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Evaluating Long-Horizon Forecasts · Study

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PreprintEvaluating Long-Horizon Forecasts

Todd E. Clark2002

OA

Preprintgreen2002

Evaluating Long-Horizon Forecasts

Todd E. Clark · Michael W. McCracken

61 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 61 citations exist upstream.

References

1994Comparing Predictive Accuracy 2000Forecasting Economic Time Series 1991The Term Structure as a Predictor of Real Economic Activity 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement 1996Asymptotic Inference about Predictive Ability 1999Forecasting inflation 2001Tests of equal forecast accuracy and encompassing for nested models 1995Exchange rates and fundamentals: Evidence on long-horizon predictability

Cited by

2005Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting 2006Stock prices–inflation puzzle and the predictability of stock market returns 2015Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors 2004The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time 2009New evidence on nominal exchange rate predictability

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations61

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.2139/ssrn.305705

openalex_workW1970836033

Links

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