-
1
-
-
0005880209
-
Answering the skeptics: yes, standard volatility models do provide accurate forecasts
-
Andersen T.G., Bollerslev T. Answering the skeptics: yes, standard volatility models do provide accurate forecasts. International Economic Review 1998, 39:885-905.
-
(1998)
International Economic Review
, vol.39
, pp. 885-905
-
-
Andersen, T.G.1
Bollerslev, T.2
-
2
-
-
0037244925
-
Modelling and forecasting realized volatility
-
Andersen T.G., Bollerslev T., Diebold F.X., Labys P. Modelling and forecasting realized volatility. Econometrica 2003, 71:579-625.
-
(2003)
Econometrica
, vol.71
, pp. 579-625
-
-
Andersen, T.G.1
Bollerslev, T.2
Diebold, F.X.3
Labys, P.4
-
4
-
-
0037331902
-
Macroeconomic expectations of households and professional forecasters
-
Carroll C.D. Macroeconomic expectations of households and professional forecasters. Quarterly Journal of Economics 2003, 118:269-298.
-
(2003)
Quarterly Journal of Economics
, vol.118
, pp. 269-298
-
-
Carroll, C.D.1
-
7
-
-
6344265534
-
Evaluating the Bank of England density forecasts of inflation
-
Clements M.P. Evaluating the Bank of England density forecasts of inflation. Economic Journal 2004, 114:844-866.
-
(2004)
Economic Journal
, vol.114
, pp. 844-866
-
-
Clements, M.P.1
-
8
-
-
38949119361
-
Consensus and uncertainty: using forecast probabilities of output declines
-
Clements M.P. Consensus and uncertainty: using forecast probabilities of output declines. International Journal of Forecasting 2008, 24:76-86.
-
(2008)
International Journal of Forecasting
, vol.24
, pp. 76-86
-
-
Clements, M.P.1
-
9
-
-
84919627294
-
Internal consistency of survey respondents' forecasts: evidence based on the survey of professional forecasters
-
Oxford University Press, Oxford, (Chapter 8), J.L. Castle, N. Shephard (Eds.)
-
Clements M.P. Internal consistency of survey respondents' forecasts: evidence based on the survey of professional forecasters. The Methodology and Practice of Econometrics. A Festschrift in Honour of David F. Hendry 2009, 206-226. Oxford University Press, Oxford, (Chapter 8). J.L. Castle, N. Shephard (Eds.).
-
(2009)
The Methodology and Practice of Econometrics. A Festschrift in Honour of David F. Hendry
, pp. 206-226
-
-
Clements, M.P.1
-
10
-
-
77952547778
-
-
b. Rounding of probability forecasts: the SPF forecast probabilities of negative output growth. Mimeo, Department of Economics, University of Warwick
-
Clements, M.P., 2009b. Rounding of probability forecasts: the SPF forecast probabilities of negative output growth. Mimeo, Department of Economics, University of Warwick.
-
(2009)
-
-
Clements, M.P.1
-
11
-
-
77957162840
-
-
Forecast encompassing tests and probability forecasts.
-
Clements, M.P., Harvey, D.I., 2009. Forecast encompassing tests and probability forecasts. Journal of Applied Econometrics, forthcoming, doi:10.1002/jae.1097.
-
(2009)
Journal of Applied Econometrics, forthcoming, doi:10.1002/jae.1097
-
-
Clements, M.P.1
Harvey, D.I.2
-
12
-
-
77952552887
-
-
What can survey forecasts tell us about informational rigidities?. Mimeo, College of William and Mary
-
Coibion, O., Gorodnichenko, Y., 2008. What can survey forecasts tell us about informational rigidities?. Mimeo, College of William and Mary.
-
(2008)
-
-
Coibion, O.1
Gorodnichenko, Y.2
-
13
-
-
77952545496
-
-
Introducing: the survey of professional forecasters. Federal Reserve Bank of Philadelphia Business Review, November/December
-
Croushore, D., 1993. Introducing: the survey of professional forecasters. Federal Reserve Bank of Philadelphia Business Review, November/December, 3-13.
-
(1993)
, pp. 3-13
-
-
Croushore, D.1
-
14
-
-
0000824401
-
A real-time data set for macroeconomists
-
Croushore D., Stark T. A real-time data set for macroeconomists. Journal of Econometrics 2001, 105:111-130.
-
(2001)
Journal of Econometrics
, vol.105
, pp. 111-130
-
-
Croushore, D.1
Stark, T.2
-
15
-
-
77952543942
-
-
Uncertainty and disagreement in economic forecasting. Mimeo, Board of Governors of the Federal Reserve System, Washington, DC
-
D'Amico, S., Orphanides, A., 2006. Uncertainty and disagreement in economic forecasting. Mimeo, Board of Governors of the Federal Reserve System, Washington, DC.
-
(2006)
-
-
D'Amico, S.1
Orphanides, A.2
-
16
-
-
0347623647
-
Evaluating density forecasts: with applications to financial risk management
-
Diebold F.X., Gunther T.A., Tay A.S. Evaluating density forecasts: with applications to financial risk management. International Economic Review 1998, 39:863-883.
