The rationality of price forecasts: A directional analysis

Applied Financial Economics

Volumn 11, Issue 3, 2001, Pages 287-290

  Pons, J ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

FORECASTING METHOD; IMF; LONG RANGE FORECAST; PRICE DYNAMICS;

EID: 0035016302     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031001300138681     Document Type: Article

References (23)

1. Correspondence on the selection of error measures for comparison among forecasting methods
2. How accurate are the IMF's short-term forecasts? Another examination of the World Economic Outlook
3. Are OECD forecasts rational and useful?: A directional analysis
4. A study of price forecasts
5. On the limitations of comparing mean squared forecast errors
6. Evaluating density forecasts of inflation: The survey of professional forecasters
7. The formation of inflationary expectations
8. On market timing and investment performance 2: Statistical procedures for evaluating forecasting skills
9. Data revisions and forecasting
10. Testing the rationality of price forecasts: New evidence from panel data
11. An evaluation of survey exchange rate forecasts
12. Professional economic forecasts: Are they worth their costs
13. On market timing and investment performance 1: An equilibrium theory of value for market forecasts
14. A note on the rationality of the Livingston price expectations
15. A simple nonparametic test of predictive performance
16. A generalisation of the non-parametric Henriksson-Merton test of market timing
17. The accuracy of IMF and OECD forecasts for G7 countries
18. Evaluating predictions of change
19. Nominal interest rates as indicators of inflation expectations
20. Are economic forecasts valuable