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Assessing the Mpc's Fan Charts
4 references·6 citing·49 second hop
Assessing the Mpc's Fan Charts (2005)Assessing the Mpc's Fan ChartsBayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system (2005)Bayesian fan charts for U.K. …Testing Density Forecasts, With Applications to Risk Management (2001)Testing Density Forecasts, Wi…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Forecasting Efficiency: Concepts and Applications (1987)Forecasting Efficiency: Conce…Central bank forecasting: A survey (2023)Central bank forecasting: A s…How Informative are Central Bank Assessments of Macroeconomic Risks? (2016)How Informative are Central B…Evaluating qualitative forecasts: The FOMC minutes, 2006–2010 (2015)Evaluating qualitative foreca…Evaluating Point and Density Forecasts of DSGE Models (2013)Evaluating Point and Density …Evaluating Point and Density Forecasts of DSGE Models (2010)Evaluating Point and Density …Forecast combination and the Bank of England's suite of statistical forecasting models (2008)Forecast combination and the …Federal Reserve Information and the Behavior of Interest Rates (2000)The Role of Models and Probabilities in the Monetary Policy Process (2002)Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis (2016)Deciding between alternative approaches in macroeconomics (2017)Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach* (2017)Forecasting with news sentiment: Evidence with UK newspapers (2020)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Coherent Measures of Risk (1999)How Accurate Are Value‐at‐Risk Models at Commercial Banks? (2002)A New Approach to Markov-Switching GARCH Models (2004)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Forecasting with panel data (2008)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)The theory and practice of econometrics (1986)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Macroeconomic forecasting and structural change (2011)Forecasting with Bayesian Vector Autoregression (2013)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)Comparing Predictive Accuracy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Data revisions and DSGE models (2016)Chi-squared tests of interval and density forecasts, and the Bank of England’s fan charts (2002)How Informative are the Subjective Density Forecasts of Macroeconomists? (2011)Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach (2018)Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (2018)The Combination of Forecasts (1969)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Macroeconomic Forecasting Using Diffusion Indexes (2002)Does Forecast Combination Improve Norges Bank Inflation Forecasts?* (2011)UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? (2011)Forecasting aggregate retail sales: The case of South Africa (2014)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Forecasting using DSGE models with financial frictions (2014)Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts (2015)Real-time forecast evaluation of DSGE models with stochastic volatility (2017)
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References

  • 2001Testing Density Forecasts, With Applications to Risk Management859 cited
  • 19968 Forecast evaluation and combination536 cited
  • 1987Forecasting Efficiency: Concepts and Applications374 cited
  • 2005Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system198 cited

Cited by

  • 2008Forecast combination and the Bank of England's suite of statistical forecasting models80 cited
  • 2015Evaluating qualitative forecasts: The FOMC minutes, 2006–201071 cited
  • 2013Evaluating Point and Density Forecasts of DSGE Models54 cited
  • 2016How Informative are Central Bank Assessments of Macroeconomic Risks?30 cited
  • 2023Central bank forecasting: A survey22 cited
  • 2010Evaluating Point and Density Forecasts of DSGE Models16 cited

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