H.O. Stekler () (Department of Economics George Washington UniversityAuthor-Name: Kazuta Sakamoto) Kazuta Sakamoto (Department of Economics George WaExponential smoothing and non-negative datashington UniversityAuthor-Name: Kazuta Sakamoto)
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Forecasts for the current year that are made sometime during the current year are not true annual forecasts because they include already known information for the early part of the year. The current methodology that evaluates these ¡°forecasts¡± does not take into account the known information. This paper presents a methodology for calculating an implicit forecast for the latter part of a year conditional on the known information. We then apply the procedure to Japanese forecasts for 1988-2003 and analyze some of the characteristics of those predictions.Length: 24 pages
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Paper provided by The George Washinton University, Department of Economics, Research Program on Forecasting in its series Working Papers with number
2008-005.
Find related papers by JEL classification: E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation
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