Forecaster ideology, forecasting technique, and the accuracy of economic forecasts
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 6 (1990)
Issue (Month): 1 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/ijforecast
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- repec:amu:wpaper:2013-04 is not listed on IDEAS
- Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
- Jonas Dovern & Ulrich Fritsche, 2008.
"Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts,"
Discussion Papers of DIW Berlin
787, DIW Berlin, German Institute for Economic Research.
- Jonas Dovern & Ulrich Fritsche, 2008. "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series 200801, Hamburg University, Department Wirtschaft und Politik.
- Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute for Economic Research at the University of Munich, number 36, December.
- Wärneryd, K., 1995. "Demystifying rational expectations theory through an economic-psychological model," Discussion Paper 1995-92, Tilburg University, Center for Economic Research.
- Onkal, Dilek & Muradoglu, Gulnur, 1996. "Effects of task format on probabilistic forecasting of stock prices," International Journal of Forecasting, Elsevier, vol. 12(1), pages 9-24, March.
- Dovern, Jonas & Weisser, Johannes, 2011.
"Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 452-465.
- Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
- Jonas Dovern & Johannes Weisser, 2009. "Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7," Jena Economic Research Papers 2009-091, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
- Batchelor, Roy & Dua, Pami, 1998. "Improving macro-economic forecasts: The role of consumer confidence," International Journal of Forecasting, Elsevier, vol. 14(1), pages 71-81, March.
- Victor Zarnowitz, 1991. "Has Macro-Forecasting Failed?," NBER Working Papers 3867, National Bureau of Economic Research, Inc.
- Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
- Jörg Döpke, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy.
- Ashiya, Masahiro, 2006. "Forecast accuracy and product differentiation of Japanese Institutional Forecasters," International Journal of Forecasting, Elsevier, vol. 22(2), pages 395-401.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.