 |
 |
|||||||
 |
||||||||
 |
 |
 |
||||||
|
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
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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 Top
------------------------------------------------------------------------
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. Top
------------------------------------------------------------------------
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. Top
------------------------------------------------------------------------
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. Top
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}
Top
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) Top
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" Top
|
|||||||
 |
 |
|||||||
|
||||||||
