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Modeling   Forecasting   Planning   (Forecasting)
Metadata (refereed articles mainly)
See also Forecasting items

Contents   (in new windows)

1.   MFP Metadata News
2.   MFP Metadata Events
  ( 2015   2014   2013   2012   2011   2010   2009   2008   2007 )
3.   Problems
4.   New Principle of Modeling, Forecasting, Planning -
      Principle of Uncertain Future

5.   New Results. Solution of Problems
      5.1.   Solution of Problems
      5.2.   Correcting Formula of Forecasting


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Modeling   Forecasting   Planning
1. MFP Metadata
News (more)

Quarter News (2015 quarter 2)

Top institutions in the field of Forecasting:

      1. (1,87)   European Central Bank    

      2. (2,62)   Department of Economics, Harvard University    

      3. (3,21)   Economics Department, University of Wisconsin-Madison


Top authors in the field of Forecasting:

      1. (3,08)   Kenneth S Rogoff    

      2. (4,86)   Kenneth D. West    

      3. (4,92)   Philip Hans Franses    


New works:

Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
Valeriu Nalban
in International Journal of Economic Sciences     2015
Abstract

Policy implications of learning from more accurate central bank forecasts
Paul Hubert
in Economics Bulletin     2015
Abstract

Improving Forecast Quality in Practice
Robert Fildes and Fotios Petropoulos
in Foresight: The International Journal of Applied Forecasting     2015
Abstract

Year News (2014)

Top 2014 institutions in the field of Forecasting
(#, (rank), name):

      1. (2,06)   European Central Bank    

      2. (2,13)   Economics Department, University of Wisconsin-Madison    

      3. (3,32)   Department of Economics, Harvard University

      4. (4,68)   International Monetary Fund (IMF)    

      5. (5,32)   Department of Economics, Oxford University

      6. (6,06)   Faculteit der Economische Wetenschappen,
Erasmus Universiteit Rotterdam
   

      7. (8,94)   Department of Economics, University of Pennsylvania    

      8. (9,78)   Federal Reserve Board
(Board of Governors of the Federal Reserve System)
   

      9. (10,43)   Federal Reserve Bank of St. Louis    

      10. (12,17)   Business School, University of Technology Sydney    


Top 2014 authors in the field of Forecasting
(#, (rank), name):

      1. (4,21)   Kenneth S Rogoff    

      2. (4,28)   Bruce E. Hansen    

      3. (4,839)   Philip Hans Franses

      4. (4,840)   Kenneth D. West    

      5. (5,05)   John Geweke    

      6. (7,39)   David F. Hendry    

      7. (7,95)   Todd Clark    

      8. (9,47)   Allan Timmermann    

      9. (10,54)   Hal Ronald Varian    

      10. (10,65)   Lucrezia Reichlin    


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Modeling   Forecasting   Planning
2. MFP Metadata
Events

Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania
Valeriu Nalban
in International Journal of Economic Sciences     2015
Abstract

Policy implications of learning from more accurate central bank forecasts
Paul Hubert
in Economics Bulletin     2015
Abstract

Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
Rangan Gupta, Shawkat Hammoudeh, Mampho P. Modise and Duc Khuong Nguyen
in Journal of International Financial Markets, Institutions and Money     2014
Abstract

Improving Forecast Quality in Practice
Robert Fildes and Fotios Petropoulos
in Foresight: The International Journal of Applied Forecasting     2015
Abstract

Realized Volatility Forecast of Stock Index Under Structural Breaks
Ke Yang, Langnan Chen and Fengping Tian
in Journal of Forecasting     2015
Abstract

Updating Inventories of Substitutable Resources in Response to Forecast Updates
Saurabh Bansal and James S. Dyer
in Production and Operations Management     2014
Abstract

Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
Emilian Dobrescu
in Journal for Economic Forecasting     2014
Abstract

Roads to nowhere: The accuracy of travel demand forecasts for do-nothing alternatives
Morten Skou Nicolaisen and Petter N?ss
in Transport Policy     2015
Abstract

Bankruptcy prediction using terminal failure processes
Philippe du Jardin
in European Journal of Operational Research     2015
Abstract


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Metadata added/revised in 2014

Is it possible to break the «curse of dimensionality»? Spatial specifications of multivariate volatility models
Valeriya Lakshina
Applied Econometrics     2014
Abstract

On the accuracy of Blue Chip forecasts of interest rates and country risk premiums
Hamid Baghestani, Mohammad Arzaghi and Ilker Kaya
Applied Economics     2014
Abstract

The relationship between spot and futures oil prices: Do structural breaks matter?
Pei-Fen Chen, Chien-Chiang Lee and Jhih-Hong Zeng
Energy Economics     2014
Abstract

New Strategies to Improve the Accuracy of Predictions based on Monte Carlo and Bootstrap Simulations: An Application to Bulgarian and Romanian Inflation || Nuevas estrategias para mejorar la exactitud de las predicciones de inflacion en Rumania y Bulgaria usando simulaciones Monte Carlo y Bootstrap
Mihaela Simionescu
Revista de Metodos Cuantitativos para la Economia y la Empresa = Journal of Quantitative Methods for Economics and Business Administration     2014
Abstract

Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
Daniel Rosch and Harald Scheule
Journal of Risk & Insurance     2014
Abstract

Combining Forecasts with Missing Data: Making Use of Portfolio Theory
Bjorn Fastrich and Peter Winker
Computational Economics     2014
Abstract

Revisions in official data and forecasting
Valentina Raponi and Cecilia Frale
Statistical Methods and Applications     2014
Abstract

Forecast dispersion, dissenting votes, and monetary policy preferences of FOMC members: the role of individual career characteristics and political aspects
Stefan Eichler and Tom Lahner
Public Choice     2014
Abstract

A SEASONAL FUZZY TIME SERIES FORECASTING METHOD BASED ON GUSTAFSON-KESSEL FUZZY CLUSTERING
Faruk ALPASLAN and Ozge CAGCAG
Journal of Social and Economic Statistics     2012
Abstract

Accuracy and bias of experts’ adjusted forecasts
Vera Shanshan Lin, Paul Goodwin and Haiyan Song
Annals of Tourism Research     2014
Abstract

Solving the problems of new product forecasting
Kenneth B. Kahn
Business Horizons     2014
Abstract

THE ASSESSMENT OF FORECAST INTERVALS UNCERTAINTY FOR OIL PRICES
SIMIONESCU Mihaela
Studies in Business and Economics     2014
Abstract

Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts
Alexander Harin
Expert Journal of Economics     2014
Abstract

Uncertainty and the economy
Kevin L. Kliesen
The Regional Economist     2013
Abstract

Measuring economic uncertainty using the Survey of Professional Forecasters
Keith Sill
Business Review     2012
Abstract

Learning about Fiscal Multipliers from Growth Forecast Errors
Olivier J Blanchard and Daniel Leigh
IMF Economic Review     2014
Abstract

Using Relative Error Metrics to Improve Forecast Quality in the Supply Chain
Steve Morlidge
Foresight: The International Journal of Applied Forecasting     2014
Abstract

Forecast Uncertainty-Ex Ante and Ex Post: U.S. Inflation and Output Growth
Michael Peter Clements
Journal of Business & Economic Statistics     2014
Abstract

The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series
Miskiewicz-Nawrocka Monika
Folia Oeconomica Stetinensia     2014
Abstract

The predictive accuracy of credit ratings: Measurement and statistical inference
Walter Orth
International Journal of Forecasting     2012
Abstract

Asymmetric Realized Volatility Risk
David E. Allen, Michael McAleer and Marcel Scharth
Journal of Risk and Financial Management     2014
Abstract

Prediction in a spatial nested error components panel data model
Badi H. Baltagi and Alain Pirotte
International Journal of Forecasting     2014
Abstract

Forecasting with factor-augmented error correction models
Anindya Banerjee, Massimiliano Marcellino and Igor Masten
International Journal of Forecasting     2014
Abstract

