Nothing Special   »   [go: up one dir, main page]
create a website
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2011). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne .
In: Documentos de Trabajo del ICAE.
RePEc:ucm:doicae:1111.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 16

References cited by this document

Cocites: 67

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Chang, C.-L., P.H. Franses and M. McAleer (2010), How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan, to appear in International Journal of Forecasting, Available at SSRN: http://ssrn.com/abstract=1431007.

  2. Chong, Y.Y. and D.F. Hendry (1986), Econometric Evaluation of Linear Macro-Economic Models, Review of Economic Studies, 53, 671-690.

  3. Clark, T.E. and M.W. McCracken (2001), Tests of Equal Forecast Accuracy and Encompassing for Nested Models, Journal of Econometrics, 105, 85-110.

  4. Clements, M.P. and D.F. Hendry (2002) (eds.), A Companion to Economic Forecasting, Oxford: Blackwell.
    Paper not yet in RePEc: Add citation now

  5. Diebold, F.X. and R.S. Mariano (1995), Comparing Predictive Accuracy, Journal of Business and Economic Statistics, 13, 253-263.

  6. Elliott, G. and A. Timmermann (2008), Economic Forecasting, Journal of Economic Literature, 46, 3-56.
    Paper not yet in RePEc: Add citation now

  7. Fiebig, D.G., M. McAleer and R. Bartels (1992), Properties of Ordinary Least Squares Estimators in Regression Models with Non-Spherical Disturbances, Journal of Econometrics, 54, 321-334.

  8. Franses, P.H., H. Kranendonk, and D. Lanser (2011), On the Optimality of Expert-adjusted Forecasts, appear in International Journal of Forecasting
    Paper not yet in RePEc: Add citation now

  9. Franses, P.H., M. McAleer and R. Legerstee (2009), Expert Opinion Versus Expertise in Forecasting, Statistica Neerlandica, 63, 334-346.

  10. Granger, C.W.J. and P. Newbold (1986), Forecasting Economic Time Series, San Diego: Academic Press.
    Paper not yet in RePEc: Add citation now
  11. McAleer, M. (1992), Efficient Estimation: The Rao-Zyskind Condition, Kruskal’s Theorem and Ordinary Least Squares, Economic Record, 68, 65-72.
    Paper not yet in RePEc: Add citation now

  12. Romer, C.D. and D.H. Romer (2004), A New Measure of Monetary Shocks: Derivation and Implications, American Economic Review, 94, 1055-1084.

  13. Romer, C.D. and D.H. Romer (2008), The FOMC Versus the Staff: Where Can Monetary Policymakers Add Value?, American Economic Review: Papers & Proceedings, 98, 230-235.

  14. Smith, J. and M. McAleer (1994), Newey-West Covariance Matrix Estimates for Models with Generated Regressors, Applied Economics, 26, 635-640.
    Paper not yet in RePEc: Add citation now

  15. Timmermann, A. (2006), Forecast Combinations, in G. Elliott, C.W.J. Granger and A. Timmermann (eds.), Handbook of Economic Forecasting, Amsterdam: North Holland.

  16. West, K.D. (1996), Asymptotic Inference About Predictive Ability, Econometrica, 64, 1067-1084.

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042.

    Full description at Econpapers || Download paper

  3. A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile. (2013). Frankel, Jeffrey.
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v17c09pp323-391.

    Full description at Econpapers || Download paper

  4. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2011). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne .
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1111.

    Full description at Econpapers || Download paper

  5. A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile. (2011). Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16945.

    Full description at Econpapers || Download paper

  6. 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

  7. A Solution to Overoptimistic Forecasts and Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile. (2011). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:11-012.

    Full description at Econpapers || Download paper

  8. A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile. (2011). Frankel, Jeffrey.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:604.

    Full description at Econpapers || Download paper

  9. A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile. (2011). Frankel, Jeffrey.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:14:y:2011:i:2:p:39-51.

    Full description at Econpapers || Download paper

  10. 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

  11. Are Forecast Updates Progressive?. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf736.

    Full description at Econpapers || Download paper

  12. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne .
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf729.

