Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Decision‐Based Methods for Forecast Evaluation

16 references·16 citing·37 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1971Time Series Analysis Forecasting and Control.6,714 cited
1985The Optimal Degree of Commitment to an Intermediate Monetary Target3,687 cited
1983A Positive Theory of Monetary Policy in a Natural Rate Model2,212 cited
1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
1996Asymptotic Inference about Predictive Ability1,415 cited
1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
1997An Overview of Value at Risk1,320 cited
1973A New Vector Partition of the Probability Score1,120 cited
1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
1992A Simple Nonparametric Test of Predictive Performance897 cited
1998Forecasting Economic Time Series863 cited
1998Tests for Forecast Encompassing786 cited
1933Can Stock Market Forecasters Forecast?727 cited
1977Forecasting Economic Time Series697 cited
1986Econometric Evaluation of Linear Macro-Economic Models601 cited
1989Economic Significance of Predictable Variations in Stock Index Returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

597 cited

Cited by

2006Early warning systems for sovereign debt crises: The role of heterogeneity83 cited
2005Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers82 cited
2009Model averaging in risk management with an application to futures marketsstar74 cited
2001The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond73 cited
2011On economic evaluation of directional forecasts64 cited
2016Optimal Portfolio Choice Under Decision‐Based Model Combinations64 cited
2006Chapter 2 Forecasting and Decision Theory61 cited
2014Unpredictability in economic analysis, econometric modeling and forecasting61 cited
2005REAL-TIME ECONOMETRICS61 cited
2006Forecasting and Decision Theory60 cited
2016How to Identify and Forecast Bull and Bear Markets?59 cited
2013Forecasting by factors, by variables, by both or neither?57 cited
2007Model‐free evaluation of directional predictability in foreign exchange markets49 cited
2013Forecasting Binary Outcomes49 cited
2011The information content of a limit order book: The case of an FX market48 cited
2009Internal Consistency of Survey Respondents' Forecasts: Evidence Based on the Survey of Professional Forecasters*46 cited