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Economic Forecasting: Some Lessons from Recent Research

Citations

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Cited by:

  1. Batchelor, Roy, 2007. "Bias in macroeconomic forecasts," International Journal of Forecasting, Elsevier, vol. 23(2), pages 189-203.
  2. Keck, Alexander & Raubold, Alexander, 2006. "Forecasting trade," WTO Staff Working Papers ERSD-2006-05, World Trade Organization (WTO), Economic Research and Statistics Division.
  3. Shea, Paul, 2015. "Red herrings and revelations: does learning about a new variable worsen forecasts?," Economic Modelling, Elsevier, vol. 49(C), pages 395-406.
  4. Carlos Barros & Luis Gil-Alana, 2013. "Inflation Forecasting in Angola: A Fractional Approach," African Development Review, African Development Bank, vol. 25(1), pages 91-104.
  5. repec:mbr:jmonec:v:7:y:2012:i:1:p:87-118 is not listed on IDEAS
  6. Shahzad Ahmad & Farooq Pasha, 2015. "A Pragmatic Model for Monetary Policy Analysis I: The Case of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 1-42.
  7. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
  8. Roberta Capello & Andrea Caragliu, 2016. "After crisis scenarios for Europe: alternative evolutions of structural adjustments," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(1), pages 81-101.
  9. Huawei, Tian, 2022. "Does gross domestic product, inflation, total investment, and exchanges rate matter in natural resources commodity prices volatility," Resources Policy, Elsevier, vol. 79(C).
  10. James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551.
  11. Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
  12. Muhammad Nadim Hanif & Muhammad Jahanzeb Malik, 2015. "Evaluating the Performance of Inflation Forecasting Models of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 11, pages 43-78.
  13. Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005. "Markov switching regimes in a monetary exchange rate model," Economic Modelling, Elsevier, vol. 22(3), pages 485-502, May.
  14. Roberto Camagni & Roberta Capello (ed.), 2011. "Spatial Scenarios in a Global Perspective," Books, Edward Elgar Publishing, number 14523.
  15. Jon Huntley & Eric Miller, 2009. "An Evaluation of CBO Forecasts: Working Paper 2009-02," Working Papers 41195, Congressional Budget Office.
  16. Patrick Mcallister & Graeme Newell & George Matysiak, 2008. "Agreement and Accuracy in Consensus Forecasts of the UK Commercial Property Market," Journal of Property Research, Taylor & Francis Journals, vol. 25(1), pages 1-22, June.
  17. Oliveira, Fernando Nascimento de, 2016. "Financial and Real Sector Leading Indicators of Recessions in Brazil Using Probabilistic Models," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(3), September.
  18. Pat McAllister & Graeme Newell & George Matysiak, 2005. "Analysing Uk Real Estate Market Forecast Disagreement," Real Estate & Planning Working Papers rep-wp2005-13, Henley Business School, University of Reading.
  19. Jeff Schott & Jugal Kalita, 2011. "Neuro‐fuzzy time‐series analysis of large‐volume data," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(1), pages 39-57, January.
  20. Niu, Linlin & Xu, Xiu & Chen, Ying, 2017. "An adaptive approach to forecasting three key macroeconomic variables for transitional China," Economic Modelling, Elsevier, vol. 66(C), pages 201-213.
  21. Fernando N. de Oliveira, 2015. "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series 402, Central Bank of Brazil, Research Department.
  22. Jorge Sepúlveda-Velásquez & Pablo Tapia-Griñen & Boris Pastén-Henríquez, 2023. "Financial effects of natural disasters: a bibliometric analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 118(3), pages 2691-2710, September.
  23. Papastamos, Dimitrios & Matysiak, George & Stevenson, Simon, 2015. "Assessing the accuracy and dispersion of real estate investment forecasts," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 141-152.
  24. repec:onb:oenbwp:y::i:73:b:1 is not listed on IDEAS
  25. Roy Batchelor, 2007. "Forecaster Behaviour and Bias in Macroeconomic Forecasts," ifo Working Paper Series 39, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  26. Janine Aron & John Muellbauer, 2008. "New methods for forecasting inflation and its sub-components: application to the USA," Economics Series Working Papers 406, University of Oxford, Department of Economics.
  27. Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
  28. Mellár, Tamás, 2016. "Szolgálólányból királycsináló - avagy az ökonometria makroökonómiai térhódítása? [From maidservant to king-maker - or the macroeconomic advance of econometrics?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 285-306.
  29. Duarte, Claudia & Rua, Antonio, 2007. "Forecasting inflation through a bottom-up approach: How bottom is bottom?," Economic Modelling, Elsevier, vol. 24(6), pages 941-953, November.
