The informational efficiency of econometric model forecasts
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Bibliographic InfoPaper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Research Papers in Banking and Financial Economics with number 67.
Date of creation: 1983
Date of revision:
Other versions of this item:
- Berger, Allen N & Krane, Spencer D, 1985. "The Information Efficiency of Econometric Model Forecasts," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 128-34, February.
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- Cho, Dong W., 2002. "Do revisions improve forecasts?," International Journal of Forecasting, Elsevier, vol. 18(1), pages 107-115.
- West, Kenneth D & McCracken, Michael W, 1998.
"Regression-Based Tests of Predictive Ability,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.
- Spencer Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013.
"Analyzing Fixed-event Forecast Revisions,"
Documentos de Trabajo del ICAE
2013-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2013.
- Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J., 2011. "Analyzing Fixed-event Forecast Revisions," Econometric Institute Research Papers EI 2011-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Working Papers in Economics 11/25, University of Canterbury, Department of Economics and Finance.
- Philip Hans Franses & Chia-Lin Chang & Michael McAleer, 2011. "Analyzing Fixed-event Forecast Revisions," Documentos de Trabajo del ICAE 2011-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer, 2013. "Analyzing Fixed-Event Forecast Revisions," Tinbergen Institute Discussion Papers 13-057/III, Tinbergen Institute.
- Michael McAleer & Philip Hans Franses & Chia-Lin Chang, 2011. "Analyzing Fixed-event Forecast Revisions," KIER Working Papers 779, Kyoto University, Institute of Economic Research.
- Spencer Krane, 2003. "An evaluation of real GDP forecasts: 1996-2001," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 2-21.
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