    Full description at Econpapers || Download paper

  13. Combining Non-Replicable Forecasts. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; Chang, C-L., ; Franses, Ph. H. B. F., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:20156.

    Full description at Econpapers || Download paper

  14. Are Forecast Updates Progressive?. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; Chang, C-L., ; Franses, Ph. H. B. F., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:19358.

    Full description at Econpapers || Download paper

  15. Evaluating Macroeconomic Forecast: A Review of Some Recent Developments. (2010). McAleer, Michael ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; Legerstee, R..
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:18604.

    Full description at Econpapers || Download paper

  16. Combining Non-Replicable Forecasts. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/35.

    Full description at Econpapers || Download paper

  17. Are Forecast Updates Progressive?. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/12.

    Full description at Econpapers || Download paper

  18. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/09.

    Full description at Econpapers || Download paper

  19. Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching. (2006). Lux, Thomas ; Kaizoji, Taisei.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5160.

    Full description at Econpapers || Download paper

  20. Forecast Encompassing Tests and Probability Forecasts. (2006). Harvey, David ; Clements, Michael.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:774.

    Full description at Econpapers || Download paper

  21. Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation.. (2006). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:773.

    Full description at Econpapers || Download paper

  22. Extended switching regression models with time-varying probabilities for combining forecasts. (2006). Wettstein, David ; Preminger, Arie ; Ben-Zion, Uri .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:455-472.

    Full description at Econpapers || Download paper

  23. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models. (2006). West, Kenneth ; Clark, Todd.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0326.

    Full description at Econpapers || Download paper

  24. Forecasting Canadian Time Series with the New Keynesian Model. (2006). Moran, Kevin ; Dib, Ali ; Gammoudi, Mohamed.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-4.

    Full description at Econpapers || Download paper

  25. Forecasting Aggregates by Disaggregates. (2005). Hubrich, Kirstin ; Hendry, David.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:270.

    Full description at Econpapers || Download paper

  26. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin ; Dib, Ali.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:235.

    Full description at Econpapers || Download paper

  27. Forecast Combinations. (2005). Timmermann, Allan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5361.

    Full description at Econpapers || Download paper

  28. Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models. (2004). Lux, Thomas ; Kaizoji, Taisei.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:1936.

    Full description at Econpapers || Download paper

  29. Parallel Computation in Econometrics: A Simplified Approach. (2004). Shephard, Neil ; Hendry, David ; Doornik, Jurgen.
    In: Economics Papers.
    RePEc:nuf:econwp:0416.

    Full description at Econpapers || Download paper

  30. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-6.

    Full description at Econpapers || Download paper

  31. Forecasting and Analyzing World Commodity Prices. (2003). Zhu, Zhenhua ; Demers, Frederick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-24.

    Full description at Econpapers || Download paper

  32. Information, Alternative Markets, and Security Price Processes: A Survey of Literature. (2002). Bhuyan, Rafiqul.
    In: Finance.
    RePEc:wpa:wuwpfi:0211002.

    Full description at Econpapers || Download paper

  33. Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-21.

    Full description at Econpapers || Download paper

  34. Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-91.

    Full description at Econpapers || Download paper

  35. Analytic Evaluation of Volatility Forecasts. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-90.

    Full description at Econpapers || Download paper

  36. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data. (2002). Moran, Kevin ; Dolar, Veronika.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-18.

    Full description at Econpapers || Download paper

  37. Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen. (2001). Schröder, Michael ; Huefner, Felix ; Hufner, Felix ; Schroder, Michael .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5359.

    Full description at Econpapers || Download paper

  38. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-01.

    Full description at Econpapers || Download paper

  39. Pooling of Forecasts. (2001). Hendry, David ; Clements, Michael.
    In: Economics Papers.
    RePEc:nuf:econwp:0209.

    Full description at Econpapers || Download paper

  40. Computationally-intensive Econometrics using a Distributed Matrix-programming Language. (2001). Shephard, Neil ; Hendry, David ; Doornik, Jurgen.
    In: Economics Papers.
    RePEc:nuf:econwp:0122.

