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Rationality and the Role of Judgement in Macroeconomic Forecasting
12 references·3 citing·43 second hop
Rationality and the Role of Judgement in Macroeconomic Forecasting (1995)Rationality and the Role of Judgement in …Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…On the limitations of comparing mean square forecast errors (1993)On the limitations of compari…The role of judgement in macroeconomic forecasting (1990)The role of judgement in macr…Testing the Rationality of Price Forecasts: New Evidence from Panel Data (1990)Testing the Rationality of Pr…Forecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Models of the UK economy : a third review by the ESRC macroeconomic modelling bureau (1986)Models of the UK economy : a …Rational Expectations and Macroeconomic Forecasts (1983)Rational Expectations and Mac…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…The Formation of Inflationary Expectations (1981)The Formation of Inflationary…Liquidity and inflation effects on consumers' expenditure (1981)Liquidity and inflation effec…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Are Revisions to USDA Crop Production Forecasts Smoothed? (2006)Are Revisions to USDA Crop Pr…Analysis of a panel of UK macroeconomic forecasts (2001)Analysis of a panel of UK mac…Sales forecasting updates: how good are they in practice? (2000)Sales forecasting updates: ho…Applied Economic Forecasting (1967)8 Forecast evaluation and combination (1996)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Investor Attention and Stock Market Volatility (2014)The General Theory of Employment (1937)Rational Expectations and the Theory of Price Movements (1961)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)Forecasting with panel data (2008)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Income, Saving and the Theory of Consumer Behavior. (1950)Some properties of time series data and their use in econometric model specification (1981)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)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)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Forecasting in cointegrated systems (1995)Forecasting economic and financial time-series with non-linear models (2004)Comparing forecast accuracy: A Monte Carlo investigation (2012)Econometric Models and Economic Forecasts (1990)Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance (1992)Forecasting Economic Time Series (2000)Sympathetic Magical Thinking: The Contagion and Similarity “Heuristics” (2002)Why Are Professional Forecasters Biased? Agency versus Behavioral Explanations (1996)Rational Bias in Macroeconomic Forecasts (1999)Interpreting econometric evidence (1981)An empirical study of outbound tourism demand in the UK (2000)Tourism Demand Modelling and Forecasting: How Should Demand Be Measured? (2010)
this work references cited by second hop

References

  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 2016Evaluation of Economic Forecasts529 cited
  • 1990Testing the Rationality of Price Forecasts: New Evidence from Panel Data499 cited
  • 1993On the limitations of comparing mean square forecast errors392 cited
  • 1987Forecasting Efficiency: Concepts and Applications374 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1981The Formation of Inflationary Expectations247 cited
  • 1983Rational Expectations and Macroeconomic Forecasts226 cited
  • 1981Liquidity and inflation effects on consumers' expenditure204 cited
  • 1990The role of judgement in macroeconomic forecasting84 cited
  • 1986Models of the UK economy : a third review by the ESRC macroeconomic modelling bureau63 cited

Cited by

  • 2000Sales forecasting updates: how good are they in practice?48 cited
  • 2006Are Revisions to USDA Crop Production Forecasts Smoothed?48 cited
  • 2001Analysis of a panel of UK macroeconomic forecasts

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46 cited