  30. Aron, Janine & Muellbauer, John, 2012. "Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 456-476.
  31. David F. Hendry, 2004. "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers 2004-W14, Economics Group, Nuffield College, University of Oxford.
  32. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
  33. Paul Gallimore & Pat McAllister, 2005. "The Production and Consumption of Commercial Real Estate Market Forecasts," Real Estate & Planning Working Papers rep-wp2005-06, Henley Business School, University of Reading.
  34. Norman Swanson & Oleg Korenok, 2006. "The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives," Departmental Working Papers 200615, Rutgers University, Department of Economics.
  35. Paroissien, Emmanuel, 2020. "Forecasting bulk prices of Bordeaux wines using leading indicators," International Journal of Forecasting, Elsevier, vol. 36(2), pages 292-309.
  36. Pablo Guerróon‐Quintana & Molin Zhong, 2023. "Macroeconomic forecasting in times of crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 295-320, April.
  37. Peter Öhman & Bo Söderberg & Ola Uhlin, 2011. "Accuracy of Swedish property appraisers’ forecasts of net operating income," Journal of Property Research, Taylor & Francis Journals, vol. 29(2), pages 103-122, November.
  38. Frank A. G. den Butter & Pieter W. Jansen, 2013. "Beating the random walk: a performance assessment of long-term interest rate forecasts," Applied Financial Economics, Taylor & Francis Journals, vol. 23(9), pages 749-765, May.
  39. Irfan Civcir, 2003. "The Monetary Models of the Turkish Lira/U.S. Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics, and Forecasting," Eastern European Economics, Taylor & Francis Journals, vol. 41(6), pages 43-63, January.
  40. Arvydas Jadevicius & Brian Sloan & Andrew Brown, 2013. "Property Market Modelling and Forecasting: A Case for Simplicity," ERES eres2013_10, European Real Estate Society (ERES).
  41. W A Razzak, 2002. "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series DP2002/03, Reserve Bank of New Zealand.
  42. David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings 27, Econometric Society.
  43. Pierre-Olivier Beffy & Xavier Bonnet & Brieuc Monfort & Matthieu Darracq-Pariès & Jérôme Henry, 2003. "MZE, un modèle macroéconométrique pour la zone euro ; suivi d'un commentaire de Jérome Henry," Économie et Statistique, Programme National Persée, vol. 367(1), pages 3-37.
  44. KANGASSALO Pertti & TAKALA Kari, 2010. "Measuring the Usefulness of Consumers’ Inflation Expectations in Finland," EcoMod2003 330700076, EcoMod.
  45. Moosa, Imad A. & Vaz, John J., 2016. "Cointegration, error correction and exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 21-34.
  46. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2024. "Forecasting the UK top 1% income share in a shifting world," Economica, London School of Economics and Political Science, vol. 91(363), pages 1047-1074, July.
  47. Erik Olsen & Gavin Fay & Sarah Gaichas & Robert Gamble & Sean Lucey & Jason S Link, 2016. "Ecosystem Model Skill Assessment. Yes We Can!," PLOS ONE, Public Library of Science, vol. 11(1), pages 1-24, January.
  48. Mandalinci, Zeyyad, 2017. "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
  49. Zhang, YunQian, 2022. "Influence of stock market factors on the natural resources dependence for environmental change: Evidence from China," Resources Policy, Elsevier, vol. 77(C).
  50. Degiannakis, Stavros, 2017. "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1298-1314.
  51. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," AQR Working Papers 201312, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2013.
  52. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents' expectations. Different patterns of anticipation of the 2008 financial crisis”," IREA Working Papers 201511, University of Barcelona, Research Institute of Applied Economics, revised Mar 2015.
  53. Ahmet DEMIR & AtabekSHADMANOV & CumhurAYDINLI & Okan ERAY, 2015. "DESIGNING A FORECAST MODEL FOR ECONOMIC GROWTH OF JAPAN USING COMPETITIVE (HYBRID ANN VS MULTIPLE REGRESSION) MODELS Abstract : Artificial neural network models have been already used on many different fields successfully. However, many researches sh," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 4(2), pages 1-21, july.
  54. Roberto Camagni & Roberta Capello, 2012. "Globalization and Economic Crisis: How Will the Future of European Regions Look?," Chapters, in: Roberta Capello & Tomaz Ponce Dentinho (ed.), Globalization Trends and Regional Development, chapter 2, Edward Elgar Publishing.
  55. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
  56. Harrison, Richard & Kapetanios, George & Yates, Tony, 2005. "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, vol. 21(3), pages 595-607.