    Full description at Econpapers || Download paper

  41. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8160.

    Full description at Econpapers || Download paper

  42. Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics. (2001). Neely, Christopher ; Weller, Paul A..
    In: Working Papers.
    RePEc:fip:fedlwp:2001-009.

    Full description at Econpapers || Download paper

  43. Forecast uncertainty in economic modeling. (2001). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:697.

    Full description at Econpapers || Download paper

  44. New in-sample prediction errors in time series with applications. (2001). Pea, Daniel ; Sanchez, Ismael.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws011107.

    Full description at Econpapers || Download paper

  45. Tests for multiple forecast encompassing. (2000). Harvey, David ; Newbold, Paul.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:5:p:471-482.

    Full description at Econpapers || Download paper

  46. Predictable uncertainty in economic forecasting. (2000). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:695.

    Full description at Econpapers || Download paper

  47. The use and abuse of real-time data in economic forecasting. (2000). Piger, Jeremy ; Koenig, Evan ; Dolmas, Sheila.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:684.

    Full description at Econpapers || Download paper

  48. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

    Full description at Econpapers || Download paper

  49. The information content of M3 for future inflation. (2000). Vega, Juan ; Trecroci, Carmine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20000033.

    Full description at Econpapers || Download paper

  50. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

    Full description at Econpapers || Download paper

  51. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

    Full description at Econpapers || Download paper

  52. MÉTODOS DE COMBINACIÓN DE PRONÓSTICOS:UNA APLICACIÓN A LA INFLACIÓN COLOMBIANA. (1998). Melo-Velandia, Luis ; Castao, Elkin .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:003212.

    Full description at Econpapers || Download paper

  53. Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana. (1998). Melo-Velandia, Luis ; Castao, Elkin .
    In: Borradores de Economia.
    RePEc:bdr:borrec:109.

    Full description at Econpapers || Download paper

  54. Prediction with univariate time series models: The Iberia case. (1997). Ruiz, Esther ; Lorenzo, Fernando.
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:0298.

    Full description at Econpapers || Download paper

  55. Modelling market volatilities: the neural network perspective. (1997). F. Gonzalez Miranda, N. Burgess, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:3:y:1997:i:2:p:137-157.

    Full description at Econpapers || Download paper

  56. Modeling U.S. households demand for liquid wealth in an era of financial change. (1997). Anderson, Richard ; Collins, Sean.
    In: Working Papers.
    RePEc:fip:fedlwp:1997-014.

    Full description at Econpapers || Download paper

  57. Forecast Evaluation and Combination. (1996). Lopez, Jose ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0192.

    Full description at Econpapers || Download paper

  58. Capacity utilization as a real-time predictor of manufacturing output. (1996). Koenig, Evan.
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1996:i:qiii:p:16-23.

    Full description at Econpapers || Download paper

  59. Do wages help predict inflation?. (1996). Chang, Chih-Ping ; Emery, Kenneth M..
    In: Economic and Financial Policy Review.
    RePEc:fip:fedder:y:1996:i:qi:p:2-9.

    Full description at Econpapers || Download paper

  60. A Modified P*-Model of Inflation Based on M1.. (1996). Atta-Mensah, Joseph.
    In: Staff Working Papers.
    RePEc:bca:bocawp:96-15.

    Full description at Econpapers || Download paper

  61. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

    Full description at Econpapers || Download paper

  62. Comparing Predictive Accuracy. (1994). Mariano, Roberto ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0169.

    Full description at Econpapers || Download paper

  63. Prices, Wages, and Employment in the U.S. Economy: A Traditional Model and Tests of Some Alternatives. (1993). Ando, Albert ; Brayton, Flint .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4568.

    Full description at Econpapers || Download paper

  64. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3990.

    Full description at Econpapers || Download paper

  65. The Cowles Commission Approach, Real Business Cycle Theories, and New Keynesian Economics. (1992). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1004.

    Full description at Econpapers || Download paper

  66. Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application. (1992). Ryu, Keunkwan ; Liang, Kuo-Yuan .
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:668.

    Full description at Econpapers || Download paper

  67. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-04 15:12:50 || 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.