An evaluation of the World Economic Outlook forecasts

IMF Staff Papers

Volumn 54, Issue 1, 2007, Pages 1-33

  Timmermann, Allan ^a  

^a NONE

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EID: 34250021038     PISSN: 10207635     EISSN: 15645150     Source Type: Book Series    
DOI: 10.1057/palgrave.imfsp.9450007     Document Type: Article

References (13)

1. Artis, Michael J., 1988, "How Accurate Is the World Economic Outlook? A Post Mortem on Short-Term Forecasting at the International Monetary Fund," Staff Studies for the World Economic Outlook (Washington, International Monetary Fund), pp. 1-49.
2. Artis, Michael J., 1997, "How Accurate Are the WEO's Short-Term Forecasts? An Examination of the World Economic Outlook," Staff Studies for the World Economic Outlook (Washington, International Monetary Fund).
3. Barrionuevo, J.M., 1993, "How Accurate Are the World Economic Outlook Projections? Staff Studies for the World Economic Outlook (Washington, International Monetary Fund).
4. Croushore, Dean, 2006, "Forecasting with Real-Time Macroeconomic Data," in Handbook of Economic Forecasting, ed. by Graham Elliott, Clive W.J. Granger, and Allan Timmermann (Amsterdam, North-Holland), pp. 961-982.
5. Den Haan, Wouter J., and Andrew T. Levin, 1997, "A Practitioner's Guide to Robust Covariance Matrix Estimation," in Robust Inference, Handbook of Statistics, Vol. 15, ed. by G.S. Maddala and C.R. Rao (Amsterdam, North-Holland), Chapter 12, pp. 299-342.
6. Diebold, Francis X., and Roberto Mariano, 1995, "Comparing Predictive Accuracy," Journal of Business and Economic Statistics, Vol. 13 (July), pp. 253-263.
7. Elliott, Graham, Ivana Komunjer, and Allan Timmermann, 2005, "Estimation and Testing of Forecast Rationality under Flexible Loss," Review of Economic Studies, Vol. 72 (October), pp. 1107-1125.
8. Juhn, Grace, and Prakash Loungani, 2002, "Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts," IMF Staff Papers, Vol. 49 (April), pp. 49-64.
9. Juhn, Grace, and Prakash Loungani, 2002, "Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel Without Truncation," Econometrica, Vol. 70 (September), pp. 2093-2096.
10. Kiefer, Nicholas M., J.Vogelsang Timothy, and Helle Bunzel, 2000, "Simple Robust Testing of Regression Hypotheses," Econometrica, Vol. 68 (May), pp. 695-714.
11. Mincer, Jacob, and Victor Zarnowitz, 1969, "The Evaluation of Economic Forecasts," in Economic Forecasts and Expectations: Analyses of Forecasting Behavior and Performance, NBER Studies in Business Cycles, Vol. 19, ed. by Jacob Mincer (New York, National Bureau of Economic Research).
12. Patton, Andrew J., and Allan Timmermann, 2006, "Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity," Journal of Econometrics, doi:10.1061/j.jeconom.2006.07.018.
13. Timmermann, Allan G., 1993, "How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices," Quarterly Journal of Economics, Vol. 108 (November), pp. 1135-1145.