  57. Knedlik, Tobias & Scheufele, Rolf, 2007. "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers 17/2007, Halle Institute for Economic Research (IWH).
  58. Kostas Bithas & Chrysostomos Stoforos, 2006. "Estimating Urban Residential Water Demand Determinants and Forecasting Water Demand for Athens Metropolitan Area, 2000-2010," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 4(1), pages 47-59.
  59. George Bagdatoglou & Alexandros Kontonikas & Mark E. Wohar, 2016. "Forecasting Us Inflation Using Dynamic General-To-Specific Model Selection," Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 151-167, April.
  60. Dimitrios Papastamos & Fotis Mouzakis & Simon Stevenson, 2014. "Rationality and Momentum in Real Estate Investment Forecasts," Real Estate & Planning Working Papers rep-wp2014-07, Henley Business School, University of Reading.
  61. Diego Nocetti & William T. Smith, 2006. "Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?," Economics Bulletin, AccessEcon, vol. 4(36), pages 1-7.
  62. Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  63. Roberta Capello & Andrea Caragliu & Ugo Fratesi, 2016. "The costs of the economic crisis: which scenario for the European regions?," Environment and Planning C, , vol. 34(1), pages 113-130, February.
  64. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
  65. David F. Hendry & Michael P. Clements, 2004. "Pooling of forecasts," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 1-31, June.
  66. Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002. "Forecasting Austrian HICP and its Components using VAR and ARIMA Models," Working Papers 73, Oesterreichische Nationalbank (Austrian Central Bank).
  67. Wu, Hong, 2022. "Trade openness, green finance and natural resources: A literature review," Resources Policy, Elsevier, vol. 78(C).
  68. Gantungalag Altansukh & Denise R. Osborn, 2022. "Using structural break inference for forecasting time series," Empirical Economics, Springer, vol. 63(1), pages 1-41, July.
  69. repec:ebl:ecbull:v:4:y:2006:i:36:p:1-7 is not listed on IDEAS
  70. Narayana, N.S.S. & Ghosh, Probal P., 2005. "Macroeconomic Simulation Results for India based on VEC/VAR Models," Indian Journal of Agricultural Economics, Indian Society of Agricultural Economics, vol. 60(4), pages 1-40.
  71. Dimitrios Papastamos & George Matysiak & Simon Stevenson, 2014. "A Comparative Analysis of the Accuracy and Uncertainty in Real Estate and Macroeconomic Forecasts," Real Estate & Planning Working Papers rep-wp2014-06, Henley Business School, University of Reading.
  72. Pat McAllister & Graeme Newell & George Matysiak, 2005. "An Evaluation Of The Performance Of UK Real Estate Forecasters," Real Estate & Planning Working Papers rep-wp2005-23, Henley Business School, University of Reading.
  73. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 8, pages 413-457, Elsevier.
  74. Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
  75. Ming-Yuan Leon Li, 2008. "Hybrid versus highbred: combined economic models with time-series analyses," Quantitative Finance, Taylor & Francis Journals, vol. 8(6), pages 637-647.
  76. Patrick McAllister & Paul Kennedy & Stephen Lee, 2007. "Data Dilemmas in Forecasting European Office Market Rents," Real Estate & Planning Working Papers rep-wp2007-10, Henley Business School, University of Reading.
  77. Tobias Knedlik & Rolf Scheufele, 2008. "Forecasting Currency Crises: Which Methods Signaled The South African Crisis Of June 2006?," South African Journal of Economics, Economic Society of South Africa, vol. 76(3), pages 367-383, September.
  78. Vincze, János & Bíró, Anikó & Elek, Péter, 2007. "Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével [Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 774-799.
  79. Muellbauer, John & Aron, Janine, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
  80. Olivier Basdevant & David Hargreaves, 2003. "Modelling structural change: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/03, Reserve Bank of New Zealand.
  81. Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
  82. Heilemann Ullrich, 2004. "Besser geht’s nicht – Genauigkeitsgrenzen von Konjunkturprognosen / As Good as it Gets – Limits of Accuracy of Macroeconomic Short Term Forecasts," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(1-2), pages 51-64, February.
  83. Affuso, Antonio & Camagni, Roberto & Capello, Roberta & Fratesi, Ugo, 2011. "Escenarios para las regiones europeas y las provincias del Arco Latino [Scenarios for european regions and the Latin Arc provinces]," MPRA Paper 36877, University Library of Munich, Germany.
  84. Capistrán Carlos, 2007. "Optimality Tests for Multi-Horizon Forecasts," Working Papers 2007-14, Banco de México.
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