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Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions
16 references·5 citing·33 second hop
Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions (2008)Directional forecasts of GDP and inflatio…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investme…How costly is it to ignore breaks when forecasting the direction of a time series? (2003)How costly is it to ignore br…The Role of Models and Probabilities in the Monetary Policy Process (2002)The Role of Models and Probab…The Taylor Rule and Optimal Monetary Policy (2001)The Taylor Rule and Optimal M…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary Policy Rules and Mac…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…An evaluation of the predictions of the Federal Reserve (2000)An evaluation of the predicti…Discretion versus policy rules in practice (1993)Discretion versus policy rule…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Economic Forecast Evaluation: Profits versus the Conventional Error Measures (1991)Economic Forecast Evaluation:…Evaluating Predictions of Change (1990)Evaluating Predictions of Cha…The Economics of Money, Banking and Financial Markets (1986)The Economics of Money, Banki…Rational Expectations and Macroeconomic Forecasts (1983)Rational Expectations and Mac…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…Exchange rate pass-through and inflation targeting regime under energy price shocks (2023)Exchange rate pass-through an…An evaluation of inflation expectations in Turkey (2017)An evaluation of inflation ex…Management dynamics in the knowledge economy (2016)Management dynamics in the kn…Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test (2013)Purchasing and supply manager…Is the Purchasing Managers’ Index Useful for Assessing the Economy’s Strength? A Directional Analysis (2011)Is the Purchasing Managers’ I…Macroeconomics and Reality (1980)Rules, discretion and reputation in a model of monetary policy (1983)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Macroeconomic Shocks and Their Propagation (2016)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)American Economic Review (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Market Timing and Mutual Fund Investment Performance (1984)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Introductory Econometrics for Finance (2008)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Optimal fiscal and monetary policy under sticky prices (2003)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)Has Monetary Policy Become More Effective? (2006)Inflation dynamics: A structural econometric analysis (1999)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Toward a Comparative Institutional Analysis (2002)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2016)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 1986The Economics of Money, Banking and Financial Markets2,292 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 2001The Taylor Rule and Optimal Monetary Policy787 cited
  • 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1991Economic Forecast Evaluation: Profits versus the Conventional Error Measures453 cited
  • 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
  • 1983Rational Expectations and Macroeconomic Forecasts226 cited
  • 2003How costly is it to ignore breaks when forecasting the direction of a time series?174 cited

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  • 2000An evaluation of the predictions of the Federal Reserve132 cited
  • 1990Evaluating Predictions of Change115 cited
  • Cited by

    • 2016Management dynamics in the knowledge economy88 cited
    • 2023Exchange rate pass-through and inflation targeting regime under energy price shocks36 cited
    • 2011Is the Purchasing Managers’ Index Useful for Assessing the Economy’s Strength? A Directional Analysis17 cited
    • 2013Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test16 cited
    • 2017An evaluation of inflation expectations in Turkey15 cited