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Evolutionary Computation for Macroeconomic Forecasting
16 references·0 citing·47 second hop
Evolutionary Computation for Macroeconomic Forecasting (2017)Evolutionary Computation for Macroeconomi…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…Expectations and Economic Fluctuations: An Analysis Using Survey Data (2013)Expectations and Economic Flu…Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area (2013)Consumer confidence as a pred…Chapter 14 Survey Expectations (2006)Chapter 14 Survey ExpectationsBusiness and consumer expectations and macroeconomic forecasts (2006)Business and consumer expecta…Another look at measures of forecast accuracy (2006)Another look at measures of f…Business survey data: Do they help in forecasting GDP growth? (2005)Business survey data: Do they…An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth (2005)An Indicator of Monthly GDP a…The Quantification of Qualitative Survey Data: A Critical Assessment (2003)The Quantification of Qualita…Genetic Programming Prediction of Stock Prices (2000)Genetic Programming Predictio…Improving macro-economic forecasts (1998)Improving macro-economic fore…Alternative procedures for converting qualitative response data to quantitative expectations: An application to Australian manufacturing (1995)Alternative procedures for co…On the Time Shape of Economic Microvariables and the Munich Business Test (1992)On the Time Shape of Economic…Inflation Expectations (1975)Inflation ExpectationsThe Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model (1952)The Business Test of the IFO-…On the Time Shape of Economic Microvariables and the Munich Business Test (1952)On the Time Shape of Economic…Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)Rational Expectations and the Theory of Price Movements (1961)An evaluation of the forecasts of the federal reserve: a pooled approach (2007)EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions (2010)Forecast Rationality Tests Based on Multi-Horizon Bounds (2012)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Chapter 4 Forecast Combinations (2006)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)New Indexes of Coincident and Leading Economic Indicators (1989)Macroeconomic Forecasting Using Diffusion Indexes (2002)New Eurocoin: Tracking Economic Growth in Real Time (2007)Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008)Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets? (2019)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 Years of Iif Time Series Forecasting: A Selective Review (2005)On the Construction of the European Economic Sentiment Indicator* (2009)Forecasting macroeconomic variables using disaggregate survey data (2013)Expectations and the neutrality of money (1972)Firms’ investment decisions in response to demand and price uncertainty (2008)What do asset prices have to say about risk appetite and uncertainty? (2015)Consumer Expectations (2019)Dividend yields and expected stock returns (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Econometric Models and Economic Forecasts (1990)A Hybrid Neurogenetic Approach for Stock Forecasting (2007)A Hybrid Machine Learning System For Stock Market Forecasting (2008)An adaptive network-based fuzzy inference system (ANFIS) for the forecasting: The case of close price indices (2013)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Statistical inference in vector autoregressions with possibly integrated processes (1995)Approximately normal tests for equal predictive accuracy in nested models (2006)Consumer confidence and consumption expenditure in Indonesia (2019)How consumer confidence affects price conscious behavior: The roles of financial vulnerability and locus of control (2020)The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles (2023)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Expectations of Returns and Expected Returns (2014)The Impact of Uncertainty on Investment Plans (2010)
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References

  • 2006Another look at measures of forecast accuracy5,736 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 1975Inflation Expectations454 cited
  • 2006Chapter 14 Survey Expectations203 cited
  • 2013Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area185 cited
  • 2000Genetic Programming Prediction of Stock Prices175 cited
  • 2003The Quantification of Qualitative Survey Data: A Critical Assessment145 cited
  • 2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth127 cited
  • 1952On the Time Shape of Economic Microvariables and the Munich Business Test119 cited
  • 2005Business survey data: Do they help in forecasting GDP growth?118 cited
  • 1992On the Time Shape of Economic Microvariables and the Munich Business Test114 cited
  • 2006Business and consumer expectations and macroeconomic forecasts113 cited
  • 1952The Business Test of the IFO-Institute for Economic Research, Munich, and Its Theoretical Model113 cited
  • 1995Alternative procedures for converting qualitative response data to quantitative expectations: An application to Australian manufacturing112 cited
  • 1998Improving macro-economic forecasts

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109 cited
  • 2013Expectations and Economic Fluctuations: An Analysis Using Survey Data108 cited
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