Unpredictability in economic analysis, econometric modeling
and forecasting

David F. Hendry and Grayham E. Mizon
Journal of Econometrics     2014
Abstract

Forecast disagreement in the Survey of Professional Forecasters
Keith Sill
Business Review     2014
Abstract

Time scale evaluation of economic forecasts
Antonis A. Michis
Economics Letters     2014
Abstract

ДЛИНА «ГОРИЗОНТА БУДУЩЕГО»
КАК КРИТЕРИЙ ПРОГНОЗИРУЕМОСТИ ЭКОНОМИЧЕСКОГО ПРОЦЕССА

Боташева Фатима Борисовна
Вестник Адыгейского государственного университета. Серия 5: Экономика     2014
Abstract

An analysis of persistence in analyst's relative forecast accuracy
Andreas Simon
Applied Financial Economics     2014
Abstract

Forecasting House Prices in the United States
with Multiple Structural Breaks

Mahua Barari, Nityananda Sarkar, Srikanta Kundu and Kushal Banik Chowdhury
International Econometric Review (IER)     2014
Abstract

Efficient estimation of forecast uncertainty
based on recent forecast errors

Malte Knuppel
International Journal of Forecasting     2014
Abstract

Evaluating the accuracy of value-at-risk forecasts:
New multilevel tests

Arturo Leccadito, Simona Boffelli and Giovanni Urga
International Journal of Forecasting     2014
Abstract

A new error measure for forecasts
of household-level, high resolution electrical energy consumption

Stephen Haben, Jonathan Ward, Danica Vukadinovic Greetham, Colin Singleton and Peter Grindrod
International Journal of Forecasting     2014
Abstract

Measuring output gap nowcast uncertainty
Anthony Garratt, James Mitchell and Shaun P. Vahey
International Journal of Forecasting     2014
Abstract

Joint evaluation of the directional accuracy
of corporate executives' forecasts

Y. Tsuchiya
Applied Economics Letters     2013
Abstract

On the directional accuracy of survey forecasts:
the case of gold and silver

Ulrich Fritsche, Christian Pierdzioch, Jan-Christoph Rulke and Georg Stadtmann
Applied Economics Letters     2013
Abstract

On the accuracy of Federal Reserve forecasts of the saving rate
Hamid Baghestani
Applied Economics Letters     2013
Abstract

Energy Forecasting: Past, Present, and Future
Tao Hong
Foresight: The International Journal of Applied Forecasting     2014
Abstract

Do Forecasting Methods Reduce Avoidable Error?
Evidence from Forecasting Competitions

Steve Morlidge
Foresight: The International Journal of Applied Forecasting     2014
Abstract

Probability distributions or point predictions?
Survey forecasts of US output growth and inflation

Michael Peter Clements
International Journal of Forecasting     2014
Abstract

Forecast combinations under structural break uncertainty
Jing Tian and Heather M. Anderson
International Journal of Forecasting     2014
Abstract

Forecasting volatility with the realized range
in the presence of noise and non-trading

Karim Bannouh, Martin Martens and Dick van Dijk
The North American Journal of Economics and Finance     2013
Abstract

Uncertainty and the economy
Kevin L. Kliesen
The Regional Economist     2013
Abstract


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Metadata added/revised in 2013

Principles of Business Forecasting by Keith Ord, Robert Fildes
Wolfgang Polasek
International Statistical Review     2013
Abstract

Rational inattentiveness in a forecasting experiment
Henry Goecke, Wolfgang J. Luhan and Michael W.M. Roos
Journal of Economic Behavior & Organization     2013
Abstract

Inattentive professional forecasters
Philippe Andrade and Herve LE BIHAN
Journal of Monetary Economics     2013
Abstract

Fiscal forecast errors: Governments versus independent agencies?
Rossana Merola and Javier J. Perez Garcia
European Journal of Political Economy     2013
Abstract

New Directions in Managing the Forecasting Process
Chris Gray
Foresight: The International Journal of Applied Forecasting     2013
Abstract

Robust Forecast Methods and Monitoring during Structural Change
Jana Eklund, George Kapetanios and Simon Glover Price
Manchester School     2013
Abstract

Bad news bears: Effects of expected market volatility
on daily tracking error of leveraged bull and bear ETFs

Hunter Matthew Holzhauer, Xing Lu, Robert W. McLeod and Jamshid Mehran
Managerial Finance     2013
Abstract

Macroeconomic Forecasts Comparisons in Romania During the Crisis
Using New Methods of Assessing the Predictions Accuracy

Bratu (Simionescu) Mihaela
Ovidius University Annals, Economic Sciences Series     2012
Abstract

Analyzing fixed-event forecast revisions
Chia-Lin Chang, Bert de Bruijn, Philip Hans Franses and Michael McAleer
International Journal of Forecasting     2013
Abstract

Optimal forecasts in the presence of structural breaks
M Hashem Pesaran, Andreas Pick and Mikhail Pranovich
Journal of Econometrics     2013
Abstract

Forecasting a long memory process subject to structural breaks
Cindy Shin-Huei Wang, Luc Bauwens and Cheng Hsiao
Journal of Econometrics     2013
Abstract

Conditional predictive density evaluation in the presence of instabilities
Barbara Rossi and Tatevik Sekhposyan
Journal of Econometrics     2013
Abstract

Adaptive forecasting in the presence of recent
and ongoing structural change

Liudas Giraitis, George Kapetanios and Simon Glover Price
Journal of Econometrics     2013
Abstract

Wind power grouping forecasts and its uncertainty analysis
using optimized relevance vector machine

Jie Yan, Yongqian Liu, Shuang Han and Meng Qiu
Renewable and Sustainable Energy Reviews     2013
Abstract

Predicting forecast errors through joint observation
of earnings and revenue forecasts

Brian J. Henderson and Joseph M. Marks
Journal of Banking & Finance     2013
Abstract

The Forecasts Accuracy During the Economic Crisis
and Strategies to Improve it

Mihaela BRATU (SIMIONESCU)
Chapters of Financial Aspects of Recent Trends in the Global Economy book from ASERS Publishing     2013
Abstract

Development of Social and Economic Forecasting
and Ideas of A. Anchishkin

A. Klepach and G. Kuranov.
VOPROSY ECONOMIKI     2013
Abstract

ECONOMIC FORECAST QUALITY AND PUBLICATION LAGS
Nicholas Taylor
Manchester School     2013
Abstract

Epidemic forecasting with a new fuzzy regression equation
Wen-Yeh Hsieh and Ruey-Chyn Tsaur
Quality & Quantity: International Journal of Methodology     2013
Abstract

Modified Scheffe’s Prediction Bands
Anna Staszewska-Bystrova
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)     2013
Abstract

A Critical Evaluation of Computational Methods of Forecasting
Based on Fuzzy Time Series

Prateek Pandey, Shishir Kumar and Sandeep Srivastava
International Journal of Decision Support System Technology (IJDSST)     2013
Abstract

Forecast Rationality Tests Based on Multi-Horizon Bounds
Andrew Patton and Allan Timmermann
Journal of Business & Economic Statistics     2011
Abstract

Assessment of Consensus Forecasts Accuracy:
The Czech National Bank Perspective

Filip Novotny and Marie Rakova
Czech Journal of Economics and Finance     2011
Abstract

The Accuracy of Short-Term Forecast Combinations
Eleonora Granziera, Corinne Luu and Pierre St-Amant
Bank of Canada Review     2013
Abstract

Forecasting is difficult, especially about the future
Kristian Skrede Gleditsch and Michael D Ward
Journal of Peace Research     2013
Abstract

Appendix A: Summary of Key Forecast Assumptions
Dawn Holland
National Institute Economic Review     2013
Abstract

Accuracy of congestion pricing forecasts
Jonas Eliasson, Maria Borjesson, Dirk van Amelsfort, Karin Brundell-Freij and Leonid Engelson
Transportation Research Part A: Policy and Practice     2013
Abstract

