Search Results

Forecasting Errors: Yet More Problems for Identification?,
Bruno Contini, from Institute of Labor Economics (IZA) (2009)
Keywords: identification, forecasting errors, subjective probabilities

An Open-model Forecast-error Taxonomy,
David Hendry and Grayham Mizon, from University of Oxford, Department of Economics (2011)
Keywords: Forecasting, Forecast-error taxonomies, Location shifts, Open models

An Analysis of Tax Revenue Forecast Errors,
Martin Keene and Peter Thomson, from New Zealand Treasury (2007)
Keywords: Tax revenue forecasting; forecast error decompositions; disaggregation; benchmark models

The Fed's Asymmetric Forecast Errors,
Andrew C. Chang, from Board of Governors of the Federal Reserve System (U.S.) (2018)
Keywords: Asymmetric forecast errors; Federal open market committee; Forecast accuracy; Greenbook; Monetary policy; Real-time data

Refining financial analysts’ forecasts by predicting earnings forecast errors,
Tatiana Fedyk, in International Journal of Accounting & Information Management (2017)
Keywords: Consensus forecast, Financial analysts’ earnings forecasts, Forecast errors, Predicting forecast errors

Efficient estimation of forecast uncertainty based on recent forecast errors,
Malte Knüppel, in International Journal of Forecasting (2014)
Keywords: Multi-step-ahead forecasts; Forecast error variance; SUR; Forecasting practice;

Forecast Errors and Uncertainty Shocks,
Sylwia Nowak and Pratiti Chatterjee, from International Monetary Fund (2016)
Keywords: WP;G20 industrial nations;forecast error; Forecasting; common factors; uncertainty; financial market volatility; uncertainty shock; forecasts accuracy; spring forecast; Current account balance; Inflation; Global

Financial variables and macroeconomic forecast errors,
Michelle Barnes and Giovanni Olivei, from Federal Reserve Bank of Boston (2017)
Keywords: forecast errors; macroeconomy; financial variables; threshold estimation; business cycles

Forecasting Performance of Alternative Error Correction Models,
Javed Iqbal, from University Library of Munich, Germany (2011)
Keywords: Co-integration, Error Correction Models, Forecasting

Forecasting for Battery Storage: Choosing the Error Metric,
Colin Singleton and Peter Grindrod, in Energies (2021)
Keywords: forecasting; battery storage; error metrics; loss function

Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting,
Tim Bollerslev, Andrew Patton and Rogier Quaedvlieg, from Department of Economics and Business Economics, Aarhus University (2015)
Keywords: Realized volatility, Forecasting, Measurement Errors, HAR, HARQ

Exploiting the errors: A simple approach for improved volatility forecasting,
Tim Bollerslev, Andrew Patton and Rogier Quaedvlieg, in Journal of Econometrics (2016)
Keywords: Realized volatility; Forecasting; Measurement errors; HAR; HARQ;

Forecast Errors and the Macroeconomy: A Non-Linear Relationship?,
Ulrich Fritsche and Jörg Döpke, from DIW Berlin, German Institute for Economic Research (2005)
Keywords: Forecast error evaluation; Non-linearities; Business cycles

Forecast errors and the macroeconomy — a non-linear relationship?,
Ulrich Fritsche and Joerg Doepke, from University of Hamburg, Department of Socioeconomics (2006)
Keywords: forecast error evaluation, non-linearities, business cycles

Worse Than You Think: Public Debt Forecast Errors in Advanced and Developing Economies,
Jonathan Ostry, Julia Estefania Flores, Davide Furceri and Siddharth Kothari, from C.E.P.R. Discussion Papers (2021)
Keywords: Public debt; Forecast errors

Error and optimism bias in toll road traffic forecasts,
Robert Bain, in Transportation (2009)
Keywords: Toll road, Traffic forecast, Optimism bias, Forecasting error,

