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Testing the optimality of inflation forecasts under flexible loss with random forests
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Testing the optimality of inflation forecasts under flexible loss with random forests (2018)Testing the optimality of inflation forec…The performance of short-term forecasts of the German economy before and during the 2008/2009 recession (2011)The performance of short-term…The empirical validity of the New Keynesian Phillips curve using survey forecasts of inflation (2011)The empirical validity of the…The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey (2008)The New Keynesian Phillips cu…Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Biases in Macroeconomic Forec…Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious? (2008)Bias in Federal Reserve infla…Testing Forecast Optimality Under Unknown Loss (2007)Testing Forecast Optimality U…An Evaluation of the World Economic Outlook Forecasts (2007)An Evaluation of the World Ec…When do forecasters disagree? An assessment of German growth and inflation forecast dispersion (2005)When do forecasters disagree?…Estimation and Testing of Forecast Rationality under Flexible Loss (2005)Estimation and Testing of For…Monetary Policy and Forecasts for Real GDP Growth: An Empirical Investigation for the Federal Republic of Germany (2001)Monetary Policy and Forecasts…Fiscal forecasting: The track record of the IMF, OECD and EC (2001)Fiscal forecasting: The track…The accuracy of European growth and inflation forecasts (2000)The accuracy of European grow…Optimal Prediction Under Asymmetric Loss (1997)Optimal Prediction Under Asym…Prediction with a Generalized Cost of Error Function (1969)Prediction with a Generalized…Applied Economic Forecasting (1967)Comparing Predictive Accuracy (1994)Forecasting Economic Time Series (1998)Directional accuracy tests of long-term interest rate forecasts (2002)The political economy of EDP fiscal forecasts: An empirical assessment (2011)Management dynamics in the knowledge economy (2016)The Combination of Forecasts (1969)Comparing Predictive Accuracy (1995)The Prospects for Sustained Growth in Africa: Benchmarking the Constraints (2007)The political economy of IMF forecasts (2008)Asymptotic Inference about Predictive Ability (1996)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Forecasting Economic Time Series (2000)Chapter 14 Survey Expectations (2006)Quantiles as optimal point forecasts (2010)The equity premium: A puzzle (1985)Herd Behavior and Investment (1988)The Role of Monetary Policy (1995)The Determinants of Stock and Bond Return Comovements (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Modeling and Forecasting Realized Volatility (2003)Forecast Combination and Encompassing (2009)Choice of Sample Split in Out-of-Sample Forecast Evaluation (2012)Forecast Rationality Tests Based on Multi-Horizon Bounds (2012)Autoregressive Conditional Density Estimation (1994)Forecasting economic and financial time-series with non-linear models (2004)Analyst Forecasts and Herding Behavior: (1994)Testing the equality of prediction mean squared errors (1997)Do Eurozone Countries Cheat with their Budget Deficit Forecasts? (2006)Planning to cheat: EU fiscal policy in real time (2009)Rational Expectations and the Theory of Price Movements (1961)Specification Tests in Econometrics (1978)Staggered prices in a utility-maximizing framework (1983)Modeling heterogeneous inflation expectations: empirical evidence from demographic data? (2016)The new Keynesian Phillips curve: An update on recent empirical advances (2016)Do Technological Innovations Affect Unemployment? Some Empirical Evidence from European Countries (2017)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Can the Fed predict the state of the economy? (2010)Strategic forecasting on the FOMC (2011)A DEFENSE OF THE FOMC* (2012)Some comments on the evaluation of economic forecasts (1973)Forecasting Transformed Series (1976)Density forecasting: a survey (2000)
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References

  • 2005Estimation and Testing of Forecast Rationality under Flexible Loss343 cited
  • 1997Optimal Prediction Under Asymmetric Loss342 cited
  • 1969Prediction with a Generalized Cost of Error Function323 cited
  • 2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?272 cited
  • 2007Testing Forecast Optimality Under Unknown Loss169 cited
  • 2000The accuracy of European growth and inflation forecasts133 cited
  • 2001Fiscal forecasting: The track record of the IMF, OECD and EC123 cited
  • 2007An Evaluation of the World Economic Outlook Forecasts122 cited
  • 2008Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?91 cited
  • 2008The New Keynesian Phillips curve and the role of expectations: Evidence from the CESifo World Economic Survey55 cited
  • 2011The performance of short-term forecasts of the German economy before and during the 2008/2009 recession55 cited
  • 2005When do forecasters disagree? An assessment of German growth and inflation forecast dispersion53 cited
  • 2001Monetary Policy and Forecasts for Real GDP Growth: An Empirical Investigation for the Federal Republic of Germany27 cited
  • 2011The empirical validity of the New Keynesian Phillips curve using survey forecasts of inflation21 cited

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