How Good Is a "Good" Forecast?:
Forecast Errors and Their Avoidability

Steve Morlidge
Foresight: The International Journal of Applied Forecasting     2013
Abstract

Introduction of International Accounting Standards,
Disclosure Quality and Accuracy of Analysts' Earnings Forecasts

Martin Glaum, Jorg Baetge, Alexander Grothe and Tatjana Oberdorster
European Accounting Review     2013
Abstract

Measuring forecasting accuracy:
The case of judgmental adjustments to SKU-level demand forecasts

Andrey Davydenko and Robert Fildes
International Journal of Forecasting     2013
Abstract

On the use of cross-sectional measures of forecast uncertainty
Ciaran Driver, Lorenzo Trapani and Giovanni Urga
International Journal of Forecasting     2013
Abstract

Does local news matter to investors?
Shreesh Deshpande and Marko Svetina
Managerial Finance     2011
Abstract

Energy Consumption under Uncertainty: Methodical Approach
T.V.Galperova (galper@isem.sei.irk.ru) Region: Economics and Sociology     2013
Abstract

Forecasting tender price index under incomplete information
P H K Ho
Journal of the Operational Research Society     2013
Abstract

Future states forecasting under uncertainty
by using non-deterministic conditional relations

Juliusz L. Kulikowski
International Journal of Data Analysis Techniques and Strategies     2012
Abstract

Effect of increasing the forecast horizon
on correlation between forecasted returns and actual returns:
an empirical analysis

Vivek Raj Rastogi and Joydip Dhar
International Journal of Accounting and Finance     2012
Abstract

Fiscal sustainability and the accuracy of macroeconomic forecasts:
Do supranational forecasts rather than
government forecasts make a difference?

Carlos Fonseca Marinheiro
International Journal of Sustainable Economy     2011
Abstract

Synergy of chaos theory and artificial neural networks
in chaotic time series forecasting

Muhammad Ardalani-Farsa and Saeed Zolfaghari
International Journal of Applied Management Science     2011
Abstract

Uncertainty and the economy
Kevin L. Kliesen
The Regional Economist     2013
Abstract

A Fuzzy Group Forecasting Model Based on Least Squares
Support Vector Machine (LS-SVM) for Short-Term Wind Power

Qian Zhang, Kin Keung Lai, Dongxiao Niu, Qiang Wang and Xuebin Zhang
Energies     2012
Abstract

Forecasting U.S. Output Growth with Non-Linear Models
in the Presence of Data Uncertainty

Michael Peter Clements
Studies in Nonlinear Dynamics & Econometrics     2012
Abstract

A new approach to predicting analyst forecast errors:
Do investors overweight analyst forecasts?

Eric C. So
Journal of Financial Economics     2013
Abstract

Russian Science and Technology Foresight – 2030:
Key Features and First Results

Alexander Sokolov and Alexander Chulok
HSE Journals     2012
Abstract

Keynes's Hundred Year Forecast
Mike Sharpe
Challenge     2013
Abstract

Large-change forecast accuracy: Reanalysis of M3-Competition data
using receiver operating characteristic analysis

Wilpen L. Gorr and Matthew J. Schneider
International Journal of Forecasting     2013
Abstract

Growth Forecast Errors and Fiscal Multipliers
Olivier J. Blanchard and Daniel Leigh
American Economic Review     2013
Abstract

Forecasting Errors: Yet more Problems for Identification?
Contini Bruno
Economia politica     2011
Abstract

The Crisis in Economic Theory
Alan P. Kirman
Rivista italiana degli economisti     2011
Abstract

Multivariate forecasting of road traffic flows
in the presence of heteroscedasticity and measurement errors

Osvaldo Anacleto, Catriona Queen and Casper J. Albers
Journal of the Royal Statistical Society Series C     2013
Abstract

When Black Swans Aren't: On Better Recognition, Assessment,
and Forecasting of Large Scale, Large Impact, and Rare Event Change

Guntram Fritz Albin Werther
Risk Management and Insurance Review     2013
Abstract

Estimation and Prediction Tests of Cash Flow Forecast Accuracy
Choong?Yuel Yoo and Jinhan Pae
Journal of Forecasting     2013
Abstract

Can analyst predict stock market crashes?
Terence T. L. Chong and Xiaolei Wang
Economics Bulletin     2013
Abstract

The theorem of existence of ruptures in the probability scale
Alexander Harin
Economics Bulletin     2010
Abstract

How to Separate Risk from Uncertainty in Strategic Forecasting
Christian SchSfer
Foresight: The International Journal of Applied Forecasting     2013
Abstract

Does noncausality help in forecasting economic time series?
Henri Nyberg, Markku Lanne and Erkka Saarinen
Economics Bulletin     2012
Abstract

A new approach for evaluating economic forecasts
Tara M. Sinclair, Herman O. Stekler and Warren Carnow
Economics Bulletin     2012
Abstract

Scattered Fiscal Forecasts
Georg Stadtmann, Christian Pierdzioch and Jan Ruelke
Economics Bulletin     2011
Abstract

Break-even inflation rate and the risk premium:
an alternative approach to the VAR models in forecasting the CPI

Joao Caldeira and Luiz Furlani
Economics Bulletin     2011
Abstract

A Case-Based Model of Probability and Pricing Judgments:
Biases in Buying and Selling Uncertainty

Lyle A. Brenner, Dale W. Griffin and Derek J. Koehler
Management Science     2012
Abstract

Investor Sentiment and Analysts' Earnings Forecast Errors
Paul Hribar and John McInnis
Management Science     2012
Abstract

Adaptive And Rational Expectations Hypotheses:
Reviewing The Critiques

Lyman Mlambo
The International Journal of Economic Behavior - IJEB     2012
Abstract

Bayesian Value-at-Risk and expected shortfall forecasting
via the asymmetric Laplace distribution

Qian Chen, Richard Gerlach and Zudi Lu
Computational Statistics & Data Analysis     2012
Abstract

Long memory and nonlinearities in realized volatility:
A Markov switching approach

Davide Raggi and Silvano Bordignon
Computational Statistics & Data Analysis     2012
Abstract

Preface Book Title: Lectures on Behavioral Macroeconomics
Paul De Grauwe
Introductory Chapters from Princeton University Press     2012
Abstract

Facts, Factors, and Questions Book Title:
Yield Curve Modeling and Forecasting:
The Dynamic Nelson-Siegel Approach

Francis X. Diebold and Glenn D. Rudebusch
Introductory Chapters from Princeton University Press     2012
Abstract

Atlantic hurricane forecast: a statistical analysis
Siamak Daneshvaran and Maryam Haji
Journal of Risk Finance     2013
Abstract

Information and Prediction Criteria in Selecting the Forecasting Model
Mariola Pilatowska
Dynamic Econometric Models     2011
Abstract

Do corporate executives have accurate predictions for the economy?
A directional analysis

Yoichi Tsuchiya
Economic Modelling     2013
Abstract

Macro-expectations, aggregate uncertainty, and expected term premia
Christian David Dick, Maik Schmeling and Andreas Schrimpf
European Economic Review     2013
Abstract

Forecasting the size premium over different time horizons
Valeriy Zakamulin
Journal of Banking & Finance     2013
Abstract

Analyst Forecasting Errors in REITs
Haiwei Chen, Ansley Chua and Changha Jin
International Real Estate Review     2013
Abstract

Lectures on Behavioral Macroeconomics
Paul De Grauwe
Economics Books from Princeton University Press     2012
Abstract

VAR Estimation and Forecasting When Data Are Subject to Revision
N Kundan Kishor and Evan F. Koenig
Journal of Business & Economic Statistics     2012
Abstract

Do statistical forecasting models for SKU-level data
benefit from including past expert knowledge?

