Nothing Special   »   [go: up one dir, main page]
create a website
Analyzing Fixed-Event Forecast Revisions. (2013). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; de Bruijn, Bert.
In: Tinbergen Institute Discussion Papers.
RePEc:tin:wpaper:20130057.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 20

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

    Full description at Econpapers || Download paper

  2. An unobserved component modeling approach to evaluate multi-horizon forecasts. (2018). Goodwin, Thomas ; Tian, Jing.
    In: Working Papers.
    RePEc:tas:wpaper:28354.

    Full description at Econpapers || Download paper

  3. How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

    Full description at Econpapers || Download paper

  4. What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

    Full description at Econpapers || Download paper

  5. What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff .
    In: Working Papers.
    RePEc:gwi:wpaper:2014-14.

    Full description at Econpapers || Download paper

  6. WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff .
    In: Working Papers.
    RePEc:gwc:wpaper:2014-003.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. -.8 -.6 -.4 -.2 .0 .2 .4 .6 .8 -1.2-0.8-0.4 0.0 0.4 0.8 1.2 OMEGA_1 BETA_00 BETA_05 BETA_09 Ager, P., M. Kappler, and S. Osterloh (2009), The accuracy and efficiency of the Consensus forecasts: A further application and extension of the pooled approach, International Journal of Forecasting, 25, 167-181.

  2. Amir, E. and Y. Ganzach (1998), Overreaction and underreaction in analysts’ forecasts, Journal of Economic Behavior & Organization, 37, 333-347.

  3. Ashiya, M. (2003), Testing the rationality of Japanese GDP forecasts: The sign of forecast revision matters, Journal of Economic Behavior & Organization, 50, 263-269.

  4. Ashiya, M. (2006), Testing the rationality of forecast revisions made by the IMF and the OECD, Journal of Forecasting, 25, 25-36.

  5. Berger, A.N. and S.D. Krane (1985), The informational efficiency of econometric model forecasts, Review of Economics and Statistics, 67, 128-134.

  6. Capistran, C. and A. Timmermann (2009), Disagreement and biases in inflation expectations, Journal of Money, Credit and Banking, 41, 365-396.

  7. Chang, C.-L., P.H. Franses and M. McAleer (2011), How accurate are government forecasts of economic fundamentals? The case of Taiwan, International Journal of Forecasting, 27(4), 1066-1075.

  8. Cho, D.W. (2002), Do revisions improve forecasts?, International Journal of Forecasting, 18, 107-115.

  9. Clements, M.P. (1997), Evaluating the rationality of fixed-event forecasts, Journal of Forecasting, 16, 225-239.
    Paper not yet in RePEc: Add citation now

  10. DellaVigna, S. (2009), Psychology and economics: Evidence from the field, Journal of Economic Literature, 47, 315-272.

  11. Dovern, J. and J. Weisser (2011), Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7, International Journal of Forecasting, 27, 452-465.

  12. Franses, P.H. and R. Legerstee (2010), Do experts adjustments on model-based SKUlevel forecasts improve forecast quality?, Journal of Forecasting, 29, 331-340.

  13. Franses, P.H., H.C. Kranendonk and D. Lanser (2011), One model and various experts: Evaluating Dutch macroeconomic forecasts, International Journal of Forecasting, 27, 482-495.

  14. Franses, P.H., M. McAleer and R. Legerstee (2009), Expert opinion versus expertise in forecasting, Statistica Neerlandica, 63, 334-346.

  15. Isengildina, O., S.H. Irwin, and D.L. Good (2006), Are revisions to USDA crop production forecasts smoothed?, American Journal of Agricultural Economics, 88, 10911104.

  16. Isiklar, G., K. Lahiri and P. Loungani (2006), How quickly do forecasters incorporate news? Evidence from cross-country surveys, Journal of Applied Econometrics, 21, 703725.

  17. Laster, D., P. Bennett and I.S. Geoum (1999), Rational bias in macroeconomic forecasts, Quarterly Journal of Economics, 114, 293-318.

