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Forecast content and content horizons for some important macroeconomic time series
15 references·1 citing·43 second hop
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References

  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1999Forecasting inflation1,273 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns784 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
  • 1996Can we improve the perceived quality of economic forecasts?194 cited
  • 1997Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator154 cited
  • 1999Occasional Structural Breaks and Long Memory154 cited
  • 2001Measuring predictability: theory and macroeconomic applications119 cited
  • 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator89 cited
  • 2003Content horizons for univariate time-series forecasts62 cited
  • 2003Forecasting some low‐predictability time series using diffusion indices38 cited
  • 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator36 cited

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2004
Content horizons for conditional variance forecasts
27 cited

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  • 2011Assessing Gross Domestic Product and Inflation Probability Forecasts Derived from Bank of England Fan Charts29 cited