Philip Hans Franses and Rianne Legerstee
International Journal of Forecasting     2013
Abstract

Comparing forecast accuracy: A Monte Carlo investigation
Fabio Busetti and Juri Marcucci
International Journal of Forecasting     2013
Abstract

Combining expert forecasts: Can anything beat the simple average?
Veronique Genre, Geoff Kenny, Aidan Meyler and Allan Timmermann
International Journal of Forecasting     2013
Abstract

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Metadata added/revised in 2012

Improving the accuracy of consensus forecasts for the EURO area
Bratu (Simionescu), Mihaela
Review of Applied Socio-Economic Research     2012
Abstract

The new approaches in econometric research of financial markets.
Distributed volatility

V. . Tinyakova
Review of Applied Socio-Economic Research     2012
Abstract

Measuring economic uncertainty
using the Survey of Professional Forecasters

Keith Sill
Business Review     2012
Abstract

Forecasting the Bankruptcy Risk
on the Example of Romanian Enterprises

VINTILA Georgeta and Georgia Maria TOROAPA
Romanian Statistical Review Supplement     2012
Abstract

My Life in Finance
Eugene F. Fama
Annual Review of Financial Economics     2011
Abstract

A methodology for probabilistic model-based prognosis
A. Lorton, M. Fouladirad and A. Grall
European Journal of Operational Research     2013
Abstract

Testing forecasting model versatility
Nicholas Taylor
Economics Letters     2012
Abstract

Key Performance Indicators
and Analysts' Earnings Forecast Accuracy:
An Application of Content Analysis

Alireza Dorestani and Zabihollah Rezaee     2011
Abstract

Using inferred probabilities
to measure the accuracy of imprecise forecasts

Paul Lehner, Avra Michelson, Leonard Adelman and Anna Goodman
Judgment and Decision Making     2012
Abstract

On the forecasting accuracy of multivariate GARCH models
Sebastien Laurent, Jeroen V. K. Rombouts and Francesco Violante
Journal of Applied Econometrics     2012
Abstract

Break Detectability
and Mean Square Forecast Error Ratios
for Selecting Estimation Windows

Hildegart Ahumada
Journal of Forecasting     2012
Abstract

The Accuracy of Non?traditional
versus Traditional Methods of Forecasting Lumpy Demand

Somnath Mukhopadhyay, Adriano O. Solis and Rafael S. Gutierrez
Journal of Forecasting     2012
Abstract

A Century of Inflation Forecasts
D'Agostino, Antonello and Paolo Surico
The Review of Economics and Statistics     2012
Abstract

Election forecasting under opaque conditions:
A model for Francophone Belgium, 1981–2010

Ruth Dassonneville and Marc Hooghe
International Journal of Forecasting     2012
Abstract

Forecast errors and inventory performance
under forecast information sharing

Mohammad M. Ali, John E. Boylan and Aris A. Syntetos
International Journal of Forecasting     2012
Abstract

Why Should I Trust Your Forecasts?
M. Sinan Gonul, Dilek Onkal and Paul Goodwin
Foresight: The International Journal of Applied Forecasting     2012
Abstract

Two Notable New Forecasting Texts:
Principles of Business Forecasting
by Keith Ord & Robert Fildes Forecasting:
Principles and Practice by Rob Hyndman & George Athanasopoulos

Stephan Kolassa
Foresight: The International Journal of Applied Forecasting     2012
Abstract

Point and interval forecasts of age-specific life expectancies
Han Lin Shang
Demographic Research     2012
Abstract

Ups and downs of economics and econophysics — Facebook forecast
Nenad Gajic and Ljuba Budinski-Petkovic
Physica A: Statistical Mechanics and its Applications     2012
Abstract

Fundamentals, forecast combinations
and nominal exchange-rate predictability

Jyh-Lin Wu and Yi-Chiuan Wang
International Review of Economics & Finance     2013
Abstract

Probabilistic forecasts of volatility and its risk premia
Worapree Maneesoonthorn, Gael Margaret Martin, Catherine Scipione Forbes and Simone D. Grose
Journal of Econometrics     2012
Abstract

On the forecast accuracy and consistency
of exchange rate expectations: the Spanish PwC Survey

Simon Sosvilla-Rivero and Maria del Carmen Ramos-Herrera
Applied Economics Letters     2013
Abstract

Currency crises, uncertain fundamentals and private-sector forecasts
Jan-Christoph Rulke and Christian Pierdzioch
Applied Economics Letters     2013
Abstract

The Oxford handbook of economic forecasting
Yiannis Kamarianakis
Journal of Applied Statistics     2012
Abstract

Nonlinear Adjustments of Volatility Expectations to Forecast Errors:
Evidence from Markov-Regime Switches in Implied Volatility

Kazuhiko Nishina, Nabil Maghrebi and Mark J. Holmes
Review of Pacific Basin Financial Markets and Policies (RPBFMP)     2012
Abstract

Uncertainty of USA GDP Forecasts
Determined by The Variables Aggregation

Mihaela Bratu
Romanian Economic Journal     2011
Abstract

Composite and Outlook Forecast Accuracy
Evelyn V. Colino, Scott H. Irwin, Philip Garcia and Xiaoli Etienne
Journal of Agricultural and Resource Economics     2012
Abstract

Beyond point forecasting:
Evaluation of alternative prediction intervals
for tourist arrivals

Jae Hoon Kim, Kevin Wong, George Athanasopoulos and Shen Liu
International Journal of Forecasting     2011
Abstract

Economic outlook and monetary policy
Charles . Plosser
Monograph     2012
Abstract

Markov Breaks in Regression Models
Aaron Smith
Journal of Time Series Econometrics     2012
Abstract

THE BUILDING OF FORECASTS INTERVALS
BRATU Mihaela
The USV Annals of Economics and Public Administration     2012
Abstract

Explaining dispersion in foreign exchange expectations:
A heterogeneous agent approach

Ron Jongen, Willem F.C. Verschoor, Christian C.P. Wolff and Remco Zwinkels
Journal of Economic Dynamics and Control     2012
Abstract

Robust forecast combinations
Xiaoqiao Wei and Yuhong Yang
Journal of Econometrics     2012
Abstract

Bias correction and out-of-sample forecast accuracy
Hyeongwoo Kim and Nazif Durmaz
International Journal of Forecasting     2012
Abstract

A new measure of earnings forecast uncertainty
Xuguang Sheng and Maya Thevenot
Journal of Accounting and Economics     2012
Abstract

Mean absolute percentage error and bias in economic forecasting
Jordi Mckenzie
Economics Letters     2012
Abstract

Advances in Economic Forecasting
Matthew L. Higgins
Books from Upjohn Press from W.E. Upjohn Institute for Employment Research     2012
Abstract

A fuzzy integrated logical forecasting (FILF) model
of time charter rates in dry bulk shipping:
A vector autoregressive design of fuzzy time series
with fuzzy c-means clustering

Emrah Bulut, Okan Duru and Shigeru Yoshida
Maritime Economics and Logistics     2012
Abstract

On the uncertainty and risks of macroeconomic forecasts:
combining judgements with sample and model information

Maximiano Pinheiro and Paulo Esteves
Empirical Economics     2012
Abstract

Understanding forecast failure of ESTAR models
of real exchange rates

Daniel Buncic
Empirical Economics     2012
Abstract

Initial conditions estimation
for improving forecast accuracy in exponential smoothing

E. Vercher, A. Corberan-Vallet, J. Segura and J. Bermudez
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research     2012
Abstract

Modelling the Errors of EIA’s Oil Prices
and Production Forecasts by the Grey Markov Model

Gholam Hossein Hasantash, Hamidreza Mostafaei and Shaghayegh Kordnoori
International Journal of Economics and Financial Issues     2012
Abstract

Forecasting Errors: Yet More Problems for Identification?
Contini Bruno
Economia politica     2011
Abstract

Our Best Worst Forecasting Mistakes
Joe Smith and Simon Clarke
Foresight: The International Journal of Applied Forecasting     2012
Abstract

Fourier volatility forecasting
with high-frequency data and microstructure noise

Emilio Barucci, Davide Magno and Maria Elvira Mancino
Quantitative Finance     2012
Abstract

Semiparametric forecast intervals
Jason J. Wu
Journal of Forecasting     2012
Abstract

The Oxford Handbook of Economic Forecasts
Alastair R. Hall
Journal of Time Series Analysis     2012
Abstract

Inflation Volatility and Forecast Accuracy
Jamie Hall and Jarkko P. Jaaskela
Australian Economic Review     2011
Abstract

What Can Survey Forecasts Tell Us
about Information Rigidities?

