Forecast rationality tests based on multi-horizon bounds: Comment

Journal of Business and Economic Statistics

Volumn 30, Issue 1, 2012, Pages 17-20

  Croushore, Dean ^a,b  

^a UNIVERSITY OF RICHMOND   (United States)

^b FEDERAL RESERVE BANK OF PHILADELPHIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84857090759     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.634340     Document Type: Note

References (8)

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2. Croushore, D. (2010), "An Evaluation of Inflation Forecasts From SurveysUsing Real-Time Data," B.E. Journal of Macroeconomics: Contributions, 10, 10. [17]
3. Croushore, D. (2011), "Two Dimensions of Forecast Analysis," Working Paper, University of Richmond. [17]
4. Croushore, D., and Stark, T. (2001), "A Real-Time Data Set for Macroeconomists," Journal of Econometrics, 105, 111-130. [18,19]
5. Faust, J., Rogers, J. H., and Wright, J. H. (2005), "News and Noise in G- 7 GDP Announcements," Journal of Money, Credit, and Banking, 37, 403-419. [19]
6. Keane, M. P., and Runkle, D. E. (1990), "Testing the Rationality of Price Forecasts: New Evidence From Panel Data," American Economic Review, 80, 714-735. [17]
7. Patton, A. J., and Timmermann, A. (2011), "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business and Economic Statistics, this issue. [18]
8. Zarnowitz, V. (1985), "Rational Expectations and Macroeconomic Forecasts," Journal of Business & Economic Statistics, 3, 293-311. [17]