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Estimation and Testing of Forecast Rationality under Flexible Loss
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  • 2000Forecasting Economic Time Series1,768 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 1986Forecasting Economic Time Series714 cited
  • 1993A utility-based comparison of some models of exchange rate volatility333 cited

Cited by

  • 2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?272 cited
  • 2010Quantiles as optimal point forecasts217 cited
  • 2006Chapter 14 Survey Expectations203 cited
  • 2009Detecting and Predicting Forecast Breakdowns181 cited
  • 2006Properties of optimal forecasts under asymmetric loss and nonlinearity180 cited
  • 2016A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger171 cited
  • 2007Testing Forecast Optimality Under Unknown Loss169 cited
  • 2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss146 cited
  • 2009Forecasting Professional Forecasters141 cited
  • 2012Forecast Rationality Tests Based on Multi-Horizon Bounds

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137 cited
  • 2007An Evaluation of the World Economic Outlook Forecasts122 cited
  • 2009Forecast Combination and Encompassing120 cited
  • 2017The financial economics of white precious metals — A survey95 cited
  • 2008Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?91 cited
  • 2008The Central Banker as a Risk Manager: Estimating the Federal Reserve's Preferences under Greenspan87 cited
  • 2013Forecasting and Policy Making79 cited