Olivier Coibion and Yuriy Gorodnichenko
Journal of Political Economy     2012
Abstract

Evaluating value-at-risk models
before and after the financial crisis of 2008:
International evidence

Stavros Degiannakis, Christos Floros and Alexandra Livada
Managerial Finance     2012
Abstract

Learning in a Medium-Scale DSGE Model
with Expectations Based on Small Forecasting Models

Sergey Slobodyan and Raf Wouters
American Economic Journal: Macroeconomics     2012
Abstract

CEO stock options and analysts’ forecast accuracy and bias
Kiridaran Kanagaretnam, Gerald Lobo and Robert Mathieu
Review of Quantitative Finance and Accounting     2012
Abstract

The prediction of inflation in Romania in uncertainty conditions
BRATU Mihaela
EuroEconomica     2012
Abstract

The Forecasting Process: Guiding Principles,
Preview to the Commentaries

Len Tashman
Foresight: The International Journal of Applied Forecasting     2012
Abstract

The Morlidge Guiding Principles
vs. Armstrong's Principles of Forecasting

Peter Catt
Foresight: The International Journal of Applied Forecasting     2012
Abstract

The Role of Growth Slowdowns and Forecast Errors
in Public Debt Crises

William Easterly
NBER Chapters from National Bureau of Economic Research, Inc     2012
Abstract

HEURISTIC BIVARIATE FORECASTING MODEL OF MULTI-ATTRIBUTE
FUZZY TIME SERIES BASED ON FUZZY CLUSTERING

Guofang Nan, Shuaiyin Zhou, Jisong Kou and Minqiang Li
International Journal of Information Technology & Decision Making (IJITDM)     2012
Abstract

Sustainable social environment: fuzzy assessment and forecasting
N.A. Abdullayeva
Fuzzy Economic Review     2011
Abstract

Henderson?Trending of Macroeconomic Variables
and Forecasting Accuracy

Liam John Anthony Lenten
Journal of Forecasting     2012
Abstract

Forecast accuracy and effort: The case of US inflation rates
Nicholas Taylor
Journal of Forecasting     2011
Abstract

Advances in Economic Forecasting
Matthew L. Higgins
Books from Upjohn Press from W.E. Upjohn Institute for Employment Research     2011
Abstract

Metadata added/revised in 2011

Is accurate forecasting of economic systems possible?
Irene Scher and Jonathan Koomey
Climatic Change     2011
Abstract

Application of fuzzy regression on air cargo volume forecast
Tsung-Yu Chou, Gin-Shuh Liang and Tzeu-Chen Han
Quality & Quantity: International Journal of Methodology     2011
Abstract

Traffic forecasts under uncertainty and capacity constraints
Anna Matas, Josep-Lluis Raymond and Adriana Ruiz
Transportation     2012
Abstract

Relative accuracy of analysts’ earnings forecasts over time:
a Markov chain analysis

Derann Hsu and Cheng-Huei Chiao
Review of Quantitative Finance and Accounting     2011
Abstract

THE ASSESSEMENT OF UNCERTAINTY IN PREDICTIONS
DETERMINED BY THE VARIABLES AGGREGATION

Mihaela Bratu
Annales Universitatis Apulensis Series Oeconomica     2011
Abstract

The Forecasting Process: Guiding Principles Part 2
Steve Morlidge
Foresight: The International Journal of Applied Forecasting     2011
Abstract

High on Complexity, Low on Evidence:
Are Advanced Forecasting Methods Always as Good as They Seem?

Paul Goodwin
Foresight: The International Journal of Applied Forecasting     2011
Abstract

A “Softer” Approach to the Measurement of Forecast Accuracy
John Boylan
Foresight: The International Journal of Applied Forecasting     2011
Abstract

Making and Evaluating Point Forecasts
Tilmann Gneiting
Journal of the American Statistical Association     2011
Abstract

Forecast Combination Across Estimation Windows
M Hashem Pesaran and Andreas Pick
Journal of Business & Economic Statistics     2011
Abstract

Fuzzy-neural model with hybrid market indicators for stock forecasting
A.A. Adebiyi, C.K. Ayo and S.O. Otokiti
International Journal of Electronic Finance     2011
Abstract

Synergy of chaos theory and artificial neural networks
in chaotic time series forecasting

Muhammad Ardalani-Farsa and Saeed Zolfaghari
International Journal of Applied Management Science     2011
Abstract

Inflation Forecast Errors in the Czech Republic
BabeckA?, Jan and Podpiera, JiA?A­
Eastern European Economics     2011
Abstract

Discussion of Why Do EPS Forecast Error and Dispersion
Not Vary with Scale?
Implications for Analyst and Managerial Behavior

Ryan T. Ball
Journal of Accounting Research     2011
Abstract

Serial Correlation in Management Earnings Forecast Errors
Guojin Gong, Laura Y. Li and Jeff J. Wang
Journal of Accounting Research     2011
Abstract

Testing for the usefulness of forecasts
Eric S. Lin, Chou, Ping?Hung and Chou, Ta?Sheng
Journal of Forecasting     2011
Abstract

Do Publicly Signalled Earnings Management Incentives Affect
Analyst Forecast Accuracy?

Mark Wilson and Yi (ava) Wu
Abacus     2011
Abstract

Forecast accuracy and uncertainty in applied econometrics:
a recommendation of specific-to-general predictor selection

Helmut Herwartz
Empirical Economics     2011
Abstract

Forecasting Errors: Yet More Problems for Identification?
Bruno Contini
Economia Politica     2011
Abstract

The Forecasting Process: Guiding Principles
Steve Morlidge
Foresight: The International Journal of Applied Forecasting     2011
Abstract

How accurate are government forecasts of economic fundamentals?
The case of Taiwan

Chia-Lin Chang, Philip Hans Franses and Michael McAleer
International Journal of Forecasting     2011
Abstract

Forecasting comparison between two nonlinear models:
fuzzy regression versus SETAR

Hui Feng
Applied Economics Letters     2011
Abstract

Understanding models' forecasting performance
Barbara Rossi and Tatevik Sekhposyan
Journal of Econometrics     2011
Abstract

Predicting versus testing: a conditional cross?forecasting
accuracy measure for hypothetical bias

Dmitriy Volinskiy, Wiktor Adamowicz and Michele Veeman
Australian Journal of Agricultural and Resource Economics     2011
Abstract

Improving the accuracy of outlook price forecasts
Evelyn V. Colino, Scott H. Irwin and Philip Garcia
Agricultural Economics     2011
Abstract

Shocks and the economic outlook
Kenneth Beauchemin
Economic Commentary     2011
Abstract

Incorporating uncertainties into economic forecasts:
an application to forecasting economic activity in Croatia

Dario Rukelj and Barbara Ulloa
Financial Theory and Practice     2011
Abstract

The Oxford Handbook of Economic Forecasting
Michael Peter Clements and David F. Hendry
OUP Catalogue from Oxford University Press     2011
Abstract

Moment tests for density forecast evaluation
in the presence of parameter estimation uncertainty

Chen, Yi?Ting
Journal of Forecasting     2011
Abstract

Nonparametric analysis of stochastic systems
with nonlinear functional heterogeneity

Vladimir Malugin and Mikhail Vasilkov
Applied Econometrics     2011
Abstract

Forecasting Nonlinear Aggregates
and Aggregates with Time-varying Weights

Helmut Luetkepohl
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)     2011
Abstract

Information or Institution?
On the Determinants of Forecast Accuracy

Roland Doehrn and Christoph M. Schmidt
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)     2011
Abstract