Fiscal forecast errors: Governments versus independent agencies?,
Rossana Merola and Javier Pérez, in European Journal of Political Economy (2013)
Keywords: Forecast errors; Fiscal policies; Fiscal forecasting; Political economy;

Fiscal forecast errors: governments vs independent agencies?,
Rossana Merola and Javier Pérez, from Banco de España (2012)
Keywords: forecast errors, fi scal policies, fi scal forecasting, political economy

Optimal Forecast Combination with Mean Absolute Error Loss,
Felix Chan and Laurent Pauwels, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
Keywords: forecasting, forecast combination, optimization, mean absolute error, optimal weights

Forecast Errors Before and After the Great Moderation,
Edward N. Gamber, Julie Smith and Matthew Weiss, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2009)
Keywords: forecast errors, Greenbook, Survey of Professional Forecasters, Great Moderation

Efficient estimation of forecast uncertainty based on recent forecast errors,
Malte Knüppel, from Deutsche Bundesbank (2009)
Keywords: Multi-step-ahead forecasts, forecast error variance, GLS, SUR

Forecast-error-based estimation of forecast uncertainty when the horizon is increased,
Malte Knüppel, from Deutsche Bundesbank (2014)
Keywords: multi-step-ahead forecasts, forecast error variance, SUR

Forecast-error-based estimation of forecast uncertainty when the horizon is increased,
Malte Knüppel, in International Journal of Forecasting (2018)
Keywords: Multi-step-ahead forecasts; Forecast error variance; SUR;

Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations,
David Hendry and Andrew Martinez, from University of Oxford, Department of Economics (2016)
Keywords: Invariance, Forecast Evaluation, Forecast Error, Moment Matrices, MSFE, GFESM

Evaluating multi-step system forecasts with relatively few forecast-error observations,
David Hendry and Andrew Martinez, in International Journal of Forecasting (2017)
Keywords: Invariance; Forecast evaluation; Forecast error; Moment matrices; MSFE; GFESM;

Assessing Point Forecast Accuracy by Stochastic Error Distance,
Francis Diebold and Minchul Shin, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014)
Keywords: Forecast accuracy, forecast evaluation, absolute-error loss, quadratic loss, squared-error loss

The folly of forecasting: The effects of a disaggregated demand forecasting system on forecast error, forecast positive bias, and inventory levels,
Alexander Brüggen, Isabella Grabner and Karen Sedatole, from WU Vienna University of Economics and Business (2020)
Keywords: Budgeting, forecasting, forecast disaggregation, forecast error, forecast bias, inventory management, sales and operations planning

Finite sample weighting of recursive forecast errors,
Chris Brooks, Simon P. Burke and Silvia Stanescu, in International Journal of Forecasting (2016)
Keywords: Forecast evaluation; Forecast comparison; Recursive model estimation; Mean squared error; Forecast weighting scheme;

Influence of Forecast Error and Forecast Bias on Safety Stock on a MRP System with Rolling Horizon Forecast Updates,
Wolfgang Seiringer, Fabian Brockmann, Klaus Altendorfer and Thomas Felberbauer, from Springer (2022)
Keywords: Forecast errors, Production planning, Production order accuracy, Forecast evolution, Simulations

Note on Adjustments to Analysts' Earnings Forecasts Based Upon Systematic Cross-Sectional Components of Prior-Period Errors,
Pieter T. Elgers, May H. Lo and Dennis Murray, in Management Science (1995)
Keywords: forecasting, analysts' earnings forecasts, systematic errors

Forecast accuracy and efficiency at the Bank of England – and how errors can be leveraged to do better,
Derrick Kanngiesser and Tim Willems, from Bank of England (2024)
Keywords: Forecasting; forecast error analysis; monetary policy

Fiscal procyclicality and output forecast errors,
Leopoldo Avellan and Guillermo Vuletin, in Journal of International Money and Finance (2015)
Keywords: Business cycle; Fiscal policy; Forecast error; Cyclicality; Real time data; Over-optimism;

