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Volumn 42, Issue 18, 2010, Pages 2289-2297

Directional forecasts of GDP and inflation: A joint evaluation with an application to Federal Reserve predictions

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ANALYSIS; FORECASTING METHOD; GROSS DOMESTIC PRODUCT; INFLATION;

EID: 77954451689     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840701857978     Document Type: Article
Times cited : (73)

References (19)
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  • 3
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    • On market timing and investment performance II: Statistical procedures for evaluating forecasting skills
    • Henriksson, R. D. and Merton, R. C. (1981) On market timing and investment performance II: statistical procedures for evaluating forecasting skills, Journal of Business, 54, 513-23.
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  • 4
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    • An evaluation of the predictions of the Federal Reserve
    • Joutz, F. and Stekler, H. O. (2000) An evaluation of the predictions of the Federal Reserve, International Journal of Forecasting, 16, 17-38.
    • (2000) International Journal of Forecasting , vol.16 , pp. 17-38
    • Joutz, F.1    Stekler, H.O.2
  • 6
    • 0001090096 scopus 로고
    • Economic forecast evaluations: Profits versus conventional error measures
    • Leitch, G. and Tanner, E. J. (1991) Economic forecast evaluations: profits versus conventional error measures, American Economic Review, 81, 580-90.
    • (1991) American Economic Review , vol.81 , pp. 580-590
    • Leitch, G.1    Tanner, E.J.2
  • 7
    • 0001309575 scopus 로고
    • On market timing and investment performance I: An equilibrium theory of value for market forecasts
    • Merton, R. C. (1981) On market timing and investment performance I: an equilibrium theory of value for market forecasts, Journal of Business, 54, 363-406.
    • (1981) Journal of Business , vol.54 , pp. 363-406
    • Merton, R.C.1
  • 11
    • 4344646763 scopus 로고    scopus 로고
    • How costly is it to ignore breaks when forecasting the direction of a time series?
    • Pesaran, M. H. and Timmermann, A. (2004) How costly is it to ignore breaks when forecasting the direction of a time series?, International Journal of Forecasting, 20, 411-25.
    • (2004) International Journal of Forecasting , vol.20 , pp. 411-425
    • Pesaran, M.H.1    Timmermann, A.2
  • 12
    • 0002115197 scopus 로고    scopus 로고
    • Federal Reserve information and the behavior of interest rates
    • Romer, C. D. and Romer, D. H. (2000) Federal Reserve information and the behavior of interest rates, American Economic Review, 90, 429-57.
    • (2000) American Economic Review , vol.90 , pp. 429-457
    • Romer, C.D.1    Romer, D.H.2
  • 14
    • 0037004228 scopus 로고    scopus 로고
    • The role of models and probabilities in the monetary policy process
    • Sims, C. A. (2002) The role of models and probabilities in the monetary policy process, Brookings Papers on Economic Activity, 2, 1-40.
    • (2002) Brookings Papers On Economic Activity , vol.2 , pp. 1-40
    • Sims, C.A.1
  • 15
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    • Are economic forecasts valuable?
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  • 18
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    • The Taylor rule and optimal monetary policy
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    • Woodford, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.