Realized volatility forecasting
and market microstructure noise

Torben G. Andersen, Tim Bollerslev and Nour Meddahi
Journal of Econometrics     2011
Abstract

Forecasting with equilibrium-correction models
during structural breaks

Jennifer L. Castle, Nich     2010
Abstract

Commentary on Forecast Error vs. Forecast Accuracy
Mark Little
Foresight: The International Journal of Applied Forecasting     2011
Abstract

Commentary on Forecast Error vs. Forecast Accuracy
Jim Hoover
Foresight: The International Journal of Applied Forecasting     2011
Abstract

Assessing the accuracy of business level forecasts
Pete Brodie, Tullio Buccellato and Eric Michael Scheffel
Economic and Labour Market Review     2011
Abstract

Target Price Accuracy
Alexander G. Kerl
BuR - Business Research     2011
Abstract

Forecasting Future Technology
Roy L. Pearson
Foresight: The International Journal of Applied Forecasting     2011
Abstract

The crisis in economic theory
Alan Kirman
Rivista Italiana degli Economisti     2011
Abstract

Assessing Uncertainty in New-Product Forecasts
Nick Guthrie and Des Markland
Foresight: The International Journal of Applied Forecasting     2010
Abstract

Forecast Process Design: Part 2,
The Forecast Reliability Assurance Model (FRAM)

Joe Smith
Foresight: The International Journal of Applied Forecasting     2010
Abstract

Book Review of “The Business Forecasting Deal:
Exposing Myths, Eliminating Bad Practices,
Providing Practical Solutions” by Michael Gilliland

Ulrich Kusters
Foresight: The International Journal of Applied Forecasting     2010
Abstract

The Boundaries of Quantitative Forecasting Methods:
Respecting the Limits of Determinism

Adam Gordon
Foresight: The International Journal of Applied Forecasting     2010
Abstract

A Systems Approach to Forecasting
David Orrell and Patrick Eugene McSharry
Foresight: The International Journal of Applied Forecasting     2009
Abstract

Forecasting Sharp Changes
Roy Batchelor
Foresight: The International Journal of Applied Forecasting     2009
Abstract

Taking Stock: Assessing the True Cost of Forecast Errors
Paul Goodwin
Foresight: The International Journal of Applied Forecasting     2009
Abstract

Quantifying costs of forecast errors:
A case study of the warehouse environment

Nada R. Sanders and Gregory A. Graman
Omega     2009
Abstract

FORECASTING IN FUZZY SYSTEMS
Hsiao-Fan Wang and Ruey-Chyn Tsaur
International Journal of Information Technology & Decision Making (IJITDM)     2011
Abstract

Seemingly unrelated regressions with spatial error components
Badi Baltagi and Alain Pirotte
Empirical Economics     2011
Title

Error analysis of short term wind power prediction models
Maria Grazia De Giorgi, Antonio Ficarella and Marco Tarantino
Applied Energy     2011
Abstract

Long-term macroeconometric models: The case of Poland
Wladyslaw Welfe
Economic Modelling     2011
Abstract

The appeal of vague financial forecasts
Ning Du, David V. Budescu, Marjorie K. Shelly and Thomas C. Omer
Organizational Behavior and Human Decision Processes     2011
Abstract

The role of the forecasting process
in improving forecast accuracy and operational performance

Pamela Danese and Matteo Kalchschmidt
International Journal of Production Economics     2011
Abstract

Role of forecast effort on supply chain profitability
under various information sharing scenarios

Xiaowei Zhu, Samar K. Mukhopadhyay and Xiaohang Yue
International Journal of Production Economics     2011
Abstract

Evaluation of forecasting error measurements and techniques
for intermittent demand

Peter Wallstrom and Anders Segerstedt
International Journal of Production Economics     2010
Abstract

Combining probability forecasts
Michael Peter Clements and David . Harvey
International Journal of Forecasting     2011
Abstract

Shrinkage estimation of semiparametric multiplicative error models
Christian T. Brownlees and Giampiero M. Gallo
International Journal of Forecasting     2011
Abstract

Accuracy, unbiasedness and efficiency
of professional macroeconomic forecasts:
An empirical comparison for the G7

Jonas Dovern and Johannes Weisser
International Journal of Forecasting     2011
Abstract

Forecasting accuracy of wind power technology
diffusion models across countries

Alessandra Dalla Valle and Claudia Furlan
International Journal of Forecasting     2011
Abstract

Influence of differentiated roles on group forecasting accuracy
Dilek Onkal, Michael Lawrence and K. Zeynep SayIm
International Journal of Forecasting     2011
Abstract

The predictive validity of peer review:
A selective review of the judgmental forecasting qualities of peers,
and implications for innovation in science

Wim G.G. Benda and Tim C.E. Engels
International Journal of Forecasting     2011
Abstract

The informativeness of analyst forecast revisions
and the valuation of R&D-intensive firms

Yuan Huang and Guochang Zhang
Journal of Accounting and Public Policy     2011
Abstract

Combining forecasts - forty years later
Kenneth F. Wallis
Applied Financial Economics     2011
Abstract

Forecasting construction tender price index
in Hong Kong using vector error correction model

James Wong and S. Thomas Ng
Construction Management & Economics     2010
Abstract

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Metadata added/revised in 2010

The next 100 years: a forecast for the 21st century
Juan Fernando Palacio
Revista de Economia Institucional     2010
Title

An Utility-Based Diffusion Model Applied to the Digital Camera Case
Yair Orbach and Gila E. Fruchter
Review of Marketing Science     2010
Abstract

Australian evidence on the accuracy of analysts' expectations:
The value of consensus and timeliness
prior to the earnings announcement

Xiaomeng Chen
Accounting Research Journal     2010
Abstract

Metropolitan Maquiladora Econometric Forecast Accuracy
Thomas Fullerton and George Novela
Journal for Economic Forecasting     2010
Abstract

Do forecasts improve over time?:
A case study of the accuracy of sales forecasting
at a German car manufacturer

Robert Rieg
International Journal of Accounting and Information Management     2010
Abstract

To Combine Forecasts or to Combine Information?
Huiyu Huang and Tae-Hwy Lee
Econometric Reviews     2010
Abstract

Forecasting the 10?year US treasury rate
Hamid Baghestani
Journal of Forecasting     2010
Abstract

Neural network-based fuzzy auto-regressive models
of different orders to forecast Taiwan stock index

Tiffany Hui-Kuang Yu, Kun-Huang Huarng and Rapon Rianto
International Journal of Economics and Business Research     2009
Abstract

Forecast Evaluation of Explanatory Models
of Financial Variability

Genaro Sucarrat
Economics - The Open-Access, Open-Assessment E-Journal     2009
Abstract

Modeling Jump and Continuous Components
in the Volatility of Oil Futures

Tseng-Chan Tseng, Huimin Chung and Chin-Sheng Huang
Studies in Nonlinear Dynamics & Econometrics     2009
Abstract

Asymmetric Conditional Volatility Models:
Empirical Estimation and Comparison of Forecasting Accuracy

Dumitru Miron and Cristiana Tudor
Journal for Economic Forecasting     2010
Abstract

Forecast Precision and Portfolio Performance
Alex Kane
Journal of Financial Econometrics     2010
Abstract

Biased Estimation in a Simple Extension
of a Standard Error Correction Model

Christian Muller
Swiss Journal of Economics and Statistics (SJES)     2009
Abstract

On the accuracy of Federal Reserve forecasts
of the budget deficit-output ratio

Hamid Baghestani
Applied Economics Letters     2010
Abstract

Forecasting accuracy of stochastic volatility,
GARCH and EWMA models under different volatility scenarios

Jie Ding and Nigel Meade
Applied Financial Economics     2010
Abstract

Forecasting with quantitative methods:
the impact of special events in time series

Konstantinos Nikolopoulos
Applied Economics     2010
Abstract

Cognitive determinants of affective forecasting errors
Michael Hoerger, Stuart W. Quirk, Richard E. Lucas and Thomas H. Carr
Judgment and Decision Making     2010
Abstract

