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Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions

Citations

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Cited by:

  1. Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012. "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, vol. 28(2), pages 309-314.
  2. Tsuchiya, Yoichi, 2013. "Are government and IMF forecasts useful? An application of a new market-timing test," Economics Letters, Elsevier, vol. 118(1), pages 118-120.
  3. Baris Soybilgen & Ege Yazgan, 2017. "An evaluation of inflation expectations in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(1), pages 1-31–38.
  4. Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021. "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, vol. 105(C).
  5. Gamber, Edward N. & Smith, Julie K. & McNamara, Dylan C., 2014. "Where is the Fed in the distribution of forecasters?," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 296-312.
  6. IIZUKA Nobuo, 2013. "Predicting Business Cycle Phases by Professional Forecasters－ Are They Useful ?," ESRI Discussion paper series 305, Economic and Social Research Institute (ESRI).
  7. Tara M. Sinclair & H. O. Stekler & Warren Carnow, 2012. "A new approach for evaluating economic forecasts," Economics Bulletin, AccessEcon, vol. 32(3), pages 2332-2342.
  8. Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015. "Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding," International Journal of Forecasting, Elsevier, vol. 31(1), pages 130-139.
  9. Mihaela SIMIONESCU, 2015. "The Evaluation of Global Accuracy of Romanian Inflation Rate Predictions Using Mahalanobis Distance," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 3(1), pages 133-149, March.
  10. Tsuchiya, Yoichi, 2016. "Directional analysis of fiscal sustainability: Revisiting Domar's debt sustainability condition," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 189-201.
  11. Christian Pierdzioch & Monique B. Reid & Rangan Gupta, 2018. "On the directional accuracy of inflation forecasts: evidence from South African survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 884-900, April.
  12. Y. Tsuchiya, 2014. "A directional evaluation of corporate executives' exchange rate forecasts," Applied Economics, Taylor & Francis Journals, vol. 46(1), pages 95-101, January.
  13. Hamid Baghestani, 2016. "Interest rate movements and US consumers’ inflation forecast errors: is there a link?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(3), pages 623-630, July.
  14. Baghestani, Hamid & Toledo, Hugo, 2017. "Do analysts' forecasts of term spread differential help predict directional change in exchange rates?," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 62-69.
  15. Döpke, Jörg & Fritsche, Ulrich & Müller, Karsten, 2019. "Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany," Journal of Macroeconomics, Elsevier, vol. 62(C).
  16. Jörg Döpke & Ulrich Fritsche & Karsten Müller, 2018. "Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany," Macroeconomics and Finance Series 201803, University of Hamburg, Department of Socioeconomics.
  17. Hamid Baghestani & Ilker Kaya & Samer Kherfi, 2013. "Do changes in consumers' home buying attitudes predict directional change in home sales?," Applied Economics Letters, Taylor & Francis Journals, vol. 20(5), pages 411-415, March.
  18. Baghestani, Hamid & Khallaf, Ashraf, 2012. "Predictions of growth in U.S. corporate profits: Asymmetric vs. symmetric loss," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 222-229.
  19. Hamid Baghestani, 2014. "On the loss structure of federal reserve forecasts of output growth," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 518-527, July.
  20. Hamid Baghestani & Bassam M. AbuAl-Foul, 2019. "Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination," Review of Economics & Finance, Better Advances Press, Canada, vol. 16, pages 89-103, May.
  21. Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015. "Evaluating a vector of the Fed’s forecasts," International Journal of Forecasting, Elsevier, vol. 31(1), pages 157-164.
  22. Hamid Baghestani & Jorg Bley, 2020. "Do directional predictions of US gasoline prices reveal asymmetries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 348-360, April.
  23. Hamid Baghestani & Liliana Danila, 2014. "Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(4), pages 282-295, September.
  24. Anusha, "undated". "Evaluating reliability of some symmetric and asymmetric univariate filters," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-030, Indira Gandhi Institute of Development Research, Mumbai, India.
  25. Tsuchiya, Yoichi, 2013. "Do corporate executives have accurate predictions for the economy? A directional analysis," Economic Modelling, Elsevier, vol. 30(C), pages 167-174.
  26. Thitithep Sitthiyot & Kanyarat Holasut, 2024. "A simple method for joint evaluation of skill in directional forecasts of multiple variables," Papers 2402.01142, arXiv.org.
  27. Baghestani, Hamid, 2015. "Predicting gasoline prices using Michigan survey data," Energy Economics, Elsevier, vol. 50(C), pages 27-32.
  28. Gamber, Edward N. & Smith, Julie K., 2009. "Are the Fed's inflation forecasts still superior to the private sector's?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 240-251, June.
  29. Yoichi Tsuchiya, 2012. "Is the Purchasing Managers' Index useful for assessing the economy's strength? A directional analysis," Economics Bulletin, AccessEcon, vol. 32(2), pages 1302-1311.
  30. Hamid Baghestani & Paul Williams, 2017. "Does customer satisfaction have directional predictability for U.S. discretionary spending?," Applied Economics, Taylor & Francis Journals, vol. 49(54), pages 5504-5511, November.
  31. Baghestani, Hamid, 2021. "Predicting growth in US durables spending using consumer durables-buying attitudes," Journal of Business Research, Elsevier, vol. 131(C), pages 327-336.
  32. Hamid Baghestani & Cassia Marchon, 2015. "On the accuracy of private forecasts of inflation and growth in Brazil," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 370-381, April.
  33. Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "On the directional accuracy of forecasts of emerging market exchange rates," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 369-376.
  34. Hamid Baghestani, 2011. "A directional analysis of Federal Reserve predictions of growth in unit labor costs and productivity," International Review of Applied Economics, Taylor & Francis Journals, vol. 25(3), pages 303-311.
  35. Tsuchiya, Yoichi, 2016. "Do production managers predict turning points? A directional analysis," Economic Modelling, Elsevier, vol. 58(C), pages 1-8.
  36. Y. Tsuchiya, 2014. "Are consumer sentiments useful in Japan? An application of a new market-timing test," Applied Economics Letters, Taylor & Francis Journals, vol. 21(5), pages 356-359, March.
  37. Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019. "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 450-456.
  38. Baghestani, Hamid & Toledo, Hugo, 2019. "Oil prices and real exchange rates in the NAFTA region," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 253-264.
  39. Tsuchiya, Yoichi, 2014. "Purchasing and supply managers provide early clues on the direction of the US economy: An application of a new market-timing test," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 599-618.
  40. Baghestani, Hamid & AbuAl-Foul, Bassam M., 2017. "Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth," Journal of Economics and Business, Elsevier, vol. 89(C), pages 47-56.
  41. Hamid Baghestani, 2013. "Evaluating Federal Reserve predictions of growth in consumer spending," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1637-1646, May.
  42. Hamid Baghestani, 2017. "Do US consumer survey data help beat the random walk in forecasting mortgage rates?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343017-134, January.
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