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Using forecasts of forecasters to forecast
16 references·0 citing·33 second hop
Using forecasts of forecasters to forecast (2006)Using forecasts of forecasters to forecastThe Distribution of Realized Exchange Rate Volatility (2001)The Distribution of Realized …The Distribution of Exchange Rate Volatility (1999)The Distribution of Exchange …Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyAlternative procedures for converting qualitative response data to quantitative expectations: An application to Australian manufacturing (1995)Alternative procedures for co…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyOn the Time Shape of Economic Microvariables and the Munich Business Test (1992)On the Time Shape of Economic…The limits to rational expectations (1989)The limits to rational expect…The Limits to Rational Expectations. (1988)The Limits to Rational Expect…Inflation Expectations Revisited (1988)Inflation Expectations Revisi…Expectations, Plans, and Realizations in Theory and Practice (1983)Expectations, Plans, and Real…Inflation Expectations (1975)Inflation ExpectationsEconomic Forecasts and Policy (1962)Economic Forecasts and PolicyEconomic Forecasts and Policy. (1959)Economic Forecasts and Policy.The 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…The Behavior of Stock-Market Prices (1965)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Consistent ranking of volatility models (2005)Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model (2005)Brownian Motion and Stochastic Calculus (2007)Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models (2010)Expected stock returns and volatility (1987)The Pricing of Options on Assets with Stochastic Volatilities (1987)The distribution of realized stock return volatility (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A Simple Approximate Long-Memory Model of Realized Volatility (2008)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Uncertainty and the effectiveness of policy (1967)Predictability of Stock Returns: Robustness and Economic Significance (1995)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)The Solution of Singular Linear Difference Systems under Rational Expectations (1998)Chapter 14 Survey Expectations (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)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)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Terrorism: The relevance of the rational choice model (2006)A New Keynesian model with heterogeneous expectations (2009)Some comments on the evaluation of economic forecasts (1973)Multiple tests for validation of system dynamics type of simulation models (1989)Political business cycles 40 years after Nordhaus (2016)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2001The Distribution of Realized Exchange Rate Volatility2,108 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1962Economic Forecasts and Policy980 cited
  • 1989The limits to rational expectations469 cited
  • 1999The Distribution of Exchange Rate Volatility462 cited
  • 1975Inflation Expectations454 cited
  • 1988The Limits to Rational Expectations.382 cited
  • 1959Economic Forecasts and Policy.315 cited
  • 1983Expectations, Plans, and Realizations in Theory and Practice178 cited
  • 1988Inflation Expectations Revisited126 cited
  • 1952On the Time Shape of Economic Microvariables and the Munich Business Test119 cited
  • 1992On the Time Shape of Economic Microvariables and the Munich Business Test114 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 manufacturing

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