier, vol. 19(1), pages 68-85, January.
- Carl S Bonham & Richard H Cohen, 2000. "Testing the Rational Expectations Hypothesis using Survey Data," Working Papers 200007, University of Hawaii at Manoa, Department of Economics.
- João Valle e Azevedo, 2011.
"Rational vs. professional forecasts,"
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
- Dean Croushore & Katherine Marsten, 2016. "Do GDP Forecasts Respond Efficiently to Changes in Interest Rates?," Working Papers 16-17, Federal Reserve Bank of Philadelphia.
- Dovern, Jonas & Jannsen, Nils, 2017.
"Systematic errors in growth expectations over the business cycle,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 760-769.
- Dovern, Jonas & Jannsen, Nils, 2015. "Systematic errors in growth expectations over the business cycle," Kiel Working Papers 1989, Kiel Institute for the World Economy (IfW Kiel).
- Rudebusch, Glenn D. & Williams, John C., 2009.
"Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 492-503.
- Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco.
- Higgins, Matthew L. & Mishra, Sagarika, 2014.
"State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth,"
Economic Modelling, Elsevier, vol. 38(C), pages 627-632.
- Higgins, Matthew L. & Mishra, Sagarika, 2012. "State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth," Working Papers fe_2012_10, Deakin University, Department of Economics.
- Mills, Terence C. & Pepper, Gordon T., 1999. "Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute," International Journal of Forecasting, Elsevier, vol. 15(3), pages 247-257, July.
- Douglas O. Staiger & James H. Stock & Mark W. Watson, 1997.
"How Precise Are Estimates of the Natural Rate of Unemployment?,"
NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 195-246,
National Bureau of Economic Research, Inc.
- Douglas Staiger & James H. Stock & Mark W. Watson, 1996. "How Precise are Estimates of the Natural Rate of Unemployment?," NBER Working Papers 5477, National Bureau of Economic Research, Inc.
- Alena Audzeyeva & Xu Wang, 2023. "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 1-33, July.
- Anderson, Richard G. & Hoffman, Dennis L. & Rasche, Robert H., 2002. "A vector error-correction forecasting model of the US economy," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 569-598, December.
- Dean Croushore & Katherine Marsten, 2014. "The continuing power of the yield spread in forecasting recessions," Working Papers 14-5, Federal Reserve Bank of Philadelphia.
- repec:hal:pseose:hal-02057279 is not listed on IDEAS
- William T. Gavin, 2003.
"FOMC forecast: is all the information in the central tendency?,"
Review, Federal Reserve Bank of St. Louis, vol. 85(May), pages 27-46.
- William T. Gavin, 2003. "FOMC forecasts: is all the information in the central tendency?," Working Papers 2003-002, Federal Reserve Bank of St. Louis.
- Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014.
"Rationality and Momentum in Real Estate Investment Forecasts,"
Real Estate & Planning Working Papers
rep-wp2014-07, Henley Business School, University of Reading.
- Fotis Mouzakis & Dimitrios Papastamos & Simon Stevenson, 2015. "Rationality and Momentum in Real Estate Investment Forecasts," ERES eres2015_297, European Real Estate Society (ERES).
- Capistrán, Carlos, 2008.
"Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?,"
Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1415-1427, November.
- Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics.
- Capistrán Carlos, 2006. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Working Papers 2006-14, Banco de México.
- Carmona, Carlos Capistran, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series qt6v28v0b6, Department of Economics, UC San Diego.
- Harvey, David I. & Newbold, Paul, 2003. "The non-normality of some macroeconomic forecast errors," International Journal of Forecasting, Elsevier, vol. 19(4), pages 635-653.
- Ildeberta Abreu, 2011. "International organisations’ vs. private analysts’ forecasts: an evaluation," Working Papers w201120, Banco de Portugal, Economics and Research Department.
- Ivo Arnold & Evert Vrugt, 2008. "Fundamental uncertainty and stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 18(17), pages 1425-1440.
- Thuy Lan Nguyen & Wataru Miyamoto, 2014. "News shocks and Business cycles: Evidence from forecast data," 2014 Meeting Papers 259, Society for Economic Dynamics.
- Hansen, Bruce E., 2006. "Interval forecasts and parameter uncertainty," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 377-398.
- Shaliastovich, Ivan, 2015. "Learning, confidence, and option prices," Journal of Econometrics, Elsevier, vol. 187(1), pages 18-42.
- repec:lan:wpaper:470 is not listed on IDEAS
- Tae-Hwy Lee & Yiyao Wang, 2015. "Finding SPF Percentiles Closest to Greenbook," Working Papers 201503, University of California at Riverside, Department of Economics.
- Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
- Victor Zarnowitz, 1999. "Has the Business Cycle Been Abolished?," NBER Working Papers 6367, National Bureau of Economic Research, Inc.
- Rianne Legerstee & Philip Hans Franses, 2015.
"Does Disagreement Amongst Forecasters Have Predictive Value?,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, July.
