Search Results

Unstable Weights in the Combination of Forecasts,
Heejoon Kang, in Management Science (1986)
Keywords: forecasting

Grinkevych's Model of forecasting,
Dmitry, from University Library of Munich, Germany (2005)
Keywords: forecasting

Forecasting crashes with a smile,
Ian Martin and Ran Shi, from C.E.P.R. Discussion Papers (2023)
Keywords: forecasts

Cointegration and long-horizon forecasting,
Peter Christoffersen and Francis Diebold, from Federal Reserve Bank of Philadelphia (1997)
Keywords: Forecasting

Evaluating density forecasts,
Francis Diebold, Todd A. Gunther and Anthony S Tay, from Federal Reserve Bank of Philadelphia (1997)
Keywords: Forecasting

Forecast evaluation and combination,
Francis Diebold and Jose Lopez, from Federal Reserve Bank of New York (1995)
Keywords: Forecasting

Introducing: the survey of professional forecasters,
Dean Croushore, in Business Review (1993)
Keywords: Forecasting

Forecasting using relative entropy,
John Robertson, Ellis Tallman and Charles Whiteman, from Federal Reserve Bank of Atlanta (2002)
Keywords: Forecasting

Assessment of the \"official\" economic forecasts,
Stephen K. McNees, in New England Economic Review (1995)
Keywords: Forecasting

Why do forecasts differ?,
Stephen K. McNees, in New England Economic Review (1989)
Keywords: Forecasting

Consensus forecasts: tyranny of the majority?,
Stephen K. McNees, in New England Economic Review (1987)
Keywords: Forecasting

Evaluating long-horizon forecasts,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Kansas City (2001)
Keywords: Forecasting

Forecasting with an adaptive control algorithm,
Donald S. Allen, Yang-Woo Kim and Meenakshi Pasupathy, from Federal Reserve Bank of St. Louis (1996)
Keywords: Forecasting

Advances in forecast evaluation,
Todd Clark and Michael McCracken, from Federal Reserve Bank of St. Louis (2011)
Keywords: Forecasting

A framework for economic forecasting,
Neil Ericsson and Jaime R. Marquez, from Board of Governors of the Federal Reserve System (U.S.) (1998)
Keywords: Forecasting

Research confirms rationality of analysts' forecasts,
Anonymous, in Economics Update (1994)
Keywords: Forecasting

Note: Further Notes on Lagging Forecasts,
Everette S. Gardner, in Interfaces (1985)
Keywords: forecasting

Vector autoregressions as a tool for forecast evaluations,
Roy H. Webb, in Economic Review (1984)
Keywords: Forecasting

Forecasts 1977: a persistent but gradual expansion,
William E. Cullison, in Economic Review (1977)
Keywords: Forecasting

Toward more accurate macroeconomic forecasts,
Roy H. Webb, in Economic Review (1985)
Keywords: Forecasting

Forecasts 1981: hope springs eternal,
William E. Cullison, in Economic Review (1981)
Keywords: Forecasting

The past, present, and future of macroeconomic forecasting,
Francis Diebold, from Federal Reserve Bank of Philadelphia (1997)
Keywords: Forecasting

Does data vintage matter for forecasting?,
Dean Croushore and Tom Stark, from Federal Reserve Bank of Philadelphia (1999)
Keywords: Forecasting

Combining Qualitative Forecasts Using Logit,
M Kamastra and Peter Kennedy, from Department of Economics, Simon Fraser University (1996)
Keywords: FORECASTS

How large are economic forecast errors?,
Stephen K. McNees, in New England Economic Review (1992)
Keywords: Forecasting

Combining forecasts from nested models,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Kansas City (2006)
Keywords: Forecasting

The use of prior information in forecast combination,
Francis Diebold and Peter Pauly, from Board of Governors of the Federal Reserve System (U.S.) (1987)
Keywords: Forecasting

Forecasting,
Marc Goetschalckx, from Springer (2011)
Keywords: Supply Chain, Forecast Model, Forecast Error, Causal Model, Random Component

Forecasting,
Sven Axsäter, from Springer (2015)
Keywords: Forecast Error, Forecast System, Future Period, Spare Part, Demand Model

Atlanta Fed economist develops dynamic forecasting model,
Anonymous, in Economics Update (1998)
Keywords: Forecasting

A Bayesian Technique for Selecting a Linear Forecasting Model,
Ramona L. Trader, in Management Science (1983)
Keywords: forecasting

Business forecasts 1978: a year of moderate economic growth,
Sandra D. Baker and Bruce J. Summers, in Economic Review (1978)
Keywords: Forecasting

The irrelevance of tests for bias in series of macroeconomic forecasts,
Roy H. Webb, in Economic Review (1987)
Keywords: Forecasting

Forecasts 1979: slow growth, continued inflation, but no recession,
William E. Cullison, in Economic Review (1979)
Keywords: Forecasting

