The accuracy of two forecasting techniques: some evidence and an interpretation
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoArticle provided by Federal Reserve Bank of Boston in its journal New England Economic Review.
Volume (Year): (1986)
Issue (Month): Mar ()
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Ray C. Fair & Robert J. Shiller, 1989.
"The Informational Content of Ex Ante Forecasts,"
NBER Working Papers
2503, National Bureau of Economic Research, Inc.
- Jeff Fuhrer & Geoff Tootell, 2004.
"Eyes on the prize: how did the Fed respond to the stock market?,"
Public Policy Discussion Paper
04-2, Federal Reserve Bank of Boston.
- Fuhrer, Jeff & Tootell, Geoff, 2008. "Eyes on the prize: How did the fed respond to the stock market?," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 796-805, May.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998.
"Bayesian VAR Models for Forecasting Irish Inflation,"
11360, University Library of Munich, Germany.
- Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998. "Bayesian Var Models for Forecasting Irish Inflation," Research Technical Papers 4/RT/98, Central Bank of Ireland.
- Bharat Trehan, 1989. "Forecasting growth in current quarter real GNP," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 39-52.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Catherine Spozio).
If references are entirely missing, you can add them using this form.