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The Informational Content of Ex Ante Forecasts
4 references·16 citing·53 second hop
The Informational Content of Ex Ante Forecasts (1989)The Informational Content of Ex Ante Fore…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve (1978)The Sensitivity of Fiscal Pol…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Information Content of Aggregate Implied Volatility Spread (2020)Information Content of Aggreg…Forecast Combinations in a DSGE‐VAR Lab (2016)Forecast Combinations in a DS…Corporate Prediction Markets: Evidence from Google, Ford, and Firm X (2015)Corporate Prediction Markets:…FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY (2011)FORECASTING PERFORMANCE OF AN…Advances in Forecast Evaluation (2011)Advances in Forecast Evaluati…Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition (2010)Assessing the temporal variat…A wavelet approach for factor‐augmented forecasting (2010)A wavelet approach for factor…Forecasting Elections (2009)Forecasting ElectionsThe Spatial Proximity of Metropolitan Area Housing Submarkets (2007)The Spatial Proximity of Metr…Forecast performance of nonlinear error-correction models with multiple regimes (2005)Forecast performance of nonli…Inference About Predictive Ability (2004)Inference About Predictive Ab…Forecast Combination and Encompassing (2004)Forecast Combination and Enco…On the predictive accuracy of crude oil futures prices (2003)On the predictive accuracy of…Forecasting combination and encompassing tests (2003)Forecasting combination and e…The performance of alternative VAR models in forecasting exchange rates (1994)The performance of alternativ…On the use of dispersion measures from NAPM surveys in business cycle forecasting (1993)On the use of dispersion meas…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control. 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(2011)Forecasting Binary Outcomes (2013)Measuring the Value of Housing Quality (1970)Micro-Neighborhood Externalities and Hedonic Housing Prices (1980)Housing Market Segmentation (1998)How informative are average effects? Hedonic regression and amenity capitalization in complex urban housing markets (2008)Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy (2018)Effects of floor level and landscape proximity on housing price: A hedonic analysis in Hangzhou, China (2019)Prediction Markets (2004)Interpreting the predictions of prediction markets (2006)Markets vs. polls as election predictors: An historical assessment (2012)Prediction Markets for Economic Forecasting (2013)Combining forecasts for elections: Accurate, relevant, and timely (2014)Business Cycles, Financial Crises, and Stock Volatility (1989)Invited review combining forecasts—twenty years later (1989)On the limitations of comparing mean square forecast errors (1993)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1978The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve70 cited

Cited by

  • 2007The Spatial Proximity of Metropolitan Area Housing Submarkets145 cited
  • 2015Corporate Prediction Markets: Evidence from Google, Ford, and Firm X123 cited
  • 2009Forecasting Elections106 cited
  • 2003On the predictive accuracy of crude oil futures prices91 cited
  • 2003Forecasting combination and encompassing tests80 cited
  • 2010Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition64 cited
  • 2016Forecast Combinations in a DSGE‐VAR Lab61 cited
  • 2011Advances in Forecast Evaluation55 cited
  • 2004Inference About Predictive Ability52 cited
  • 2004Forecast Combination and Encompassing51 cited
  • 2020Information Content of Aggregate Implied Volatility Spread47 cited

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

1993
On the use of dispersion measures from NAPM surveys in business cycle forecasting
47 cited
  • 2010A wavelet approach for factor‐augmented forecasting46 cited
  • 1994The performance of alternative VAR models in forecasting exchange rates39 cited
  • 2011FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY37 cited
  • 2005Forecast performance of nonlinear error-correction models with multiple regimes33 cited