The Ombudsman: Research on Forecasting: A Quarter-Century Review, 1960--1984,
J. Armstrong, in Interfaces (1986)
Keywords: forecasting

Forecasting returns and volatilities in GARCH processes using the bootstrap,
Lorenzo Pascual, from Universidad Carlos III de Madrid. Departamento de Estadística (2000)
Keywords: Forecasting

DSGE model-based forecasting of non-modelled variables,
Maxym Kryshko, Frank Schorfheide and Keith Sill, from Federal Reserve Bank of Philadelphia (2008)
Keywords: Forecasting

Forecasting with a real-time data set for macroeconomists,
Dean Croushore and Tom Stark, from Federal Reserve Bank of Philadelphia (2001)
Keywords: Forecasting

A nine variable probabilistic macroeconomic forecasting model,
Christopher Sims, from Federal Reserve Bank of Minneapolis (1989)
Keywords: Forecasting

Using monthly data to improve quarterly model forecasts,
Daniel M. Chin and Preston J. Miller, in Quarterly Review (1996)
Keywords: Forecasting

Improving econometric forecasts by using subperiod data,
Paul A. Anderson and Thomas M. Supel, from Federal Reserve Bank of Minneapolis (1977)
Keywords: Forecasting

Business cycles and analysts' forecasts: further evidence of rationality,
Lucy Ackert and William C. Hunter, in Economic Review (1993)
Keywords: Forecasting

Man vs. model? The role of judgment in forecasting,
Stephen K. McNees, in New England Economic Review (1990)
Keywords: Forecasting

Finite-sample properties of tests for forecast equivalence,
Todd Clark, from Federal Reserve Bank of Kansas City (1996)
Keywords: Forecasting

Tests of equal forecast accuracy and encompassing for nested models,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Kansas City (1999)
Keywords: Forecasting

Forecast-based model selection in the presence of structural breaks,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Kansas City (2002)
Keywords: Forecasting

Are economic forecasts by government agencies biased? Accurate?,
Michael Belongia, in Review (1988)
Keywords: Forecasting

Tests of equal forecast accuracy for overlapping models,
Todd Clark and Michael McCracken, from Federal Reserve Bank of St. Louis (2011)
Keywords: Forecasting

Empirical simultaneous prediction regions for path-forecasts,
Oscar Jorda, Malte Knüppel and Massimiliano Marcellino, from Federal Reserve Bank of San Francisco (2012)
Keywords: Forecasting

Forecast combination and encompassing: reconciling two divergent literatures,
Francis Diebold, from Board of Governors of the Federal Reserve System (U.S.) (1989)
Keywords: Forecasting

Minimum variance pooling of forecasts at different levels of aggregation,
Jeffrey Fuhrer and Jane Haltmaier, from Board of Governors of the Federal Reserve System (U.S.) (1987)
Keywords: Forecasting

Tests of equal forecast accuracy for overlapping models,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Cleveland (2011)
Keywords: Forecasting

Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration,
Neil Ericsson, from Board of Governors of the Federal Reserve System (U.S.) (1991)
Keywords: Forecasting

Forecasting,
Mario Vanhoucke, from Springer (2014)
Keywords: Performance Factor, Mean Absolute Percentage Error, Forecast Accuracy, Future Performance, Forecast Method

Forecasting professional forecasters,
Eric Ghysels and Jonathan Wright, from Board of Governors of the Federal Reserve System (U.S.) (2006)
Keywords: Economic forecasting

Forecaster Diversity and the Benefits of Combining Forecasts,
Roy Batchelor and Pami Dua, in Management Science (1995)
Keywords: forecasting, combined forecasts

Searching for the DGP when forecasting - Is it always meaningful for small samples?,
Jonas Andersson, in Economics Bulletin (2006)
Keywords: Forecasting

New and old models of business investment: a comparison of forecasting performance,
Stephen Oliner, Glenn Rudebusch and Daniel Sichel, from Board of Governors of the Federal Reserve System (U.S.) (1993)
Keywords: Forecasting

A Note on Updating Forecasts When New Information Arrives between Two Periods,
Pu Chen, from Kiel Institute for the World Economy (IfW Kiel) (2009)
Keywords: Forecast

Combining benchmarking and chain-linking for short-term regional forecasting,
Enrique M. Quilis, from Universidad Carlos III de Madrid. Departamento de Estadística (2011)
Keywords: Forecasting

Sparse partial least squares in time series for macroeconomic forecasting,
Julieta Fuentes, Pilar Poncela and Julio Rodríguez, from Universidad Carlos III de Madrid. Departamento de Estadística (2012)
Keywords: Forecasting

Out-of-sample forecast tests robust to the choice of window size,
Atsushi Inoue and Barbara Rossi, from Federal Reserve Bank of Philadelphia (2011)
Keywords: Forecasting

Bad news from a forecasting model of the U.S. economy,
David E. Runkle, in Quarterly Review (1990)
Keywords: Forecasting