  18. Lawrence, M. and M. O’Connor (2000), Sales forecasting updates: How good are they in practice?, International Journal of Forecasting, 16, 369-382.

  19. Loungani, P. (2001), How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth, International Journal of Forecasting, 17, 419432.

  20. Nordhaus, W.D. (1987), Forecasting efficiency: Concepts and applications, Review of Economics and Statistics, 69, 667-674.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Polish GDP Forecast Errors: A Tale of Ineffectiveness. (2020). Rybacki, Jakub.
    In: MPRA Paper.
    RePEc:pra:mprapa:98952.

    Full description at Econpapers || Download paper

  2. High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

    Full description at Econpapers || Download paper

  3. Inefficient Use of Competitors’ Forecasts?. (2019). Reslow, André.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2019_009.

    Full description at Econpapers || Download paper

  4. Inefficient Use of CompetitorsForecasts?. (2019). Reslow, Andre.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0380.

    Full description at Econpapers || Download paper

  5. Professional Forecasters and January. (2019). Franses, Philip Hans ; P H, .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:118666.

    Full description at Econpapers || Download paper

  6. Medium term growth forecasts: Experts vs. simple models. (2019). Aromi, J. Daniel.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:1085-1099.

    Full description at Econpapers || Download paper

  7. Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

    Full description at Econpapers || Download paper

  8. An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192291.

    Full description at Econpapers || Download paper

  9. The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180069.

    Full description at Econpapers || Download paper

  10. Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker. (2018). Muller, Karsten ; Heilemann, Ullrich.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:12:y:2018:i:3:d:10.1007_s11943-018-0230-3.

    Full description at Econpapers || Download paper

  11. Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

    Full description at Econpapers || Download paper

  12. Wishful Bias in Predicting Us Recessions: Indirect Evidence. (2016). Smirnov, Sergey ; Avdeeva, Daria A.
    In: HSE Working papers.
    RePEc:hig:wpaper:135/ec/2016.

    Full description at Econpapers || Download paper

  13. Central Bank Transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna.
    In: Post-Print.
    RePEc:hal:journl:hal-01121434.

    Full description at Econpapers || Download paper

  14. What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin .
    In: Working Papers.
    RePEc:gwc:wpaper:2016-013.

    Full description at Econpapers || Download paper

  15. Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:338-359.

    Full description at Econpapers || Download paper

  16. Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

    Full description at Econpapers || Download paper

  17. Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Galimberti, Jaqueson ; Moura, Marcelo L.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.

    Full description at Econpapers || Download paper

  18. How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

    Full description at Econpapers || Download paper

  19. Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:507.

    Full description at Econpapers || Download paper

  20. Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:785.

    Full description at Econpapers || Download paper

  21. Systematic errors in growth expectations over the business cycle. (2015). Jannsen, Nils ; Dovern, Jonas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1989.

    Full description at Econpapers || Download paper

  22. Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2015). Medel, Carlos A..
    In: MPRA Paper.
    RePEc:pra:mprapa:67081.

    Full description at Econpapers || Download paper

  23. Are aggregate corporate earnings forecasts unbiased and efficient?. (2015). Deschamps, Bruno.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:45:y:2015:i:4:p:803-818.

    Full description at Econpapers || Download paper

  24. Information rigidities: Comparing average and individual forecasts for a large international panel. (2015). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:144-154.

    Full description at Econpapers || Download paper

  25. Assessing the accuracy and dispersion of real estate investment forecasts. (2015). Papastamos, Dimitrios ; Stevenson, Simon ; Matysiak, George .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:141-152.

    Full description at Econpapers || Download paper

  26. Strategic coordination in forecasting: An experimental study. (2014). Bizer, Kilian ; Proeger, Till ; Spiwoks, Markus ; Meub, Lukas.
    In: Center for European, Governance and Economic Development Research Discussion Papers.
    RePEc:zbw:cegedp:195.

