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Comparing Information in Forecasts from Econometric Models
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Comparing Information in Forecasts from Econometric Models (1990)Comparing Information in Forecasts from E…Macroeconomics and Reality (1980)Macroeconomics and RealityAdvances in Forecast Evaluation (2013)Advances in Forecast Evaluati…Chapter 14 Survey Expectations (2006)Chapter 14 Survey ExpectationsA Practical Guide to Forecasting Financial Market Volatility (2005)A Practical Guide to Forecast…Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? 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Statistical Procedures for Evaluating Forecasting Skills (1981)Forecasting the U.S. Unemployment Rate (1998)Forecasting economic and financial time-series with non-linear models (2004)Persistence in forecasting performance and conditional combination strategies (2005)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)Efficient Capital Markets: II (1991)Comparing Predictive Accuracy (1995)Chapter 3 Forecast Evaluation (2006)Detecting and Predicting Forecast Breakdowns (2009)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Housing Market Segmentation (1998)An Application of Spatial Econometrics in Relation to Hedonic House Price Modeling (2010)Predicting House Prices with Spatial Dependence: A Comparison of Alternative Methods (2010)Spatial Heterogeneity in Hedonic House Price Models: The Case of Austria (2013)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Forecast Combinations (2010)Toward Automatic Time-Series Forecasting Using Neural Networks (2012)Forecasting inflation (1999)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Determining the Number of Factors in Approximate Factor Models (2002)Forecasting the path of China's CO2 emissions using province-level information (2008)Forecasting with panel data (2008)Large Dimensional Factor Analysis (2008)A real-time data set for macroeconomists (2001)Forecasting with a real-time data set for macroeconomists (2002)The quest for prosperity without inflation (2003)Chapter 17 Forecasting with Real-Time Macroeconomic Data (2006)
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References

  • 1980Macroeconomics and Reality12,826 cited

Cited by

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  • 1998Regression-Based Tests of Predictive Ability286 cited
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  • 1998Predicting stock index volatility: can market volume help?231 cited
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  • 2006Chapter 14 Survey Expectations203 cited
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  • 1999Nonlinear Predictability of Stock Returns Using Financial and Economic Variables175 cited
  • 2005A Practical Guide to Forecasting Financial Market Volatility171 cited
  • 2004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?

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  • 2013Advances in Forecast Evaluation171 cited
  • 1999Vector Autoregressions: Forecasting and Reality171 cited