-
(1998)
International Economic Review
, vol.39
, pp. 863-883
-
-
Diebold, F.X.1
Gunther, T.A.2
Tay, A.S.3
-
17
-
-
0040715916
-
Multivariate density forecast evaluation and calibration in financial risk management: high frequency returns on foreign exchange
-
Diebold F.X., Hahn J.Y., Tay A.S. Multivariate density forecast evaluation and calibration in financial risk management: high frequency returns on foreign exchange. Review of Economics and Statistics 1999, 81:661-673.
-
(1999)
Review of Economics and Statistics
, vol.81
, pp. 661-673
-
-
Diebold, F.X.1
Hahn, J.Y.2
Tay, A.S.3
-
18
-
-
0011744030
-
Evaluating density forecasts of inflation: the survey of professional forecasters
-
Oxford University Press, Oxford, R.F. Engle, H. White (Eds.)
-
Diebold F.X., Tay A.S., Wallis K.F. Evaluating density forecasts of inflation: the survey of professional forecasters. Cointegration, Causality and Forecasting: A Festschrift in Honour of Clive Granger 1999, 76-90. Oxford University Press, Oxford. R.F. Engle, H. White (Eds.).
-
(1999)
Cointegration, Causality and Forecasting: A Festschrift in Honour of Clive Granger
, pp. 76-90
-
-
Diebold, F.X.1
Tay, A.S.2
Wallis, K.F.3
-
19
-
-
0040455274
-
Why are professional forecasters biased? Agency versus behavioral explanations
-
Ehrbeck T., Waldmann R. Why are professional forecasters biased? Agency versus behavioral explanations. The Quarterly Journal of Economics 1996, 111(1):21-40.
-
(1996)
The Quarterly Journal of Economics
, vol.111
, Issue.1
, pp. 21-40
-
-
Ehrbeck, T.1
Waldmann, R.2
-
21
-
-
64549092817
-
Comparing the point predictions and subjective probability distributions of professional forecasters
-
Engelberg J., Manski C.F., Williams J. Comparing the point predictions and subjective probability distributions of professional forecasters. Journal of Business and Economic Statistics 2009, 27:30-41.
-
(2009)
Journal of Business and Economic Statistics
, vol.27
, pp. 30-41
-
-
Engelberg, J.1
Manski, C.F.2
Williams, J.3
-
22
-
-
77952547260
-
Reliability of the nipa estimates of U.S. economic activity
-
Fixler D.J., Grimm B.T. Reliability of the nipa estimates of U.S. economic activity. Survey of Current Business 2005, 85:9-19.
-
(2005)
Survey of Current Business
, vol.85
, pp. 9-19
-
-
Fixler, D.J.1
Grimm, B.T.2
-
24
-
-
0000131597
-
Using survey data to test standard propositions regarding exchange rate expectations
-
Frankel J.A., Froot K. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 1987, 77:133-153.
-
(1987)
American Economic Review
, vol.77
, pp. 133-153
-
-
Frankel, J.A.1
Froot, K.2
-
25
-
-
0002157562
-
The rationality of the foreign exchange rate. chartists, fundamentalists, and trading in the foreign exchange market
-
Frankel J.A., Froot K. The rationality of the foreign exchange rate. chartists, fundamentalists, and trading in the foreign exchange market. American Economic Review 1990, 80(2):181-185.
-
(1990)
American Economic Review
, vol.80
, Issue.2
, pp. 181-185
-
-
Frankel, J.A.1
Froot, K.2
-
26
-
-
77952541794
-
-
Reporting biases and survey results: evidence from European professional forecasters. ECB Working Paper no. 836, European Central Bank, Frankfurt
-
García, J.A., Manzanares, A., 2007. Reporting biases and survey results: evidence from European professional forecasters. ECB Working Paper no. 836, European Central Bank, Frankfurt.
-
(2007)
-
-
García, J.A.1
Manzanares, A.2
-
29
-
-
0348242861
-
Prediction with a generalized cost of error function
-
Granger C.W.J. Prediction with a generalized cost of error function. Operations Research Quarterly 1969, 20:199-207.
-
(1969)
Operations Research Quarterly
, vol.20
, pp. 199-207
-
-
Granger, C.W.J.1
-
30
-
-
38249026075
-
Interval forecasting: an analysis based upon ARCH-quantile estimators
-
Granger C.W.J., White H., Kamstra M. Interval forecasting: an analysis based upon ARCH-quantile estimators. Journal of Econometrics 1989, 40:87-96.
-
(1989)
Journal of Econometrics
, vol.40
, pp. 87-96
-
-
Granger, C.W.J.1
White, H.2
Kamstra, M.3
-
31
-
-
77952553826
-
Heterogeneous agent models (HAMs) in economics and finance. In: Judd, K.L., Tesfatsion, L. (Eds.), Handbook of Computational Economics, Agent-based Computational Economics. North-Holland, Amsterdam
-
Hommes, C., 2006. Heterogeneous agent models (HAMs) in economics and finance. In: Judd, K.L., Tesfatsion, L. (Eds.), Handbook of Computational Economics, Agent-based Computational Economics. vol. 2, North-Holland, Amsterdam.