    Full description at Econpapers || Download paper

  27. Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Karatahansopoulos, Andreas ; Laws, Jason ; Sermpinis, Georgios ; Dunis, Christian .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610.

    Full description at Econpapers || Download paper

  28. Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Breitner, Michael ; Karathanasopoulos, Andreas ; Mettenheim, Hans-Jorg ; Sermpinis, Georgios ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487.

    Full description at Econpapers || Download paper

  29. A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts. (2014). Papastamos, Dimitrios ; Stevenson, Simon ; Matysiak, George .
    In: Real Estate & Planning Working Papers.
    RePEc:rdg:repxwp:rep-wp2014-06.

    Full description at Econpapers || Download paper

  30. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts. (2014). Galimberti, Jaqueson ; Moura, Marcelo L..
    In: KOF Working papers.
    RePEc:kof:wpskof:14-360.

    Full description at Econpapers || Download paper

  31. Information Rigidities; Comparing Average and Individual Forecasts for a Large International Panel. (2014). Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas ; Tamirisa, Natalia T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/031.

    Full description at Econpapers || Download paper

  32. Predicting US Recessions: Does a Wishful Bias Exist?. (2014). Smirnov, Sergey.
    In: HSE Working papers.
    RePEc:hig:wpaper:77/ec/2014.

    Full description at Econpapers || Download paper

  33. INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Working Papers.
    RePEc:gwc:wpaper:2014-001.

    Full description at Econpapers || Download paper

  34. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:47:y:2014:i:c:p:239-267.

    Full description at Econpapers || Download paper

  35. The Efficiency of Multivariate Macroeconomic Forecasts. (2014). Deschamps, Bruno ; Ioannidis, Christos.
    In: Manchester School.
    RePEc:bla:manchs:v:82:y:2014:i:5:p:509-523.

    Full description at Econpapers || Download paper

  36. Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel. (2013). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79936.

    Full description at Econpapers || Download paper

  37. Analyzing Fixed-Event Forecast Revisions. (2013). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; de Bruijn, Bert.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130057.

    Full description at Econpapers || Download paper

  38. Taylor rules and exchange rate predictability in emerging economies. (2013). Moura, Marcelo ; Galimberti, Jaqueson.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1008-1031.

    Full description at Econpapers || Download paper

  39. Can rational stubbornness explain forecast biases?. (2013). Deschamps, Bruno ; Ioannidis, Christos.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:92:y:2013:i:c:p:141-151.

    Full description at Econpapers || Download paper

  40. Analyzing fixed-event forecast revisions. (2013). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; de Bruijn, Bert.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:4:p:622-627.

    Full description at Econpapers || Download paper

  41. Análisis de Sesgos y Eficiencia en Proyecciones de Consensus Forecasts. (2012). Pistelli, Alfredo ; Alfredo Pistelli M., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:15:y:2012:i:1:p:98-104.

    Full description at Econpapers || Download paper

  42. The Financial Crisis from a Forecaster’s Perspective. (2011). Scheufele, Rolf ; Heinisch, Katja.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-5-11.

    Full description at Econpapers || Download paper

  43. Quelques constats sur les prévisions conjoncturelles de la croissance française. (2011). Jobert, Thomas ; Persyn, Lionel .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00721673.

    Full description at Econpapers || Download paper

  44. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective. (2011). Raková, Marie ; Novotný, Filip.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:4:p:348-366.

    Full description at Econpapers || Download paper

  45. Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; Chang, C-L., ; Franses, Ph. H. B. F., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:23785.

    Full description at Econpapers || Download paper

  46. Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:452-465.

    Full description at Econpapers || Download paper

  47. Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:452-465.

    Full description at Econpapers || Download paper

  48. Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:11/25.

    Full description at Econpapers || Download paper

  49. Evaluating German business cycle forecasts under an asymmetric loss function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg.
    In: KOF Working papers.
    RePEc:kof:wpskof:09-237.

    Full description at Econpapers || Download paper

  50. Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas.
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:200906.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 05:39:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.