My bibliography
Save this item
Predictability of Output Growth and Inflation: A Multi-Horizon Survey Approach
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022.
"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50,
Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
- Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
- Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019.
"Testing for news and noise in non-stationary time series subject to multiple historical revisions,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 396-407.
- Alain Hecq & Jan P.A.M. Jacobs & Michalis P. Stamatogiannis, 2016. "Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions," CIRANO Working Papers 2016s-01, CIRANO.
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016. "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
- Atalla, Tarek & Joutz, Fred & Pierru, Axel, 2016. "Does disagreement among oil price forecasters reflect volatility? Evidence from the ECB surveys," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1178-1192.
- Burban, Valentin & De Backer, Bruno & Vladu, Andreea Liliana, 2024. "Inflation (de-)anchoring in the euro area," Working Paper Series 2964, European Central Bank.
- Michael P. Clements, 2022.
"Individual forecaster perceptions of the persistence of shocks to GDP,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 640-656, April.
- Michael P. Clements, 2020. "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance icma-dp2020-02, Henley Business School, University of Reading.
- Beckmann, Joscha & Czudaj, Robert L., 2020.
"Fundamental determinants of exchange rate expectations,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224617, Verein für Socialpolitik / German Economic Association.
- Beckmann, Joscha & Czudaj, Robert L., 2024. "Fundamental determinants of exchange rate expectations," MPRA Paper 120648, University Library of Munich, Germany.
- Joscha Beckmann & Robert L. Czudaj, 2022. "Fundamental determinants of exchange rate expectations," Chemnitz Economic Papers 056, Department of Economics, Chemnitz University of Technology, revised Mar 2022.
- Czudaj, Robert L., 2020.
"Is the negative interest rate policy effective?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 75-86.
- Robert L. Czudaj, 2019. "Is the negative interest rate policy effective?," Chemnitz Economic Papers 034, Department of Economics, Chemnitz University of Technology, revised Dec 2019.
- Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
- Lahiri, Kajal & Zhao, Yongchen, 2019.
"International propagation of shocks: A dynamic factor model using survey forecasts,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 929-947.
- Kajal Lahiri & Yongchen Zhao, 2018. "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers 2018-04, Towson University, Department of Economics, revised Sep 2018.
- Beckmann, Joscha & Czudaj, Robert L. & Murach, Michael, 2024. "Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries," MPRA Paper 121751, University Library of Munich, Germany.
- Dybowski, T. Philipp & Kempa, Bernd, 2020. "The European Central Bank’s monetary pillar after the financial crisis," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Andrew Patton & Allan Timmermann, 2012.
"Forecast Rationality Tests Based on Multi-Horizon Bounds,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
- Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
- Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
- Michael P Clements, 2014. "Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-12, Henley Business School, University of Reading.
- Joscha Beckmann & Robert L. Czudaj, 2018.
"Monetary Policy Shocks, Expectations, And Information Rigidities,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2158-2176, October.
- Joscha Beckmann & Robert Czudaj, 2018. "Monetary policy shocks, expectations and information rigidities," Chemnitz Economic Papers 019, Department of Economics, Chemnitz University of Technology.
- Czudaj, Robert & Beckmann, Joscha, 2018. "Monetary policy shocks, expectations and information rigidities," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181573, Verein für Socialpolitik / German Economic Association.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"Constructing Fan Charts from the Ragged Edge of SPF Forecasts,"
Working Papers
22-36, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing fan charts from the ragged edge of SPF forecasts," Working Papers 2429, Banco de España.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2024. "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers 22-36R, Federal Reserve Bank of Cleveland.
- Meade, Nigel & Driver, Ciaran, 2023. "Differing behaviours of forecasters of UK GDP growth," International Journal of Forecasting, Elsevier, vol. 39(2), pages 772-790.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- Joscha Beckmann & Robert L. Czudaj, 2020. "Professional forecasters' expectations, consistency, and international spillovers," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1001-1024, November.
- Michele Berardi & Jaqueson K. Galimberti, 2012. "On the plausibility of adaptive learning in macroeconomics: A puzzling conflict in the choice of the representative algorithm," Centre for Growth and Business Cycle Research Discussion Paper Series 177, Economics, The University of Manchester.
- Bruno Deschamps & Christos Ioannidis, 2014. "The Efficiency of Multivariate Macroeconomic Forecasts," Manchester School, University of Manchester, vol. 82(5), pages 509-523, September.
- Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013.
"Inflation fan charts, monetary policy and skew normal distribution,"
Discussion Papers in Economics
13/06, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Diaz & Svetlana Makarova, 2014. "Term Structure Of Inflation Forecast Uncertainties And Skew Normal Distributions," Discussion Papers in Economics 14/01, Division of Economics, School of Business, University of Leicester.
- Wojciech Charemza & Carlos Díaz & Svetlana Makarova, 2015. "Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach," Discussion Papers in Economics 15/09, Division of Economics, School of Business, University of Leicester.
- William A. Branch, 2014. "Nowcasting and the Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 1035-1055, August.
- Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George, 2019.
"A comprehensive evaluation of macroeconomic forecasting methods,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1226-1239.
- Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
- Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, 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,"
Economic Research Papers
270629, University of Warwick - Department of Economics.
- 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.
- Valentin Burban & Bruno De Backer & Andreea Liliana Vladu, 2024. "Inflation (De-)Anchoring in the Euro Area," Working papers 965, Banque de France.
- 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.
- Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021. "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-23, February.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022.
"What is the Predictive Value of SPF Point and Density Forecasts?,"
Working Papers
22-37, Federal Reserve Bank of Cleveland.
- Ganics, Gergely & Mertens, Elmar & Clark, Todd E., 2023. "What Is the Predictive Value of SPF Point and Density Forecasts?," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277622, Verein für Socialpolitik / German Economic Association.
- Knüppel, Malte, 2018.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
- Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
- Joscha Beckmann & Robert L. Czudaj, 2023.
"The role of expectations for currency crisis dynamics—The case of the Turkish lira,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
- Beckmann, Joscha & Czudaj, Robert L., 2022. "The role of expectations for currency crisis dynamics - the case of the Turkish lira," MPRA Paper 114963, University Library of Munich, Germany.
- Beckmann, Joscha & Czudaj, Robert L., 2023. "The role of expectations for currency crisis dynamics - The case of the Turkish lira," Open Access Publications from Kiel Institute for the World Economy 279397, Kiel Institute for the World Economy (IfW Kiel).
- Berardi, Michele & Galimberti, Jaqueson K., 2014.
"A note on the representative adaptive learning algorithm,"
Economics Letters, Elsevier, vol. 124(1), pages 104-107.
- Michele Bernardi & Jaqueson K. Galimberti, 2014. "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers 14-356, KOF Swiss Economic Institute, ETH Zurich.
- Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
- Timmermann, Allan & Zhu, Yinchu, 2019. "Comparing Forecasting Performance with Panel Data," CEPR Discussion Papers 13746, C.E.P.R. Discussion Papers.