Determination of the distribution of flood forecasting error,
Junhong Zhang, Lu Chen, Vijay Singh, Hongwen Cao and Dangwei Wang, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2015)
Keywords: Flood forecasting error, Probability distribution function, Three Gorges Reservoir, Muma River,

Inventory control strategy: based on demand forecast error,
Yue Zhou, Xiaobei Shen and Yugang Yu, in Modern Supply Chain Research and Applications (2023)
Keywords: Forecast error, Supply uncertainty, Inventory control, Seasonal goods

Mean absolute percentage error and bias in economic forecasting,
Jordi Mckenzie, in Economics Letters (2011)
Keywords: Mean absolute percentage error; Asymmetric loss; Forecasting bias;

Adaptive order flow forecasting with multiplicative error models,
Wolfgang Härdle, Andrija Mihoci and Christopher Hian-Ann Ting, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: multiplicative error models, trading volume, order flow, forecasting

Asymmetric investment responses to firm-specific forecast errors,
Julian Berner, Manuel Buchholz and Lena Tonzer, from Halle Institute for Economic Research (IWH) (2020)
Keywords: risk climate, microeconomic survey data, forecast errors, firm investment, uncertainty

Adaptive order flow forecasting with multiplicative error models,
Andrija Mihoci, Christopher Hian-Ann Ting, Meng-Jou Lu and Kainat Khowaja, in Digital Finance (2022)
Keywords: Multiplicative error models, Trading volume, Order flow, Forecasting

The short term prediction of analysts' forecast error,
Kris Boudt, Peter De Goeij, James Thewissen and Geert Van Campenhout, from Hogeschool-Universiteit Brussel, Faculteit Economie en Management (2012)
Keywords: Financial analysts, Forecast error, Short term prediction, Trading strategy

The Determinants of Regional Budget Forecast Errors in Federal Economies: Spain 1995-2013,
Xisco Oliver and Joan Rosselló Villalonga, in Hacienda Pública Española / Review of Public Economics (2018)
Keywords: Fiscal federalism, forecast errors, tax autonomy.

Tales from tails: On the empirical distributions of forecasting errors and their implication to risk,
Evangelos Spiliotis, Konstantinos Nikolopoulos and Vassilios Assimakopoulos, in International Journal of Forecasting (2019)
Keywords: Forecasting; Performance; Error distribution; Tails; Risk;

Measurement error in residential property valuation: An application of forecast combination,
Dennis Glennon, Hua Kiefer and Tom Mayock, in Journal of Housing Economics (2018)
Keywords: Housing valuation; Forecast combination; Measurement error;

Forecasting Residential electricity demand in the Philippines using an Error Correction Model,
Angelo Gabrielle Santos, in Philippine Review of Economics (2020)
Keywords: electricity consumption, forecasting, error correction model

The Predictability of Management Forecast Error: A Study of Australian IPO Disclosures,
Neil Hartnett and Jennifer Romcke, in Multinational Finance Journal (2000)
Keywords: error; forecast; IPO; prediction, profit; underpricing

An Error Correction Model for Forecasting Philippine Aggregate Electricity Consumption,
Rolando Danao and Geoffrey Ducanes, from University Library of Munich, Germany (2017)
Keywords: Electricity consumption, forecasting, error correction model

Population forecast accuracy: does the choice of summary measure of error matter?,
Stefan Rayer, in Population Research and Policy Review (2007)
Keywords: Forecast accuracy, MAPE, Error measures, Population projections,

Inventory Planning with Forecast Updates: Approximate Solutions and Cost Error Bounds,
Xiangwen Lu, Jing-Sheng Song and Amelia Regan, in Operations Research (2006)
Keywords: inventory, forecasting, MMFE, approximation, error bounds

Out-of-sample forecast errors in misspecific perturbed long memory processes,
Miguel Arranz and Francesc Marmol, in Statistical Papers (2001)
Keywords: Perturbed long-memory, correlogram, forecast error,

