Combine to compete: improving fiscal forecast accuracy over time
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Cited by:
- Zidong An & Joao Tovar Jalles, 2020.
"On the performance of US fiscal forecasts: government vs. private information,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(2), pages 367-391, June.
- Zidong An & João Tovar Jalles, 2020. "On the Performance of US Fiscal Forecasts: Government vs. Private Information," Working Papers REM 2020/0130, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Sabaj, Ernil & Kahveci, Mustafa, 2018. "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper 84404, University Library of Munich, Germany.
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More about this item
Keywords
deficit; forecast accuracy; fiscal forecasting; forecast comparison; forecast combination; fluctuation test.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- H62 - Public Economics - - National Budget, Deficit, and Debt - - - Deficit; Surplus
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2015-05-02 (Forecasting)
- NEP-MAC-2015-05-02 (Macroeconomics)
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