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A Manager's Perspective on Combining Expert and Model-based Forecasts

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Author Info
Franses, Ph.H.B.F.
Legerstee, R. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)
Abstract

We study the performance of sales forecasts which linearly combine model-based forecasts and expert forecasts. Using a unique and very large database containing monthly model-based forecasts for many pharmaceutical products and forecasts given by thirty-seven different experts, we document that a combination almost always is most accurate. When correlating the specific weights in these "best" linear combinations with experts' experience and behaviour, we find that more experience is beneficial for forecasts for nearby horizons. And, when the rate of bracketing increases the relative weights converge to a 50%-50% distribution, when there is some slight variation across forecasts horizons.

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File URL: http://hdl.handle.net/1765/10769
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Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2007-083-MKT Revision_Date: 2008-07-02.

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Date of creation: 06 Dec 2007
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Handle: RePEc:dgr:eureri:1765010769

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Keywords: model-based forecasts experts forecast combining forecasts

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  1. Lamont, Owen A., 2002. "Macroeconomic forecasts and microeconomic forecasters," Journal of Economic Behavior & Organization, Elsevier, vol. 48(3), pages 265-280, July. [Downloadable!] (restricted)
  2. Clemen, Robert T., 1989. "Combining forecasts: A review and annotated bibliography," International Journal of Forecasting, Elsevier, vol. 5(4), pages 559-583. [Downloadable!] (restricted)
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This page was last updated on 2008-8-13.


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