The Communication Effects on Inflation Forecast Errors: Empirical Evidence from Colombia,
Juan Anzoátegui Zapata and Juan Camilo Galvis Ciro, in Panoeconomicus (2022)
Keywords: Central bank communication, Forecast errors, Monetary policy

Biasedness of Forecasts Errors for Intermittent Demand Data,
Mariusz Doszyn, in European Research Studies Journal (2020)
Keywords: Unbiasedness of forecasts errors, intermittent demand forecasting, RMSSE (Root Mean Square Scaled Error), Croston’s method, TSB method.

Forecasting with Factor-Augmented Error Correction Models,
Anindya Banerjee, Massimiliano Marcellino and Igor Masten, from Department of Economics, University of Birmingham (2009)
Keywords: Forecasting, Dynamic Factor Models, Error Correction Models, Cointegration, Factor-augmented Error Correction Models, FAVAR

Forecasting with Factor-augmented Error Correction Models,
Anindya Banerjee, Massimiliano Marcellino and Igor Masten, from C.E.P.R. Discussion Papers (2010)
Keywords: Cointegration; Dynamic factor models; Error correction models; Factor-augmented error correction models; Favar; Forecasting

Forecasting with factor-augmented error correction models,
Anindya Banerjee, Massimiliano Marcellino and Igor Masten, in International Journal of Forecasting (2014)
Keywords: Forecasting; Dynamic factor models; Error correction models; Cointegration; Factor-augmented error correction models; FAVAR;

Forecasting with Factor-augmented Error Correction Models,
Igor Masten, Massimiliano Marcellino and Anindya Banerjeey, from European University Institute (2009)
Keywords: Forecasting, Dynamic Factor Models, Error Correction Models, Cointegration, Factor-augmented Error Correction Models, FAVAR

Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach,
Insu Kim and Young Se Kim, in Journal of Macroeconomics (2019)
Keywords: Sticky information; Forecast error; Survey forecasts; Rational expectations; Bayesian estimation;

Quantifying costs of forecast errors: A case study of the warehouse environment,
Nada R. Sanders and Gregory A. Graman, in Omega (2009)
Keywords: Forecasting practice Forecast errors Warehouse operations Case study Simulation

1974 LIFO EXCESS STOCK RETURN AND ANALYST FORECAST ERROR ANOMALIES REVISITED,
Jrm Hand, in Journal of Accounting Research (1995)
Keywords: Investor sophistication, Analyst forecasts, Analyst forecast error, LIFO adoption

Tax Revenue Forecast Errors: Wrong Predictions of the Tax Base or the Elasticity?,
Marcell Göttert and Robert Lehmann, from CESifo (2021)
Keywords: tax revenue forecasting, tax elasticity, unbiasedness, forecast errors

Compliance with IFRS disclosure requirements and individual analysts’ forecast errors,
Christopher Hodgdon, Rasoul H. Tondkar, David Harless and Ajay Adhikari, in Journal of International Accounting, Auditing and Taxation (2008)
Keywords: Individual analyst forecasts; IFRS compliance; Forecast error; Disclosure index;

The value of solar forecasts and the cost of their errors: A review,
Oktoviano Gandhi, Wenjie Zhang, Dhivya Sampath Kumar, Carlos D. Rodríguez-Gallegos, Gokhan Mert Yagli, Dazhi Yang, Thomas Reindl and Dipti Srinivasan, in Renewable and Sustainable Energy Reviews (2024)
Keywords: Electricity market; Photovoltaic system; Power system; Solar forecasting; Solar forecast errors;

Bootstrap based probability forecasting in multiplicative error models,
Indeewara Perera and Mervyn J. Silvapulle, in Journal of Econometrics (2021)
Keywords: Multiplicative error model; Bootstrap; Probability forecast; Goodness-of-fit; Multi-step forecast;

