Nothing Special   »   [go: up one dir, main page]
create a website
Forecast revisions of Mexican inflation and GDP growth. (2014). Capistrán, Carlos ; Capistran, Carlos ; Lopez-Moctezuma, Gabriel .
In: International Journal of Forecasting.
RePEc:eee:intfor:v:30:y:2014:i:2:p:177-191.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 33

References cited by this document

Cocites: 25

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. .

    Full description at Econpapers || Download paper

  2. 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

  3. Are inflation targets credible? A novel test. (2018). Yetman, James ; Mehrotra, Aaron.
    In: Economics Letters.
    RePEc:eee:ecolet:v:167:y:2018:i:c:p:67-70.

    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. Bakhshi, H. ; Kapetanios, G. ; Yates, T. Rational expectations and fixed-event forecasts: an application to UK inflation. 2005 Empirical Economics. 30 539-553

  2. Batchelor, R. ; Dua, P. Conservatism and consensus-seeking among economic forecasters. 1992 Journal of Forecasting. 11 169-181
    Paper not yet in RePEc: Add citation now

  3. Bentancor, A. ; Pincheira, P. Predicción de errores de proyección de inflación en Chile. 2010 El Trimestre Económico. LXXVII 129-154

  4. Boero, G. ; Smith, J. ; Wallis, K.F. Evaluating a three-dimensional panel of point forecasts: the Bank of England survey of external forecasters. 2008 International Journal of Forecasting. 24 354-367

  5. Boero, G. ; Smith, J. ; Wallis, K.F. Here is the news: forecast revisions in the Bank of England survey of external forecasters. 2008 National Institute Economic Review. 203 68-77

  6. Capistrán, C. Bias in Federal Reserve inflation forecasts: is the Federal Reserve irrational or just cautious?. 2008 Journal of Monetary Economics. 55 1415-1427

  7. Capistrán, C. ; López-Moctezuma, G. Las expectativas macroeconómicas de los especialistas: Una evaluación de pronósticos de corto plazo en México. 2010 El Trimestre Económico. LXXVII 275-312

  8. Capistrán, C. ; Timmermann, A. Disagreement and biases in inflation expectations. 2009 Journal of Money, Credit and Banking. 41 365-396

  9. Capistrán, C. ; Timmermann, A. Forecast combination with entry and exit of experts. 2009 Journal of Business and Economic Statistics. 27 428-440

  10. Capistrán, C. (2007). Optimality tests for multi-horizon forecasts. Working paper Banco de México 2007-14.

  11. Chiquiar, D. ; Noriega, A.E. ; Ramos-Francia, M. A time series approach to test a change in inflation persistence: the Mexican experience. 2010 Applied Economics. 42 3067-3075

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

  13. Davies, A. ; Lahiri, K. A new framework for analyzing survey forecasts using three-dimensional panel data. 1995 Journal of Econometrics. 68 205-227

  14. Davies, A. ; Lahiri, K. ; Sheng, X. Analizing three-dimensional panel data of forecasts. 2011 En : Clements, M.P. ; Hendry, D.F. Oxford Handbook on Economic Forecasting. Oxford University Press: Oxford

  15. Diebold, F.X. ; Kilian, L. Measuring predictability: theory and macroeconomic applications. 2001 Journal of Applied Econometrics. 16 657-669

  16. Dovern, J., & Weisser, J. (2008). Are they really rational? Assessing professional macroeconomic forecasts from the G7-countries. Kiel Institute for the World Economy. Working Paper No.1447.

  17. Elliott, G. ; Komunjer, I. ; Timmermann, A. Estimation and testing of forecast rationality under flexible loss. 2005 Review of Economic Studies. 72 1107-1125

  18. Gil-Díaz, F. ; Carstens, A. One year of solitude: Some pilgrim tales about Mexico’s 1994–1995 crisis. 1996 The American Economic Review. 86 164-169

  19. Granger, C.W.J. Outline of forecast theory using generalized cost functions. 1999 Spanish Economic Review. 1 161-173

  20. Granger, C.W.J. ; Newbold, P. Forecasting economic time series. 1986 Academic Press: Orlando, FL

  21. Harvey, D.I. ; Leybourne, S.J. ; Newbold, P. Analysis of a panel of UK macroeconomic forecasts. 2001 Econometrics Journal. 4 S37-S55

  22. Isiklar, G. ; Lahiri, K. How far ahead can we forecast? Evidence from cross-country surveys. 2007 International Journal of Forecasting. 23 167-187

  23. Isiklar, G. ; Lahiri, K. ; Loungani, P. How quickly do forecasters incorporate news? Evidence from cross-country surveys. 2006 Journal of Applied Econometrics. 21 703-725

  24. Keane, M. ; Runkle, D. Testing the rationality of price forecasts: new evidence from panel data. 1990 The American Economic Review. 80 714-735

  25. Lahiri, K. ; Sheng, X. Evolution of forecast disagreement in a Bayesian learning model. 2008 Journal of Econometrics. 144 325-340

  26. Lahiri, K. ; Sheng, X. Learning and heterogeneity in GDP and inflation forecasts. 2010 International Journal of Forecasting. 26 265-292

  27. Mincer, J. ; Zarnowitz, V. The evaluation of economic forecasts. 1969 En : Mincer, J. Economic forecasts and expectations. National Bureau of Economic Research: New York

