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Research on Forecasting: A Quarter-Century Review, 1960-1984

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Author Info
JS Armstrong (The Wharton School - University of Pennsylvania)

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Abstract

Before 1960, little empirical research was done on forecasting methods. Since then, the literature has grown rapidly, especially in the area of judgmental forecasting. This research supports and adds to the forecasting guidelines proposed before 1960, such as the value of combining forecasts. New findings have led to significant gains in our ability to forecast and to help people to use forecasts. What have we reamed about forecasting over the past quarter century? Does recent research provide guidance for making more accurate forecasts, obtaining better assessments of uncertainty, or gaining acceptance of our forecasts? I will first describe forecasting principles that were believed to be the most advanced in 1960. Following that, I will examine the evidence produced since 1960.

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Publisher Info
Paper provided by EconWPA in its series General Economics and Teaching with number 0412006.

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Length: 13 pages
Date of creation: 06 Dec 2004
Date of revision:
Handle: RePEc:wpa:wuwpgt:0412006

Note: Type of Document - pdf; pages: 13
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Web page: http://129.3.20.41

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Related research
Keywords: forecasting; forecasting research;

Find related papers by JEL classification:
A - General Economics and Teaching

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. J. S. Armstrong, 2005. "Forecasting by Extrapolation: Conclusions from 25 Years of Research," General Economics and Teaching 0502025, EconWPA. [Downloadable!]
  2. Robert Levine, 1960. "Capital Expenditures Forecasts By Individual Firms," NBER Chapters, in: The Quality and Economic Significance of Anticipations Data, pages 351-368 National Bureau of Economic Research, Inc. [Downloadable!]
  3. Brandon, Charles & Fritz, Richard & Xander, James, 1983. "Econometric Forecasts: Evaluation and Revision," Applied Economics, Taylor and Francis Journals, vol. 15(2), pages 187-201, April.
  4. Arthur Okun, 1960. "The Value Of Anticipations Data In Forecasting National Product," NBER Chapters, in: The Quality and Economic Significance of Anticipations Data, pages 407-460 National Bureau of Economic Research, Inc. [Downloadable!]
  5. Fildes, Robert A & Fitzgerald, M Desmond, 1983. "The Use of Information in Balance of Payments Forecasting," Economica, London School of Economics and Political Science, vol. 50(199), pages 249-58, August. [Downloadable!] (restricted)
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This page was last updated on 2009-12-9.


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