Data transparency and GDP growth forecast errors,
Roberta Gatti, Daniel Lederman, Asif Islam, Ha Nguyen, Rana Lotfi and Mennatallah Emam Mousa, in Journal of International Money and Finance (2024)
Keywords: GDP Growth Forecasts; Forecast Error; Optimism; Economic Outlook; Data Transparency; Statistical Capacity;

A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?,
Eric C. So, in Journal of Financial Economics (2013)
Keywords: Analysts; Forecast errors; Earnings; Market efficiency;

REDUCTIONS IN ANALYSTS ANNUAL EARNINGS FORECAST ERRORS USING INFORMATION IN PRIOR EARNINGS AND SECURITY RETURNS,
Pt Elgers and Mh Lo, in Journal of Accounting Research (1994)
Keywords: Analyst forecasts, Analyst forecast errors, Prior-year earnings, Forecasting

How large are economic forecast errors?,
Stephen K. McNees, in New England Economic Review (1992)
Keywords: Forecasting

THE EFFECT OF MARKET INCENTIVES ON ANALYST FORECAST MANAGEMENT AND ANALYST FORECAST ERROR,
Vahid Biglari Author_Email: Vahidbiglari@siswa.um.edu.my and Gurcharan Singh Pritam Singh, from Conference Master Resources (2011)
Keywords: Analyst’s Effect - Analysts’ Forecast Error - Information and Forecast - Earnings Management - Surplus Bid over Ask for stocks - Forecast Revision

How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts,
Frédérique Bec and Annabelle De Gaye, in Economic Modelling (2016)
Keywords: Forecast errors; Inflation rate; Oil price; Threshold model;

How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts,
Frédérique Bec and Annabelle De Gaye, from Banque de France (2014)
Keywords: Forecast errors, Inflation rate, Oil price, Threshold model.

Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods,
Carlo Bianchi and Giorgio Calzolari, from University Library of Munich, Germany (1982)
Keywords: Forecast errors; coefficient estimation errors; Monte Carlo; simultaneous equation models

A Critical Note on the Forecast Error Variance Decomposition,
Atılım Seymen, from ZEW - Leibniz Centre for European Economic Research (2008)
Keywords: Business Cycles, Structural Vector Autoregression Models, Forecast Error Variance Decomposition, Historical Variance Decomposition

SVARs Identification through Bounds on the Forecast Error Variance,
Alessio Volpicella, from Queen Mary University of London, School of Economics and Finance (2019)
Keywords: Bounds, Forecast Error Variance, Monetary Policy, Set Identification, Sign Restrictions, Structural Vector Autoregressions (SVARs)

Fiscal rules and budget forecast errors of Italian municipalities,
Matteo Picchio and Raffaella Santolini, in European Journal of Political Economy (2020)
Keywords: Budget forecast errors; Sub-central fiscal rules; Italian municipalities; Quasi-natural experiment; Difference-in-discontinuities design;

Realized volatility forecasting: Robustness to measurement errors,
Fabrizio Cipollini, Giampiero Gallo and Edoardo Otranto, in International Journal of Forecasting (2021)
Keywords: Realized volatility; Forecasting; Measurement errors; HAR; AMEM; Markov switching; Volatility of volatility; MCS;

Fiscal rules and budget forecast errors of Italian Municipalities,
Matteo Picchio and Raffaella Santolini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2019)
Keywords: budget forecast errors, sub-central fiscal rules, Italian municipalities, quasi-natural experiment, differencein-discontinuities design.