  28. Nordhaus, W.D. Forecasting efficiency: concepts and applications. 1987 The Review of Economics and Statistics. 69 667-674

  29. Patton, A.J. ; Timmermann, A. Properties of optimal forecasts under asymmetric loss and nonlinearity. 2007 Journal of Econometrics. 140 884-918

  30. Stinchcombe, M.B. ; White, H. Consistent specification testing with nuisance parameters present only under the alternative. 1998 Econometric Theory. 14 295-325

  31. Swidler, S. ; Ketcher, D. Economic forecasts, rationality, and the processing of new information over time. 1990 Journal of Money, Credit and Banking. 22 65-76

  32. Thomas, L. Survey measures of expected U.S. inflation. 1999 The Journal of Economic Perspectives. 13 125-144

  33. Tversky, A. ; Kahneman, D. Judgment under uncertainty: heuristics and biases. 1974 Science. 185 1124-1130
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Simple interpolations of inflation expectations. (2023). Winkelried, Diego.
    In: Economics Letters.
    RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002550.

    Full description at Econpapers || Download paper

  2. Correlation Based Tests of Predictability. (2022). Pincheira, Pablo ; Hardy, Nicolas.
    In: MPRA Paper.
    RePEc:pra:mprapa:112014.

    Full description at Econpapers || Download paper

  3. The Mean Squared Prediction Error Paradox. (2021). Pincheira, Pablo ; Hardy, Nicolas.
    In: MPRA Paper.
    RePEc:pra:mprapa:107403.

    Full description at Econpapers || Download paper

  4. 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

  5. Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:825.

    Full description at Econpapers || Download paper

  6. An econometric analysis on survey-data-based anchoring of inflation expectations in Chile. (2018). Medel, Carlos A..
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:21:y:2018:i:2:p:128-152.

    Full description at Econpapers || Download paper

  7. Evaluating the USDA’s Net Farm Income Forecast. (2018). Kuethe, Todd ; Sanders, Dwight R ; Hubbs, Todd.
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:276505.

    Full description at Econpapers || Download paper

  8. Determinantes de la Inflación de Servicios en Chile. (2017). Medel, Carlos A. ; MARCEL, MARIO ; Mena, Jessica .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:803.

    Full description at Econpapers || Download paper

  9. Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara.
    In: Working Papers.
    RePEc:aee:wpaper:1702.

    Full description at Econpapers || Download paper

  10. Microfounded forecasting. (2015). Issler, João ; Gaglianone, Wagner.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:766.

    Full description at Econpapers || Download paper

  11. What affects the predictions of private forecasters? The role of central bank forecasts in Chile. (2015). Pedersen, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1043-1055.

    Full description at Econpapers || Download paper

  12. Inferring inflation expectations from fixed-event forecasts. (2014). Winkelried, Diego.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-016.

    Full description at Econpapers || Download paper

  13. Forecast revisions of Mexican inflation and GDP growth. (2014). Capistrán, Carlos ; Capistran, Carlos ; Lopez-Moctezuma, Gabriel .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:177-191.

    Full description at Econpapers || Download paper

  14. Microfounded Forecasting. (2014). Issler, João ; Gaglianone, Wagner.
    In: Working Papers Series.
    RePEc:bcb:wpaper:372.

    Full description at Econpapers || Download paper

  15. 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

  16. A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. (2012). Pincheira, Pablo.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:15:y:2012:i:3:p:04-39.

    Full description at Econpapers || Download paper

  17. Jaque Mate a las Proyecciones de Consenso. (2011). Pincheira, Pablo ; Fernandez, Nicolas ; Pablo Pincheira B., .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:630.

    Full description at Econpapers || Download paper

  18. Las expectativas macroeconómicas de los especialistas. Una evaluación de pronósticos de corto plazo en México. (2010). Capistrán, Carlos ; Lopez-Moctezuma, Gabriel .
    In: El Trimestre Económico.
    RePEc:elt:journl:v:77:y:2010:i:306:p:275-312.

    Full description at Econpapers || Download paper

  19. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts.. (2010). Pincheira, Pablo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:556.

    Full description at Econpapers || Download paper

  20. Forecast Revisions of Mexican Inflation and GDP Growth. (2010). Capistrán, Carlos ; Lopez-Moctezuma, Gabriel .
    In: Working Papers.
    RePEc:bdm:wpaper:2010-11.

    Full description at Econpapers || Download paper

  21. Optimality Tests for Multi-Horizon Forecasts.. (2007). Capistrán, Carlos.
    In: Working Papers.
    RePEc:bdm:wpaper:2007-14.

    Full description at Econpapers || Download paper

  22. Whom should we believe? Information content of the yield curve and analysts’ expectations. (2006). Pinter, Klara ; Gábriel, Péter.
    In: MNB Bulletin (discontinued).
    RePEc:mnb:bullet:v:1:y:2006:i:2:p:6-13.

    Full description at Econpapers || Download paper

  23. Um ensaio sobre expectativas da taxa de câmbio no Brasil. (2005). Gaglianone, Wagner ; Pereira , Ana Luiza Louzada, .
    In: MPRA Paper.
    RePEc:pra:mprapa:20840.

    Full description at Econpapers || Download paper

  24. Forecasting Inflation via Experimental Stock Markets Some Results from Pilot Markets. (2005). Berlemann, Michael ; Nelson, Forrest .
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_10.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-12 13:14:34 || 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.