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Adaptive learning and survey data
16 references·0 citing·41 second hop
Adaptive learning and survey data (2014)Adaptive learning and survey dataForecasting with Exponential Smoothing (2008)Forecasting with Exponential …Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Macroeconomic Expectations of Households and Professional Forecasters (2003)Macroeconomic Expectations of…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Disagreement about Inflation Expectations (2003)Disagreement about Inflation …Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …A Rational Route to Randomness (1997)A Rational Route to RandomnessComparing Predictive Accuracy (1995)Comparing Predictive AccuracyBounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyBounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Expectations and Exchange Rate Dynamics (1976)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Time series forecasting using a hybrid ARIMA and neural network model (2003)The Combination of Forecasts (1969)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Combining forecasts: A review and annotated bibliography (1989)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Staggered prices in a utility-maximizing framework (1983)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Experimenter demand effects in economic experiments (2009)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Approximately normal tests for equal predictive accuracy in nested models (2006)Credit Spreads and Business Cycle Fluctuations (2012)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Fiscal Multipliers in Recession and Expansion (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Forecasting Economic Time Series (2000)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Implications of rational inattention (2003)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Heterogeneous Agent Models in Economics and Finance (2005)Automatic Time Series Forecasting: The forecast Package for R (2008)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,578 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 1983Empirical exchange rate models of the seventies4,153 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2008Forecasting with Exponential Smoothing1,630 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,488 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2003Macroeconomic Expectations of Households and Professional Forecasters1,170 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1993Bounded Rationality in Macroeconomics945 cited
  • 1995Bounded Rationality in Macroeconomics895 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 2003Disagreement about Inflation Expectations765 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

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