Long memory versus structural breaks
in modeling and forecasting realized volatility

Kyongwook Choi, Wei-Choun Yu and Eric Zivot
Journal of International Money and Finance     2010
Abstract

Predicting the signs of forecast errors
Nazaria Solferino and Robert Waldmann
Journal of Forecasting     2010
Abstract

Measuring the forecasting accuracy of models:
evidence from industrialised countries

Athanasios Koulakiotis and Apostolos Dasilas
International Journal of Monetary Economics and Finance     2009
Abstract

Testing for predictive ability in the presence
of structural breaks (in Russian)

Pavel Yaskov
Quantile     2010
Abstract

Can the Fed predict the state of the economy?
Tara M. Sinclair, Fred Joutz and Herman O. Stekler
Economics Letters     2010
Abstract

Explanations of the inconsistencies
in survey respondents' forecasts

Michael Peter Clements
European Economic Review     2010
Abstract

Estimating time variation in measurement error from data revisions:
an application to backcasting and forecasting in dynamic models

George Kapetanios and Anthony Yates
Journal of Applied Econometrics     2010
Abstract

Statistics, Econometrics and Forecasting
Arnold Zellner
Cambridge Books from Cambridge University Press     2004
Abstract

Combining forecast densities from VARs
with uncertain instabilities

Anne Sofie Jore, James Mitchell and Shaun P. Vahey
Journal of Applied Econometrics     2010
Abstract

Measuring forecast uncertainty by disagreement:
The missing link

Kajal Lahiri and Xuguang Sheng
Journal of Applied Econometrics     2010
Abstract

Forecast comparisons in unstable environments
Raffaella Giacomini and Barbara Rossi
Journal of Applied Econometrics     2010
Abstract

Forecast uncertainty:
sources, measurement and evaluation

Matteo Ciccarelli and Kirstin Hubrich
Journal of Applied Econometrics     2010
Abstract

Evaluating long term forecasts
George M. Lady
Energy Economics     2010
Abstract

The hot-growth companies: How well do analysts
predict their performance?

Susana Yu, Richard A. Lord and Gwendolyn Webb
Journal of Economics and Business     2010
Abstract

Do forecasts expressed as prediction intervals
improve production planning decisions?

Paul Goodwin, Dilek Onkal and Mary Thomson
European Journal of Operational Research     2010
Abstract

Forecast accuracy and economic gains from Bayesian model
averaging using time-varying weights

Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman K. van Dijk and Marno Verbeek
Journal of Forecasting     2010
Abstract

Do experts' adjustments on model-based SKU-level forecasts
improve forecast quality?

Philip Hans Franses and Rianne Legerstee
Journal of Forecasting     2010
Abstract

Averaging forecasts from VARs with uncertain instabilities
Todd Clark and Michael McCracken
Journal of Applied Econometrics     2010
Abstract

Fuzzy adaptive decision-making for boundedly rational traders
in speculative stock markets

Stelios Bekiros
European Journal of Operational Research     2010
Abstract

Assessing the Accuracy of Event Forecasts
Ching-Chuan Tsong
Journal of Economics and Management     2009
Abstract

Forecast mean squared error reductionin the VAR(1) process
J. Fredrik Lindstrom and H. E. T. Holgersson
Journal of Applied Statistics     2009
Abstract

The uncertain economic outlook and the policy responses
Janet L. Yellen
Speech     2009
Abstract

News about the future and economic fluctuations
Keith Sill
Business Review     2009
Abstract

State of the art of inflation targeting
Gill Hammond
Handbooks from Centre for Central Banking Studies, Bank of England     2009
Abstract

Earnings guidance and market uncertainty
Jonathan L. Rogers, Douglas J. Skinner and Andrew Van Buskirk
Journal of Accounting and Economics     2009
Abstract

Decision making and planning under low levels of predictability
Spyros Makridakis and Nassim Taleb
International Journal of Forecasting     2009
Abstract

Forecasting and uncertainty in the economic and business world
Spyros Makridakis, Robin Miles Hogarth and Anil Gaba
International Journal of Forecasting     2009
Abstract

Living in a world of low levels of predictability
Spyros Makridakis and Nassim Taleb
International Journal of Forecasting     2009
Abstract

Modeling and forecasting stock return volatility
using a random level shift model

Yang K. Lu and Pierre Perron
Journal of Empirical Finance     2010
Abstract

How reliable are forecasts of GDP growth and inflation
for countries with limited coverage?

Libor Krkoska and Utku Teksoz
Economic Systems     2009
Abstract

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Metadata added/revised in 2009

Efficient estimation of forecast uncertainty
based on recent forecast errors

Malte Knuppel
Deutsche Bundesbank, Research Centre     2009
Abstract

Forecast Evaluation of Explanatory Models of Financial Variability
Genaro Sucarrat
Economics - The Open-Access, Open-Assessment E-Jou...     2009
Abstract

A Note on Updating Forecasts
When New Information Arrives between Two Periods

Pu Chen
Kiel Institute for the World Economy     2009
Abstract

Decomposing Federal Funds Rate forecast uncertainty
using real-time data

Martin Mandler
Philipps-Universitat Marburg, Faculty of Business ...     2009
Abstract

Comparing the Predictive Accuracy of Macroeconomic Forecasts
for Austria from 1998 to 2006

Christian Ragacs and Martin Schneider
Monetary Policy & the Economy     2007
Abstract

Measuring Forecast Uncertainty by Disagreement: The Missing Link
Kajal Lahiri and Xuguang Sheng
University at Albany, SUNY, Department of Economic...     2009
Abstract

Has the Economy Become More Predictable?
Changes in Greenbook Forecast Accuracy

Peter Tulip
Journal of Money, Credit and Banking     2009
Abstract

Pooling forecasts in linear rational expectations models
Gregor W. Smith
Journal of Economic Dynamics and Control     2009
Abstract

Can We Obtain Valid Benchmarks
from Published Surveys of Forecast Accuracy?

Stephen Kolassa
Foresight: The International Journal of Applied Fo...     2008
Abstract

Measuring Improvement in Forecast Accuracy: A Case Study
Robert Rieg
Foresight: The International Journal of Applied Fo...     2008
Abstract

Does information uncertainty affect investors' responses
to analysts' forecast revisions?
An investigation of accounting restatements

Ran R. Barniv and Jian Cao
Journal of Accounting and Public Policy     2009
Abstract

Nested forecast model comparisons:
a new approach to testing equal accuracy

Todd Clark and Michael McCracken
Federal Reserve Bank of Kansas City     2009
Abstract

Forecast Accuracy and Economic Gains from
Bayesian Model Averaging using Time Varying Weights

Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo,
Herman K. van Dijk and Marno Verbeek
Tinbergen Institute     2009
Abstract

Bias Correction and Out-of-Sample Forecast Accuracy
Hyeongwoo Kim and Nazif Durmaz
University Library of Munich, Germany     2009
Abstract

Indeterminancy from inflation forecast targeting:
problem or pseudo-problem?

