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Consensus and accuracy of Japanese GDP forecasts

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Author Info
Masahiro Ashiya

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Abstract

This article investigates the real gross domestic product forecasts of Japanese institutional forecasters for 25 years. It finds that a consensus forecast does not exist in 9/8 years for the current-year/year-ahead forecasts. The variance of the forecast distribution is positively correlated with the absolute forecast error of its mean forecast, but the correlation is significant for the current-year forecasts only. The economy tends to hit the peak or the bottom when forecast dispersion is large, but nonparametric analysis shows that the correlation is statistically insignificant.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/13504850600705976&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Economics Letters.

Volume (Year): 14 (2007)
Issue (Month): 13 ()
Pages: 969-974
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Handle: RePEc:taf:apeclt:v:14:y:2007:i:13:p:969-974

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