-
(2006)
, vol.2
-
-
Hommes, C.1
-
32
-
-
0001354926
-
Testing the rationality of price forecasts: new evidence from panel data
-
Keane M.P., Runkle D.E. Testing the rationality of price forecasts: new evidence from panel data. American Economic Review 1990, 80:714-735.
-
(1990)
American Economic Review
, vol.80
, pp. 714-735
-
-
Keane, M.P.1
Runkle, D.E.2
-
33
-
-
45849133045
-
Evolution of forecast disagreement in a Bayesian learning model
-
Lahiri K., Sheng X. Evolution of forecast disagreement in a Bayesian learning model. Journal of Econometrics 2008, 144:325-340.
-
(2008)
Journal of Econometrics
, vol.144
, pp. 325-340
-
-
Lahiri, K.1
Sheng, X.2
-
36
-
-
0036867964
-
Sticky information versus sticky prices: a proposal to replace the New Keynesian Phillips Curve
-
Mankiw N.G., Reis R. Sticky information versus sticky prices: a proposal to replace the New Keynesian Phillips Curve. Quarterly Journal of Economics 2002, 117:1295-1328.
-
(2002)
Quarterly Journal of Economics
, vol.117
, pp. 1295-1328
-
-
Mankiw, N.G.1
Reis, R.2
-
37
-
-
77952548356
-
-
Disagreement about inflation expectations. Mimeo, National Bureau of Economic Research, Cambridge, MA
-
Mankiw, N.G., Reis, R., Wolfers, J., 2003. Disagreement about inflation expectations. Mimeo, National Bureau of Economic Research, Cambridge, MA.
-
(2003)
-
-
Mankiw, N.G.1
Reis, R.2
Wolfers, J.3
-
40
-
-
67649344274
-
Survey expectations
-
Elsevier, North-Holland, G. Elliott, C. Granger, A. Timmermann (Eds.)
-
Pesaran M.H., Weale M. Survey expectations. Handbook of Economic Forecasting, Volume 1. Handbook of Economics 24 2006, 715-776. Elsevier, North-Holland. G. Elliott, C. Granger, A. Timmermann (Eds.).
-
(2006)
Handbook of Economic Forecasting, Volume 1. Handbook of Economics 24
, pp. 715-776
-
-
Pesaran, M.H.1
Weale, M.2
-
41
-
-
0002115197
-
Federal Reserve information and the behaviour of interest rates
-
Romer C.D., Romer D.H. Federal Reserve information and the behaviour of interest rates. American Economic Review 2000, 90:429-457.
-
(2000)
American Economic Review
, vol.90
, pp. 429-457
-
-
Romer, C.D.1
Romer, D.H.2
-
42
-
-
84954218061
-
The rationality and efficiency of individuals' forecasts
-
Oxford, Blackwells, M.P. Clements, D.F. Hendry (Eds.)
-
Stekler H.O. The rationality and efficiency of individuals' forecasts. A Companion to Economic Forecasting 2002, 222-240. Oxford, Blackwells. M.P. Clements, D.F. Hendry (Eds.).
-
(2002)
A Companion to Economic Forecasting
, pp. 222-240
-
-
Stekler, H.O.1
-
43
-
-
0345388996
-
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
-
Wallis K.F. Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts. International Journal of Forecasting 2003, 19:165-176.
-
(2003)
International Journal of Forecasting
, vol.19
, pp. 165-176
-
-
Wallis, K.F.1
-
44
-
-
0002368758
-
The new ASA-NBER survey of forecasts by economic statisticians
-
Zarnowitz V. The new ASA-NBER survey of forecasts by economic statisticians. The American Statistician 1969, 23(1):12-16.
-
(1969)
The American Statistician
, vol.23
, Issue.1
, pp. 12-16
-
-
Zarnowitz, V.1
-
45
-
-
0002967545
-
Twenty-two years of the NBER-ASA quarterly economic outlook surveys: aspects and comparisons of forecasting performance
-
University of Chicago Press and NBER, Chicago, J. Stock, M. Watson (Eds.)
-
Zarnowitz V., Braun P. Twenty-two years of the NBER-ASA quarterly economic outlook surveys: aspects and comparisons of forecasting performance. Business Cycles, Indicators, and Forecasting 1993, 11-84. University of Chicago Press and NBER, Chicago. J. Stock, M. Watson (Eds.).
-
(1993)
Business Cycles, Indicators, and Forecasting
, pp. 11-84
-
-
Zarnowitz, V.1
Braun, P.2
-
47
-
-
38249043432
-
Biased predictors, rationality and the evaluation of forecasts
-
Zellner A. Biased predictors, rationality and the evaluation of forecasts. Economics Letters 1986, 21:45-48.
-
(1986)
Economics Letters
, vol.21
, pp. 45-48
-
-
Zellner, A.1
|