The George Washington University, Department of Economics, Research Program on Forecasting
Working Papers
Contact information of The George Washington University, Department of Economics, Research Program on Forecasting:
Postal: Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052
Phone: (202) 994-6150
Fax: (202) 994-6147
Email:
Web page: http://www.gwu.edu/~forcpgm
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For corrections or technical questions regarding this series, please contact
(Tara M. Sinclair)
Series handle: repec:gwc:wpaper
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2013
- 2013-004 Truncated Product Methods for Panel Unit Root Tests
by Xuguang Sheng & Jingyun Yang - 2013-003 Information Environment and The Cost of Capital
by Orie Barron & Xuguang Sheng & Maya Thevenot - 2013-002 Inflation Persistence: Revisited
by Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith - 2013-001 Does disagreement among oil price forecasters reflect future volatility? Evidence from the ECB Surveys
by Tarek Atallah & Fred Joutz & Axel Pierru
2012
- 2012-006 Evaluating a Global Vector Autoregression for Forecasting
by Neil R. Ericsson & Erica L. Reisman - 2012-005 The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?
by Fakhri Hasanov - 2012-004 A New Approach For Evaluating Economic Forecasts
by Tara M. Sinclair & H.O. Stekler & Warren Carnow - 2012-003 Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region
by Jason B. Jorgensen & Fred Joutz - 2012-002 Evaluating A Vector Of The Fed’S Forecasts
by Tara M. Sinclair & H.O. Stekler & Warren Carnow - 2012-001 Forecasting Data Vintages
by Tara M. Sinclair
2011
- 2011-006 A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach
by Yueqing Jia - 2011-005 Economic Forecasting in the Great Recession
by Herman O. Stekler & Raj M. Talwar - 2011-004 The Forecasting Performance of Business Economists During the Great Recession
by Kathryn Lundquist & H.O. Stekler - 2011-003 Predicting the Outcomes of NCAA Basketball Championship Games
by H.O. Stekler & Andrew Klein - 2011-002 Comparing Government Forecasts of the United States’ Gross Federal Debt
by Andrew B. Martinez - 2011-001 Examining the Quality of Early GDP Component Estimates
by Tara M. Sinclair & H.O. Stekler
2010
- 2010-004 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
by William D. Larson - 2010-003 Forecasting the Intermittent Demand for Slow-Moving Items
by Ralph D. Snyder & J. Keith Ord & Adrian Beaumont - 2010-002 Perspectives on Evaluating Macroeconomic Forecasts
by Ullrich Heilemann & Herman Stekler - 2010-001 Has the Accuracy of German Macroeconomic Forecasts Improved?
by Ullrich Heilemann & Herman O. Stekler
2009
- 2009-004 Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach
by Rosen Valchev & Antony Davies - 2009-003 Evaluating National Football League Draft Choices: The Passing Game
by Bryan L. Boulier & Herman O. Stekler & Jason Coburn & Timothy Rankins - 2009-002 Issues in Sports Forecasting
by Herman O. Stekler & David Sendor & Richard Verlander - 2009-001 Can the Fed Predict the State of the Economy?
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler
2008
- 2008-011 A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model
by James Morley & Irina Panovska & Tara M. Sinclair - 2008-010 Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler - 2008-009 What Do We Know About G-7 Macro Forecasts?
by Herman O. Stekler - 2008-008 An Exploration of Regression-Based Data Mining Techniques Using Super Computation
by Antony Davies - 2008-007 Evaluating Consensus Forecasts
by Herman O. Stekler - 2008-006 Measuring Consensus in Binary Forecasts: NFL Game Predictions
by ChiUng Song & Bryan L. Boulier & Herman O. Stekler - 2008-005 Evaluating Current Year Forecasts Made During the Year: A Japanese Example
by H.O. Stekler & Kazuta Sakamoto - 2008-004 Monitoring Processes with Changing Variances
by J. Keith Ord - 2008-003 Exponential smoothing and non-negative data
by Muhammad Akram & Rob J Hyndman & J. Keith Ord - 2008-002 Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
by Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid - 2008-001 Forecast Errors Before and After the Great Moderation
by Edward N. Gamber & Julie K. Smith & Matthew Weiss
2007
- 2007-002 Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?
by Edward N. Gamber & Julie K. Smith - 2007-001 Sports Forecasting
by Herman O. Stekler