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Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
9 references·3 citing·51 second hop
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters (1997)Evaluating Density Forecasts of Inflation…Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Nonparametric Estimation of S…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsEvaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Density Forecasts …Evaluating the Rationality of Fixed-event Forecasts (1997)Evaluating the Rationality of…Calculating Interval Forecasts (1993)Calculating Interval ForecastsTwenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance (1992)Twenty-two Years of the NBER-…Consensus and Uncertainty in Economic Prediction (1983)Consensus and Uncertainty in …Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …The New ASA-NBER Survey of Forecasts by Economic Statisticians (1969)The New ASA-NBER Survey of Fo…Conditional Predictive Density Evaluation in the Presence of Instabilities (2012)Conditional Predictive Densit…Predictive Density Evaluation (2005)Predictive Density EvaluationInflation Forecast Uncertainty (2001)Inflation Forecast UncertaintyEconomics and Information Theory (1969)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)An evaluation of the predictions of the Federal Reserve (2000)How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus (2001)Taking the Pulse of the Real Economy Using Financial Statement Analysis: Implications for Macro Forecasting and Stock Valuation (2013)Comparing Predictive Accuracy (1994)Econometric Analysis of Cross Section and Panel Data (2001)Evaluating DSGE Model Forecasts of Comovements (2011)The Evolution of Forecast Density Combinations in Economics (2019)Econometric Analysis of Panel Data (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)Time Series Analysis: Forecasting and Control (1977)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Introduction to Multiple Time Series Analysis (1993)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Forecasting economic and financial time-series with non-linear models (2004)Neural Network-Based Uncertainty Quantification: A Survey of Methodologies and Applications (2018)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Some International Evidence on Output-Inflation Tradeoffs. (1973)Anticipated inflation and the capital stock in a cash in-advance economy (1981)An empirical analysis of cross-national economic growth, 1951–1980 (1989)Multivariate Simultaneous Generalized ARCH (1995)The Role of Monetary Policy (1995)ARCH modeling in finance (1992)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Modeling and Forecasting Realized Volatility (2001)Testing Density Forecasts, With Applications to Risk Management (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices (2004)The Model-Free Implied Volatility and Its Information Content (2005)The Combination of Forecasts (1969)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Combining Expert Judgments: A Bayesian Approach (1977)Macroeconomic forecasts and microeconomic forecasters (2002)The strategy of professional forecasting☆ (2006)Combining density forecasts (2007)How quickly do forecasters incorporate news? Evidence from cross-country surveys (2006)An evaluation of the forecasts of the federal reserve: a pooled approach (2007)The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach (2008)On the Accuracy of Time Series, Interest Rate and Survey Forecasts of Inflation (1984)Strategic bias, herding behaviour and economic forecasts (2003)Scoring rules and survey density forecasts (2010)
this work references cited by second hop

References

  • 1998Evaluating Interval Forecasts2,689 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
  • 1993Calculating Interval Forecasts364 cited
  • 1983Consensus and Uncertainty in Economic Prediction324 cited
  • 1992Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance210 cited
  • 1997Evaluating the Rationality of Fixed-event Forecasts91 cited
  • 1969The New ASA-NBER Survey of Forecasts by Economic Statisticians68 cited

Cited by

  • 2005Predictive Density Evaluation42 cited
  • 2012Conditional Predictive Density Evaluation in the Presence of Instabilities30 cited
  • 2001Inflation Forecast Uncertainty13 cited

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