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The Informational Content of Ex Ante Forecasts
6 references·16 citing·52 second hop
The Informational Content of Ex Ante Forecasts (1988)The Informational Content of Ex Ante Fore…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Two-step two-stage least squares estimation in models with rational expectations (1983)Two-step two-stage least squa…Macroeconomics and Reality (1980)Macroeconomics and RealityTechniques of Forecasting Using Vector Autoregressions (1979)Techniques of Forecasting Usi…The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve (1978)The Sensitivity of Fiscal Pol…The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (1972)The Prediction Performance of…Forecast Combinations in a DSGE‐VAR Lab (2016)Forecast Combinations in a DS…Corporate Prediction Markets: Evidence from Google, Ford, and Firm X (2015)Corporate Prediction Markets:…Interpreting and Combining Heterogeneous Survey Forecasts (2012)Interpreting and Combining He…FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY (2011)FORECASTING PERFORMANCE OF AN…Forecasting Elections: Voter Intentions Versus Expectations (2011)Forecasting Elections: Voter …Advances in Forecast Evaluation (2011)Advances in Forecast Evaluati…Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition (2010)Assessing the temporal variat…A wavelet approach for factor‐augmented forecasting (2010)A wavelet approach for factor…Forecasting Elections (2009)Forecasting ElectionsThe Spatial Proximity of Metropolitan Area Housing Submarkets (2007)The Spatial Proximity of Metr…Forecast performance of nonlinear error-correction models with multiple regimes (2005)Forecast performance of nonli…Inference About Predictive Ability (2004)Inference About Predictive Ab…On the predictive accuracy of crude oil futures prices (2003)On the predictive accuracy of…Forecasting combination and encompassing tests (2003)Forecasting combination and e…The performance of alternative VAR models in forecasting exchange rates (1994)The performance of alternativ…On the use of dispersion measures from NAPM surveys in business cycle forecasting (1993)On the use of dispersion meas…Econometric policy evaluation: A critique (1976)Estimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Formulating and estimating dynamic linear rational expectations models (1980)Energy consumption in China: past trends and future directions (2004)The Financial and Macroeconomic Effects of OMT Announcements (2014)How is machine learning useful for macroeconomic forecasting? (2022)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Comparing Information in Forecasts from Econometric Models (1990)Two‐step testing procedure for price discovery role of futures prices (1992)Unbiasedness and time varying risk premia in the crude oil futures market (1994)Oil prices: The role of refinery utilization, futures markets and non-linearities (2008)A decomposition–integration model with dynamic fuzzy reconstruction for crude oil price prediction and the implications for sustainable development (2019)Data science and reinforcement learning for price forecasting and raw material procurement in petrochemical industry (2021)The General Theory of Employment, Interest and Money. (1936)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)The Composition of Optimally Wise Crowds (2015)From discipline-centered rivalries to solution-centered science: Producing better probability estimates for policy makers. (2019)How Much Information Is Incorporated into Financial Asset Prices? Experimental Evidence (2020)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Measuring the Value of Housing Quality (1970)Micro-Neighborhood Externalities and Hedonic Housing Prices (1980)Housing Market Segmentation (1998)How informative are average effects? Hedonic regression and amenity capitalization in complex urban housing markets (2008)Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy (2018)Effects of floor level and landscape proximity on housing price: A hedonic analysis in Hangzhou, China (2019)Prediction Markets (2004)Interpreting the predictions of prediction markets (2006)Markets vs. polls as election predictors: An historical assessment (2012)Prediction Markets for Economic Forecasting (2013)Combining forecasts for elections: Accurate, relevant, and timely (2014)The People's Choice: How the Voter Makes Up His Mind in a Presidential Campaign (1968)An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units (1990)Our research’s breadth lives on convenience samples A case study of the online respondent pool “SoSci Panel” (2016)Social Media Analyses for Social Measurement (2016)Asking about social circles improves election predictions (2018)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Housing Investment in the United States (1988)Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data (1989)The quality of market volatility forecasts implied by S&P 100 index option prices (1998)Business Cycles, Financial Crises, and Stock Volatility (1989)Invited review combining forecasts—twenty years later (1989)On the limitations of comparing mean square forecast errors (1993)
this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1972The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy399 cited
  • 1979Techniques of Forecasting Using Vector Autoregressions294 cited
  • 1983Two-step two-stage least squares estimation in models with rational expectations274 cited
  • 1978The Sensitivity of Fiscal Policy Effects to Assumptions about the Behavior of the Federal Reserve70 cited

Cited by

  • 2007The Spatial Proximity of Metropolitan Area Housing Submarkets145 cited
  • 2015Corporate Prediction Markets: Evidence from Google, Ford, and Firm X123 cited
  • 2009Forecasting Elections106 cited
  • 2011Forecasting Elections: Voter Intentions Versus Expectations101 cited
  • 2003On the predictive accuracy of crude oil futures prices91 cited
  • 2003Forecasting combination and encompassing tests80 cited
  • 2010Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition64 cited
  • 2016Forecast Combinations in a DSGE‐VAR Lab61 cited
  • 2011Advances in Forecast Evaluation

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55 cited
  • 2004Inference About Predictive Ability52 cited
  • 1993On the use of dispersion measures from NAPM surveys in business cycle forecasting47 cited
  • 2010A wavelet approach for factor‐augmented forecasting46 cited
  • 1994The performance of alternative VAR models in forecasting exchange rates39 cited
  • 2011FORECASTING PERFORMANCE OF AN ESTIMATED DSGE MODEL FOR THE SOUTH AFRICAN ECONOMY37 cited
  • 2005Forecast performance of nonlinear error-correction models with multiple regimes33 cited
  • 2012Interpreting and Combining Heterogeneous Survey Forecasts31 cited