A real-time data set for macroeconomists: does data vintage matter for forecasting?,
Dean Croushore and Tom Stark, from Federal Reserve Bank of Philadelphia (2000)
Keywords: Forecasting

DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test,
Tom Doan, from Boston College Department of Economics
Keywords: Forecasting

UFOREERRORS: RATS procedure to compute forecast errors for a univariate model,
Tom Doan, from Boston College Department of Economics
Keywords: Forecasting

Evaluating Wall Street Journal survey forecasters: a multivariate approach,
Robert Eisenbeis, Daniel Waggoner and Tao Zha, from Federal Reserve Bank of Atlanta (2002)
Keywords: Forecasting

Can out-of-sample forecast comparisons help prevent overfitting?,
Todd Clark, from Federal Reserve Bank of Kansas City (2000)
Keywords: Forecasting

U.S. economic forecasts calls for slightly slower growth,
Joseph Haslag, in Southwest Economy (1994)
Keywords: Forecasting

Forecasting,
Jörg Thomas Dickersbach and Michael F. Passon, from Springer (2015)
Keywords: Historical Demand, Forecasting Scheme, Server Part, Item Order, Demand Quantity

ANALYSTS INTERIM EARNINGS FORECASTS - EVIDENCE ON THE FORECASTING PROCESS,
Sh Kang, J Obrien and K Sivaramakrishnan, in Journal of Accounting Research (1994)
Keywords: Analyst forecasts, Forecasting, Forecast horizons, Forecast consistency

The economic outlook for the Fifth District states in 1984: forecasts from vector autoregression models,
Anatoli Kuprianov and William M. Lupoletti, in Economic Review (1984)
Keywords: Forecasting

The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns,
Massimo Guidolin and Carrie Fangzhou Na, from Federal Reserve Bank of St. Louis (2007)
Keywords: Forecasting

Forecasting for Marketing,
J. Armstrong and Roderick J. Brodie, from University Library of Munich, Germany (1999)
Keywords: forecasting, marketing

Forecasting for Marketing,
J. Armstrong and R. Brodie, from University Library of Munich, Germany (2005)
Keywords: forecasting, marketing

Forecast Comparisons,
Ray Barrell, Simon Kirby and Robert Metz, in National Institute Economic Review (2005)
Keywords: evaluating forecasts; output forecasting; inflation forecasting; public sector finance forecasting

Liquidity forecasting,
Simon T Gray, from Centre for Central Banking Studies, Bank of England (2008)
Keywords: Liquidity forecasting

Forecasting banknotes,
Mohamed Afzal Norat, from Centre for Central Banking Studies, Bank of England (2008)
Keywords: Forecasting banknotes

Forecasting recessions,
Herbert Runyon, in FRBSF Economic Letter (1980)
Keywords: Recessions; Forecasting

Forecast with forecasts: Diversity matters,
Yanfei Kang, Wei Cao, Fotios Petropoulos and Feng Li, in European Journal of Operational Research (2022)
Keywords: Forecasting; Forecast combination; Forecast diversity; Prediction intervals; Empirical evaluation;

Forecast disagreement in the Survey of Professional Forecasters,
Keith Sill, in Business Review (2014)
Keywords: Forecasting; Survey of Professional Forecasters (SPF)

Forecasting,
Thierry Aimar, Francis Bismans and Claude Diebolt, from Springer (2016)
Keywords: Business cycles, Econometrics, Forecasting, Germany, Methodology, Probit models, Time series analysis

A FRAMEWORK FOR MANAGING THE FORECASTING PROCESS,
Tugrul U. Daim and Abraham Hernandez, in International Journal of Innovation Management (ijim) (2008)
Keywords: Forecasting process, forecasting performance

Sensitivity of Weights in Combining Forecasts,
Robert L. Winkler and Robert T. Clemen, in Operations Research (1992)
Keywords: forecasting: combining forecasts

A Randomization Rule for Selecting Forecasts,
Dean P. Foster and Rakesh V. Vohra, in Operations Research (1993)
Keywords: forecasting: combining forecasts

Technological Forecasting---An Overview,
Joseph P. Martino, in Management Science (1980)
Keywords: forecasting, forecasting: applications

Averages of Forecasts: Some Empirical Results,
Spyros Makridakis and Robert L. Winkler, in Management Science (1983)
Keywords: forecasting, combined forecasts, averages of forecasts

Forecast of forecast: An analytical approach to stressed impairment forecasting,
Jimmy Skoglund and Wei Chen, in Journal of Risk Management in Financial Institutions (2017)
Keywords: credit risk, macroeconomics, impairment forecasting forecast of forecast, IFRS 9, CECL

Trend Forecasts,
Nick T. Thomopoulos, from Springer (2015)
Keywords: Trend Forecasting, Forecast Coefficients, Demand Entry, Historical Demand, Forecast Model

Macroeconomic forecasting: can forecast combination help?,
Geoff Kenny, in Research Bulletin (2010)
Keywords: forecast combination