Realized Volatility Forecasting: Robustness to Measurement Errors,
Fabrizio Cipollini, Giampiero Gallo and Edoardo Otranto, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2019)
Keywords: Realized volatility, Forecasting, Measurement errors, HAR, AMEM, Markov switching, Volatility of volatility

The effect of the dependence on the work of other auditors on error in analysts’ earnings forecasts,
Minyoung Noh, Hyunyoung Park and Moonkyung Cho, in International Journal of Accounting & Information Management (2017)
Keywords: Audit quality, Forecast error, Analysts, Other auditors, Principal auditors

Impact of offshore wind power forecast error in a carbon constraint electricity market,
P. Higgins, A.M. Foley, R. Douglas and K. Li, in Energy (2014)
Keywords: Offshore wind; Electricity markets; Forecast error; Scheduling; Dispatch;

The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices,
Shadi Goodarzi, H. Niles Perera and Derek Bunn, in Energy Policy (2019)
Keywords: Electricity imbalance; Electricity spot prices; Renewable energy; Forecast errors;

Budgetary Forecasting in India: Partitioning Errors and Testing for Rational Expectations,
Lekha Chakraborty and Darshy Sinha, from University Library of Munich, Germany (2008)
Keywords: fiscal marksmanship, Theils’ inequality coefficient, rational expectations, budgetary forecast errors

Forecast errors in prices and wages: the experience with three programme countries,
Francisco Veiga, in Notas Económicas (2017)
Keywords: Forecast errors; Prices and wages; Economic Adjustment Programmes; Greece; Portugal; Ireland.

Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters,
Michael Pedersen, in International Journal of Forecasting (2019)
Keywords: Macroeconomic predictions; Prediction errors; Anomalies; Survey expectations; Private forecasters;

ASSOCIATION BETWEEN UNSYSTEMATIC SECURITY RETURNS AND THE MAGNITUDE OF EARNINGS FORECAST ERRORS,
Wh Beaver, R Clarke and Wf Wright, in Journal of Accounting Research (1979)
Keywords: Association studies, Unsystematic returns, Earnings forecast errors, Systematic risk

Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models,
Carlo Bianchi, Giorgio Calzolari and Claus Weihs, from University Library of Munich, Germany (1986)
Keywords: Standard errors of forecasts; econometric models; parametric and nonparametric simulations

Outlier Detection in Buildings’ Power Consumption Data Using Forecast Error,
Gustavo Felipe Martin Nascimento, Frédéric Wurtz, Patrick Kuo-Peng, Benoit Delinchant and Nelson Jhoe Batistela, in Energies (2021)
Keywords: data quality; forecast error; outlier detection; power consumption; tertiary buildings

Assessing distributional properties of forecast errors for fan-chart modelling,
Marian Vavra, in Empirical Economics (2020)
Keywords: Normality, Symmetry, Forecast errors, Prediction interval, Fan-chart, Sieve bootstrap

Impact of uncertainty on inflation forecast errors in Central and Eastern European countries,
Agata Kliber, Magdalena Szyszko, Mariusz Próchniak and Aleksandra Rutkowska, in Eurasian Economic Review (2023)
Keywords: Inflation expectations, Forecast errors, Economic uncertainty, Central banks’ communication tone

Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals,
Josh Stillwagon, from Trinity College, Department of Economics (2015)
Keywords: Exchange Rates, Determination Puzzle, Survey Data, Forecast Errors, I(2) Cointegration

Improved HAC Covariance Matrix Estimation Based on Forecast Errors,
Chung-Ming Kuan and Yu-Wei Hsieh, from Institute of Economics, Academia Sinica, Taipei, Taiwan (2006)
Keywords: forecast error, HAC estimator, kernel estimator, recursive residual, robust test

Inside the IMF Òmea culpaÓ: A panel analysis on growth forecast errors and Keynesian multipliers in Europe,
Emiliano Brancaccio and Fabiana De Cristofaro, in PSL Quarterly Review (2020)
Keywords: GDP forecast errors, Keynesian multipliers, panel analysis

Reducing forecasting error by optimally pooling wind energy generation sources through portfolio optimization,
Chanok Han and Alexander Vinel, in Energy (2022)
Keywords: Intermittency; Energy portfolio optimization; Generation forecasting error;