Bennett McCallum
Economic Quarterly     2009
Abstract

How to Track Forecast Accuracy
to Guide Forecast Process Improvement

Jim Hoover
Foresight: The International Journal of Applied Fo...     2009
Abstract

Forecast Errors Before and After the Great Moderation
Edward N. Gamber, Julie K. Smith and Matthew Weiss
The George Washinton University, Department of Eco...     2008
Abstract

A Simple Explanation of the Forecast Combination Puzzle
Jeremy Smith and Kenneth F. Wallis
Oxford Bulletin of Economics and Statistics     2009
Abstract

Detecting and Predicting Forecast Breakdowns
Raffaella Giacomini and Barbara Rossi
Review of Economic Studies     2009
Abstract    

Second order bias in a forecast evaluation statistic (in Russian)
Victor Kitov
Quantile     2009
Abstract     Text

The Taylor rule and forecast intervals for exchange rates
Jian Wang and Jason J. Wu
Board of Governors of the Federal Reserve System (...     2009
Abstract     Text

The Perils of Tax Smoothing: Sustainable Fiscal Policy
with Random Shocks to Permanent Output

Evan Tanner and Kevin Carey
Czech Journal of Economics and Finance (Finance a ...     2008
Abstract     Text

Evolution of forecast disagreement in a Bayesian learning model
Kajal Lahiri and Xuguang Sheng
Journal of Econometrics     2008
Abstract

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Metadata added/revised in 2008

Evaluation of the Quality and Success Rate of Forecasts:
A Historic Overview

Zuzana Antonicova, Karel Musil, Lubos Ruzicka and Jan Vlcek
Occasional Publications - Chapters in Edited Volum...     2008
Abstract     Text

Predicting the Signs of Forecast Errors
Nazaria Solferino and Robert Waldmann
Tor Vergata University, CEIS     2008-11
Abstract     Text

The Frequency of Financial Analysts' Forecast Revisions:
Theory and Evidence about Determinants of Demand
for Predisclosure Information

Craig W. Holden and Pamela S. Stuerke
Journal of Business Finance & Accounting     2008-09
Abstract

Measuring Improvement in Forecast Accuracy: A Case Study
Robert Rieg
Foresight: The International Journal of Applied Fo...     2008
Abstract

Can We Obtain Valid Benchmarks
from Published Surveys of Forecast Accuracy?

Stephen Kolassa
Foresight: The International Journal of Applied Fo...     2008
Abstract

Economic Forecasting
Graham Elliott and Allan Timmermann
Journal of Economic Literature     2008
Abstract

Averaging forecasts from VARs with uncertain instabilities
Todd E. Clark and Michael W. McCracken
Federal Reserve Bank of St. Louis     2008
Abstract     Text

Forecasting Substantial Data Revisions
in the Presence of Model Uncertainty

Anthony Garratt, Gary Koop and ShaunP. Vahey
Economic Journal     2008
Abstract

Forecasting long memory time series when occasional breaks occur
Luisa Bisaglia and Margherita Gerolimetto
Economics Letters     2008
Abstract

Forecasting with small macroeconomic VARs
in the presence of instabilities

Todd Clark and Michael McCracken
Board of Governors of the Federal Reserve System (...     2007
Abstract     Text

Editorial: Probabilistic forecasting
Tilmann Gneiting
Journal Of The Royal Statistical Society Series A     2008
Title

The relationship between market sentiment and equity premium:
an artificial neural network analysis

Nik R. Hassan and Shee Q. Wong
International Journal of Electronic Finance     2008
Abstract

Economic Darwinism: Who has the Best Probabilities?
David Johnstone
Theory and Decision     2007
Abstract

Gauging the uncertainty of the economic outlook
from historical forecasting errors

David Reifschneider and Peter Tulip
Board of Governors of the Federal Reserve System (...     2007
Abstract     Text

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Metadata added/revised in 2007

Quantifying risk and uncertainty in macroeconomic forecasts
Malte Knuppel and Todter, Karl-Heinz
Deutsche Bundesbank, Research Centre     2007
Abstract     Text

Forecasting Software: A Progress Report
for the First Seven Years of the 21st Century

Jim Hoover
Foresight: The International Journal of Applied Fo...     2007
Abstract

Chaos in economics and finance
Dominique Guegan
Universite Pantheon-Sorbonne (Paris 1), Centre d'E...     2007-06
Abstract     Text

Use of the Normal Distribution in Calculating the Cost of Forecast Error
Thomas R. Willemain
Foresight: The International Journal of Applied Fo...     2007
Abstract

Handbook of Economic Forecasting
G. Elliott, C. Granger and A. Timmermann
Handbook of Economic Forecasting from Elsevier     2006
Title

How far ahead can we forecast?
Evidence from cross-country surveys

Gultekin Isiklar and Kajal Lahiri
International Journal of Forecasting   2007
Abstract

How far ahead do people plan?
John D. Hey and Julia A. Knoll
Economics Letters   2007
Abstract

Measure for Measure: The Relation between Forecast Accuracy
and Recommendation Profitability of Analysts

Yonca Ertimur, Jayanthi Sunder and Shyam V. Sunder
Journal of Accounting Research   2007
Abstract


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3. Problems of Modeling (more)

The well-determined (but paradoxical) facts are:
For positive (gains) risky prospects, people typically
        1) overweight low probabilities but
        2) underweight high probabilities.
For negative (losses) risky prospects, people typically
        3) underweight low probabilities but
        4) overweight high probabilities.
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4. New Principle of Modeling, Forecasting, Planning (more)    
Principle of Uncertain Future
(simplified as much as possible)
The principle

The probability of a future event contains uncertainty.

4.1. The first consequence of the principle

Suppose we plan to test the probability value, which is equal to 99%.
Suppose the probability uncertainty value is equal to 5%.
Then, evidently, the real mean value of probability cannot be as high as 99%.
Generally,
High probabilities will decrease.
Phigh real < Phigh planned
Analogously, but considering the second consequence of the principle (see below),
Low probabilities can increase.
Plow real possible > Plow planned

4.2. The second consequence of the principle

The total probability of unforeseen future events
is more than 0%

Σ Punforeseen real > 0%
Hence,
The present total probability of future events
is less than 100%

Σ Pplanned < 100%
or
The present probability system of future events
is incomplete.


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5. New Results. Solution of Problems (more)    
5.1. Solution of Problems of Modeling

The well-determined (but paradoxical) facts are:
For positive (gains) risky prospects, people typically
        1) overweight low probabilities but
        2) underweight high probabilities.
For negative (losses) risky prospects, people typically
        3) underweight low probabilities but
        4) overweight high probabilities.

Denoting the real value of probability,
which value is near 100% as Phigh real ,
the (positive) value of gain as G
and the (negative) value of loss as -G ,
we obtain
Phigh real < Phigh planned

and
G * Phigh real < G * Phigh planned

-G * Phigh real > -G * Phigh planned

        2) the underweight of high probabilities gains and
        4) the overweight of high probabilities losses.
Denoting the real value of probability,
which value is near 0% as Plow real possible
we obtain
Plow real possible > Plow planned

and
G * Plow real possible > G * Plow planned

-G * Plow real possible < -G * Plow planned

        1) the overweight of low probabilities gains and
        3) the underweight of low probabilities losses.
Thus, the above facts can be explained naturally and uniformly.




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5.2. New Results    
5.2.1. Formula of Forecasting    

The principle of uncertain future causes an increase of forecasting error and structural complexity.
The principle of uncertain future originates a formula of forecasting:

F ≅ Fbase {1+Σφaddit} {∏(1+kmultiplicat)} {1±Δerror}


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5.2.2. "Impossibilities" in Forecasting    

Possible conclusions from the formula of forecasting and the first consequence of the principle:

"Absolutely exact extrapolation forecasting is impossible"

"Exact middle-range extrapolation forecasting is unattainable"

Possible conclusions from the formula of forecasting and from the first and second consequences of the principle:

"Absolutely reliable extrapolation forecasting is impossible"

"Exact long-range extrapolation forecasting is impossible"

"Quantitative extra-long-range extrapolation forecasting is impossible"
(Growing quantitative uncertainties and unforeseen events may modify an essential parameter for more than 50% from its maximal value)

Possible conclusion from the formula of forecasting and the second consequence of the principle:

"Complete qualitative extra-long-range extrapolation forecasting is impossible"
(Unforeseen events may add an unforeseen qualitative feature in a complete picture)



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5.2.3. "Necessities" in Planning    

Possible conclusions from the formula of forecasting and the principle of uncertain future in the scope of the concept
"Future as the extrapolated Present":

"Future is Modifications and Changes"

"Short-term and Medium-term Planning is Necessary to be Flexible"

"The Necessary Features of Long-term Planning should be
Robustness & Resourcefulness"



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