- Legerstee, R. & Franses, Ph.H.B.F., 2010. "Does Disagreement Amongst Forecasters have Predictive Value?," Econometric Institute Research Papers EI 2010-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Rianne Legerstee & Philip Hans Franses, 2010. "Does Disagreement amongst Forecasters have Predictive Value?," Tinbergen Institute Discussion Papers 10-088/4, Tinbergen Institute.
- repec:lan:wpaper:425 is not listed on IDEAS
- Davies, Antony, 2006. "A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts," International Journal of Forecasting, Elsevier, vol. 22(2), pages 373-393.
- Lamont, Owen A., 2002.
"Macroeconomic forecasts and microeconomic forecasters,"
Journal of Economic Behavior & Organization, Elsevier, vol. 48(3), pages 265-280, July.
- Owen Lamont, 1995. "Macroeconomics Forecasts and Microeconomic Forecasters," NBER Working Papers 5284, National Bureau of Economic Research, Inc.
- Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.
- Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
- Scott Schuh, 2001. "An evaluation of recent macroeconomic forecast errors," New England Economic Review, Federal Reserve Bank of Boston, pages 35-56.
- Clements, Michael P., 2010.
"Why are survey forecasts superior to model forecasts?,"
Economic Research Papers
270770, University of Warwick - Department of Economics.
- Clements, Michael P., 2010. "Why are survey forecasts superior to model forecasts?," The Warwick Economics Research Paper Series (TWERPS) 954, University of Warwick, Department of Economics.
- Palle S. Andersen, 1997. "Forecast errors and financial developments," BIS Working Papers 51, Bank for International Settlements.
- Khoon Lek Goh & Daniel Lawrence, 2006. "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series 06/10, New Zealand Treasury.
- Rickard Nyman & Paul Ormerod, 2020. "Understanding the Great Recession Using Machine Learning Algorithms," Papers 2001.02115, arXiv.org.
- Michael P. Clements & Ana Beatriz Galvão, 2014. "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-04, Henley Business School, University of Reading.
- Fushang Liu & Kajal Lahiri, 2006.
"Modelling multi-period inflation uncertainty using a panel of density forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219.
- Kajal Lahiri & Fushang Liu, 2006. "Modelling multi‐period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219, December.
- Kajal Lahiri & Fushang Liu, 2006. "Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts," Discussion Papers 06-05, University at Albany, SUNY, Department of Economics.
- Carlos Capistr¡N & Allan Timmermann, 2009.
"Disagreement and Biases in Inflation Expectations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 365-396, March.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Computing in Economics and Finance 2006 3, Society for Computational Economics.
- Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, Department of Economics and Business Economics, Aarhus University.
- Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
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- Clements, Michael P., 2016.
"Long-run restrictions and survey forecasts of output, consumption and investment,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 614-628.
- Michael P. Clements, 2014. "Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment," ICMA Centre Discussion Papers in Finance icma-dp2014-02, Henley Business School, University of Reading.
- Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
- Berkelmans, Leon, 2011. "Imperfect information, multiple shocks, and policy's signaling role," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 373-386.
- Herman O. Stekler & Raj M. Talwar, 2011. "Economic Forecasting in the Great Recession," Working Papers 2011-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
- Anderson, Evan W. & Ghysels, Eric & Juergens, Jennifer L., 2009. "The impact of risk and uncertainty on expected returns," Journal of Financial Economics, Elsevier, vol. 94(2), pages 233-263, November.
- Miyamoto, Wataru & Nguyen, Thuy Lan, 2020. "The expectational effects of news in business cycles: Evidence from forecast data," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 184-200.
- Carlos Capistrán & Allan Timmermann, 2009. "Disagreement and Biases in Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 365-396, March.
- Gavin, William T. & Mandal, Rachel J., 2003.
"Evaluating FOMC forecasts,"
International Journal of Forecasting, Elsevier, vol. 19(4), pages 655-667.
- William T. Gavin & Rachel J. Mandal, 2002. "Evaluating FOMC forecasts," Working Papers 2001-005, Federal Reserve Bank of St. Louis.
- Lauren K. Fine & Stephen K. McNees, 1994. "Diversity, uncertainty, and accuracy of inflation forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 33-44.
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- Paul Bennett & In Sun Geoum & David S. Laster, 1997. "Rational bias in macroeconomic forecasts," Staff Reports 21, Federal Reserve Bank of New York.
- Andrew J. Filardo, 1999. "How reliable are recession prediction models?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q II), pages 35-55.
- Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
- Konchitchki, Yaniv & Patatoukas, Panos N., 2014. "Accounting earnings and gross domestic product," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 76-88.
- Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
- Swarna Dutt & Dipak Ghosh, 1998. "Examining the credibility of macroeconomic forecasts: Null of cointegration approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 13-19, June.
- Tae-Hwy Lee & Yiyao Wang, 2019. "Evaluation of the Survey of Professional Forecasters in the Greenbook’s Loss Function," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 345-360, June.
- Sharpe, Steven A. & Sinha, Nitish R. & Hollrah, Christopher A., 2023. "The power of narrative sentiment in economic forecasts," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1097-1121.
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