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The informational efficiency of econometric model forecasts

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  • Allen N. Berger
  • Spencer D. Krane

Abstract

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  • Allen N. Berger & Spencer D. Krane, 1983. "The informational efficiency of econometric model forecasts," Research Papers in Banking and Financial Economics 67, Board of Governors of the Federal Reserve System (U.S.).
  • Handle: RePEc:fip:fedgbf:67
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    Cited by:

    1. Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael, 2013. "Analyzing fixed-event forecast revisions," International Journal of Forecasting, Elsevier, vol. 29(4), pages 622-627.
    2. Stekler, H.O., 2007. "The future of macroeconomic forecasting: Understanding the forecasting process," International Journal of Forecasting, Elsevier, vol. 23(2), pages 237-248.
    3. Spencer D. Krane, 2006. "How professional forecasters view shocks to GDP," Working Paper Series WP-06-19, Federal Reserve Bank of Chicago.
    4. Spencer D. Krane, 2003. "An evaluation of real GDP forecasts: 1996-2001," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 2-21.
    5. West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
    6. Masahiro Ashiya, 2006. "Testing the rationality of forecast revisions made by the IMF and the OECD," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 25-36.
    7. Cho, Dong W., 2002. "Do revisions improve forecasts?," International Journal of Forecasting, Elsevier, vol. 18(1), pages 107-115.

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