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Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute
14 references·5 citing·42 second hop
Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute (1999)Assessing the forecasters: an analysis of…Tests for Forecast Encompassing (1998)Tests for Forecast Encompassi…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Evaluating the Rationality of Fixed-event Forecasts (1997)Evaluating the Rationality of…Can we improve the perceived quality of economic forecasts? (1996)Can we improve the perceived …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyAre economic forecasts valuable? (1994)Are economic forecasts valuab…Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance (1992)Twenty-two Years of the NBER-…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)ON TESTING FOR UNBIASEDNESS A…Forecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Expectations: Theory and Evidence. (1986)Expectations: Theory and Evid…Expectations: Theory and Evidence (1985)Expectations: Theory and Evid…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts (2008)Evaluating information in mul…Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? (2007)Forecasting industry-level CP…A critique of statistical modelling in management science from a critical realist perspective: its role within multimethodology (2005)A critique of statistical mod…USDA Livestock Price Forecasts: A Comprehensive Evaluation (2003)USDA Livestock Price Forecast…USDA PRODUCTION FORECASTS FOR PORK, BEEF, AND BROILERS: AN EVALUATION (2002)USDA PRODUCTION FORECASTS FOR…Economics and Information Theory (1969)Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review and annotated bibliography (1990)An evaluation of the predictions of the Federal Reserve (2000)How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus (2001)Taking the Pulse of the Real Economy Using Financial Statement Analysis: Implications for Macro Forecasting and Stock Valuation (2013)Rank Correlation Methods. (1957)Pooling of forecasts (2004)Time-Varying Risk Premiums and the Output Gap (2008)Short interest and aggregate stock returns (2016)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)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)RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS (1982)Stock Prices and Social Dynamics (1984)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)The state of macroeconomic forecasting (2002)Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion (2010)Time Series Analysis Forecasting and Control (1971)Time Series Analysis: Forecasting and Control (1977)Introduction to Multiple Time Series Analysis (1993)Evolution of forecast disagreement in a Bayesian learning model (2008)Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2015)The Combination of Forecasts (1969)Improved methods of combining forecasts (1984)The accuracy of IMF and OECD forecasts for G7 countries (2000)How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth (2001)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1998Tests for Forecast Encompassing786 cited
  • 1987Forecasting Efficiency: Concepts and Applications374 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1990ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS*285 cited
  • 1992Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance210 cited
  • 1996Can we improve the perceived quality of economic forecasts?194 cited
  • 1997Evaluating the Rationality of Fixed-event Forecasts91 cited
  • 1994Are economic forecasts valuable?87 cited
  • 1985Expectations: Theory and Evidence68 cited
  • 1986Expectations: Theory and Evidence.62 cited

Cited by

  • 2005A critique of statistical modelling in management science from a critical realist perspective: its role within multimethodology126 cited

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

  • 2003USDA Livestock Price Forecasts: A Comprehensive Evaluation39 cited
  • 2008Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts38 cited
  • 2002USDA PRODUCTION FORECASTS FOR PORK, BEEF, AND BROILERS: AN EVALUATION35 cited
  • 2007Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?12 cited