On aggregation bias in fixed-event forecast efficiency tests
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Gultekin Isiklar, 2004. "On aggregation bias in fixed-event forecast efficiency tests," Econometrics 0412011, University Library of Munich, Germany, revised 28 Dec 2004.
References listed on IDEAS
- Jacob A. Mincer & Victor Zarnowitz, 1969. "The Evaluation of Economic Forecasts," NBER Chapters,in: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance, pages 3-46 National Bureau of Economic Research, Inc.
- Bonham, Carl S & Cohen, Richard H, 2001.
"To Aggregate, Pool, or Neither: Testing the Rational-Expectations Hypothesis Using Survey Data,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 19(3), pages 278-291, July.
- Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008.
"Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?,"
Journal of the European Economic Association,
MIT Press, vol. 6(1), pages 122-157, March.
- Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society.
- Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005. "Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss?," CAMA Working Papers 2005-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Figlewski, Stephen & Wachtel, Paul, 1983. "Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply [The Formation of Inflationary Expectations]," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 529-531, August.
- Davies, Anthony & Lahiri, Kajal, 1995. "A new framework for analyzing survey forecasts using three-dimensional panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 205-227, July.
- Keane, Michael P & Runkle, David E, 1990. "Testing the Rationality of Price Forecasts: New Evidence from Panel Data," American Economic Review, American Economic Association, vol. 80(4), pages 714-735, September.
- David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2001. "Analysis of a panel of UK macroeconomic forecasts," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 37-55.
- Nordhaus, William D, 1987. "Forecasting Efficiency: Concepts and Applications," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 667-674, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ager, P. & Kappler, M. & Osterloh, S., 2009.
"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
International Journal of Forecasting,
Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
- Bruno Deschamps, 2015. "Are aggregate corporate earnings forecasts unbiased and efficient?," Review of Quantitative Finance and Accounting, Springer, vol. 45(4), pages 803-818, November.
More about this item
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:89:y:2005:i:3:p:312-316. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/ecolet .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.