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Some comments on the evaluation of economic forecasts
11 references·16 citing·31 second hop
Some comments on the evaluation of economic forecasts (1973)Some comments on the evaluation of econom…Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…Time Series Analysis Forecasting and Control (1971)Time Series Analysis Forecast…The Combination of Forecasts (1969)The Combination of ForecastsPrediction with a Generalized Cost of Error Function (1969)Prediction with a Generalized…Applied Economic Forecasting (1967)Applied Economic ForecastingApplied Economic Forecasting (1967)Applied Economic ForecastingThe Typical Spectral Shape of an Economic Variable (1966)The Typical Spectral Shape of…Economic Forecasts and Policy (1962)Economic Forecasts and PolicyEconomic Forecasts and Policy. (1959)Economic Forecasts and Policy.An Evaluation of Security Analysts' Forecasts (2016)An Evaluation of Security Ana…Causality and contagion in EMU sovereign debt markets (2014)Causality and contagion in EM…Advances in Forecasting under Instability (2013)Advances in Forecasting under…Forecast Combination and Encompassing (2009)Forecast Combination and Enco…OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING* (2005)OPTIMAL FORECAST COMBINATION …Generating Volatility Forecasts from Value at Risk Estimates (2005)Generating Volatility Forecas…Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination (2004)Forecasting performance of mu…Decision‐Based Methods for Forecast Evaluation (2004)Decision‐Based Methods for Fo…Tests for multiple forecast encompassing (2000)Tests for multiple forecast e…Judgemental and statistical time series forecasting: a review of the literature (1996)Judgemental and statistical t…Formation of Inflation Expectations in British Manufacturing Industries (1985)Formation of Inflation Expect…A Study of Economists' Consensus Forecasts (1983)A Study of Economists' Consen…Stock Market Return Expectations: Some General Properties (1980)Stock Market Return Expectati…Statistical Analysis of Econometric Models (1979)Statistical Analysis of Econo…Quantitative Forecasting -- The State of the Art: Extrapolative Models (1979)Quantitative Forecasting -- T…Modelling Macroeconomic Time Series (1976)Modelling Macroeconomic Time …Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)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)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Political Parties and Macroeconomic Policy (1977)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Seasonal integration and cointegration (1990)Uncertainty and the effectiveness of policy (1967)Predictability of Stock Returns: Robustness and Economic Significance (1995)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Forecasting Transformed Series (1976)Density forecasting: a survey (2000)Economic Forecasting (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Fractional Brownian Motions, Fractional Noises and Applications (1968)Long memory processes and fractional integration in econometrics (1996)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Multiple tests for validation of system dynamics type of simulation models (1989)Evaluating Volatility and Correlation Forecasts (2009)Political business cycles 40 years after Nordhaus (2016)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1971Time Series Analysis Forecasting and Control1,792 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 1962Economic Forecasts and Policy980 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1966The Typical Spectral Shape of an Economic Variable663 cited
  • 2016Evaluation of Economic Forecasts529 cited
  • 1969Prediction with a Generalized Cost of Error Function323 cited
  • 1959Economic Forecasts and Policy.315 cited
  • 1967Applied Economic Forecasting280 cited

Cited by

  • 2013Advances in Forecasting under Instability178 cited
  • 1996Judgemental and statistical time series forecasting: a review of the literature177 cited
  • 1979Statistical Analysis of Econometric Models173 cited
  • 1976Modelling Macroeconomic Time Series141 cited
  • 2009Forecast Combination and Encompassing120 cited

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

  • 1983A Study of Economists' Consensus Forecasts120 cited
  • 2004Decision‐Based Methods for Forecast Evaluation110 cited
  • 2000Tests for multiple forecast encompassing107 cited
  • 1985Formation of Inflation Expectations in British Manufacturing Industries103 cited
  • 2014Causality and contagion in EMU sovereign debt markets91 cited
  • 2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*91 cited
  • 2016An Evaluation of Security Analysts' Forecasts85 cited
  • 1980Stock Market Return Expectations: Some General Properties80 cited
  • 2005Generating Volatility Forecasts from Value at Risk Estimates74 cited
  • 1979Quantitative Forecasting -- The State of the Art: Extrapolative Models74 cited
  • 2004Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination66 cited