Are some forecasters really better than others?
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- Antonello D’Agostino & Kieran Mcquinn & Karl Whelan, 2012. "Are Some Forecasters Really Better Than Others?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 715-732, June.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2011. "Are some forecasters really better than others?," MPRA Paper 32938, University Library of Munich, Germany.
- D'Agostino, Antonello & McQuinn, Kieran & Whelan, Karl, 2010. "Are Some Forecasters Really Better Than Others?," Research Technical Papers 5/RT/10, Central Bank of Ireland.
References listed on IDEAS
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Cited by:
- repec:jfr:ijfr11:v:9:y:2018:i:1:p:171-188 is not listed on IDEAS
- Magdalena Grothe & Aidan Meyler, 2018.
"Inflation Forecasts: Are Market-Based and Survey-Based Measures Informative?,"
International Journal of Financial Research,
International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 171-188, January.
- Meyler, Aidan & Grothe, Magdalena, 2015. "Inflation forecasts: Are market-based and survey-based measures informative?," Working Paper Series 1865, European Central Bank.
- Grothe, Magdalena & Meyler, Aidan, 2015. "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper 66982, University Library of Munich, Germany.
- Rich, Robert W. & Tracy, Joseph, 2017. "The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis," Staff Reports 808, Federal Reserve Bank of New York.
- Constantin Burgi, 2015. "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers 2015-001, The George Washington University, Department of Economics, Research Program on Forecasting.
- Geoff Kenny & Thomas Kostka & Federico Masera, 2015.
"Density characteristics and density forecast performance: a panel analysis,"
Empirical Economics,
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- Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014. "Density characteristics and density forecast performance: a panel analysis," Working Paper Series 1679, European Central Bank.
- Constantin Bürgi & Tara M. Sinclair, 2017.
"A nonparametric approach to identifying a subset of forecasters that outperforms the simple average,"
Empirical Economics,
Springer, vol. 53(1), pages 101-115, August.
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"Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF,"
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"The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters,"
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John Wiley & Sons, Ltd., vol. 31(3), pages 533-550, April.
- Robert W. Rich & Joseph Song & Joseph Tracy, 2012. "The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters," Staff Reports 588, Federal Reserve Bank of New York.
- Michael Clements, 2016. "Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2016-08, Henley Business School, Reading University.
- Gamber, Edward N. & Liebner, Jeffrey P. & Smith, Julie K., 2015. "The distribution of inflation forecast errors," Journal of Policy Modeling, Elsevier, vol. 37(1), pages 47-64.
- Schnatz, Bernd & D'Agostino, Antonello, 2012. "Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years," Working Paper Series 1455, European Central Bank.
- Clements, Michael P, 2012. "Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth," The Warwick Economics Research Paper Series (TWERPS) 995, University of Warwick, Department of Economics.
More about this item
Keywords
Forecasting; Bootstrap; Economic forecasting--Evaluation; Bootstrap (Statistics);JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-05-15 (All new papers)
- NEP-ECM-2010-05-15 (Econometrics)
- NEP-ETS-2010-05-15 (Econometric Time Series)
- NEP-FOR-2010-05-15 (Forecasting)
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