Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Evaluating Predictions of Change

2 references·16 citing·47 second hopsampled

FromToDepth

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

References

2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited

Cited by

2004Decision‐Based Methods for Forecast Evaluation110 cited
2002Directional accuracy tests of long-term interest rate forecasts101 cited
1998Are OECD forecasts rational and useful?: a directional analysis99 cited
2007Professional forecasts of interest rates and exchange rates: Evidence from the Wall Street Journal’s panel of economists97 cited
2008Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions93 cited
2003Statistical Testing in Forecasting Model Selection89 cited
1994Are economic forecasts valuable?87 cited
2004STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index74 cited
1991Macroeconomic forecast evaluation techniques59 cited
1996How well do analysts forecast interest rates?58 cited
1999Why did forecasters fail to predict the 1990 recession?57 cited
2004Parameter estimation and tests of equal forecast accuracy between non-nested models36 cited

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

2014Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding35 cited

1998Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets33 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