Sources of turning point forecast errors

Applied Economics Letters

Volumn 5, Issue 8, 1998, Pages 519-521

  Schnader, M H ^b   Stekler, H O ^a  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346208506     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048598354465     Document Type: Article

References (13)

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4. Laster, D., Bennett, P. and In Sun Geoum (1996) Rational bias in Macroeconomic Forecasts, Research Paper 9617, Federal Reserve Bank of New York.
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6. Scotese, C.A. (1994) Forecast smoothing and the optimal underutilization of information at the federal reserve, Journal of Macroeconomics, 16, 653-70.
7. Stekler, H.O. (1972) An analysis of turning point forecasts, American Economic Review, 62, 724-29.
8. Stekler, H.O. (1991) Turning point predictions, errors and forecasting procedures, in Leading Economic Indicators: New Approaches and Forecasting Records, (Eds) K. Lahiri and G.H. Moore, Cambridge University Press, New York, pp. 169-81.
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11. Zarnowitz, V. (1991) Has Macro-Forecasting Failed?, NBER Working Paper 3867.
12. Zarnowitz, V. and Moore, G.H. (1991) Forecasting recessions under the Gramm-Rudman-Hollings law, in Leading Economic Indicators: New Approaches and Forecasting Records, (Eds) K. Lahiri and G.H. Moore, Cambridge University Press, New York, pp. 257-74.
13. Zellner, A. and Hong, C. (1991) Bayesian methods for forecasting turning points in economic time series: sensitivity of forecasts to asymmetry of loss structures, in Leading Economic Indicators: New Approaches and Forecasting Records, (Eds) K. Lahiri and G.H. Moore, Cambridge University Press, New York, pp. 129-40.