| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP |
0 |
0 |
1 |
13 |
1 |
6 |
11 |
65 |
| A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
1,158 |
| A Monte Carlo Study of the Forecasting Performance of Empirical Setar Models |
0 |
0 |
0 |
10 |
1 |
16 |
23 |
271 |
| An Investigation into the Uncertainty Revision Process of Professional Forecasters |
0 |
0 |
1 |
1 |
1 |
3 |
12 |
18 |
| An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
116 |
1 |
6 |
18 |
213 |
| Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets |
0 |
0 |
0 |
61 |
0 |
8 |
11 |
76 |
| Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency |
0 |
0 |
0 |
75 |
0 |
3 |
7 |
116 |
| Are Macroeconomic Density Forecasts Informative? |
0 |
0 |
0 |
69 |
4 |
5 |
6 |
84 |
| Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision |
0 |
0 |
0 |
48 |
1 |
3 |
5 |
105 |
| Assessing Macro-Forecaster Herding: Modelling versus Testing |
0 |
0 |
0 |
33 |
1 |
4 |
8 |
63 |
| Assessing the Evidence of Macro- Forecaster Herding: Forecasts of Inflation and Output Growth |
0 |
0 |
0 |
39 |
0 |
4 |
8 |
68 |
| Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions |
0 |
0 |
0 |
6 |
0 |
8 |
18 |
49 |
| Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression |
0 |
0 |
1 |
200 |
2 |
6 |
10 |
780 |
| Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables |
0 |
0 |
0 |
100 |
5 |
8 |
17 |
227 |
| Do Professional Forecasters Pay Attention to Data Releases? |
0 |
0 |
0 |
48 |
1 |
7 |
16 |
135 |
| Do Professional Forecasters Pay Attention to Data Releases? |
0 |
0 |
0 |
3 |
0 |
10 |
15 |
43 |
| Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? |
0 |
0 |
0 |
9 |
1 |
7 |
7 |
17 |
| Do Survey Joiners and Leavers Differ from Regular Participants? The US SPF GDP Growth and Inflation Forecasts |
0 |
0 |
0 |
19 |
0 |
10 |
24 |
58 |
| Do US Macroeconomic Forecasters Exaggerate Their Differences? |
0 |
0 |
0 |
37 |
1 |
5 |
8 |
62 |
| Do forecasters target first or later releases of national accounts data? |
0 |
0 |
0 |
25 |
0 |
8 |
15 |
87 |
| EVALUATING THE FORECAST DENSITIES OF LINEAR AND NON-LINEAR MODELS: APPLICATIONS TO OUTPUT GROWTH AND UNEMPLOYMENT |
0 |
0 |
2 |
13 |
1 |
4 |
12 |
40 |
| Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
1 |
8 |
0 |
12 |
30 |
78 |
| Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
2 |
412 |
1 |
6 |
9 |
990 |
| Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
0 |
493 |
2 |
17 |
24 |
845 |
| Economic forecasting: some lessons from recent research |
0 |
0 |
2 |
451 |
1 |
6 |
15 |
994 |
| Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment |
0 |
0 |
1 |
19 |
0 |
2 |
7 |
664 |
| Evaluating the Rationality of Fixed-Event Forecasts |
0 |
0 |
0 |
7 |
0 |
4 |
11 |
369 |
| Evaluating the rationality of fixed-event forecasts |
0 |
0 |
0 |
8 |
0 |
2 |
5 |
36 |
| Explanations of the inconsistencies in survey respondents' forecasts |
0 |
0 |
0 |
4 |
1 |
3 |
13 |
133 |
| Explanations of the inconsistencies in survey respondents'forecasts |
0 |
0 |
1 |
80 |
1 |
6 |
13 |
269 |
| FORECASTING SEASONAL UK CONSUMPTION COMPONENTS |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
11 |
| FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS |
0 |
0 |
0 |
3 |
0 |
22 |
46 |
80 |
| First Announcements and Real Economic Activity |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
67 |
| First Announcements and Real Economic Activity |
0 |
0 |
1 |
63 |
1 |
13 |
15 |
360 |
| Forecast Encompassing Tests and Probability Forecasts |
0 |
1 |
3 |
314 |
0 |
6 |
17 |
931 |
| Forecast Encompassing Tests and Probability Forecasts |
0 |
1 |
1 |
2 |
0 |
4 |
8 |
37 |
| Forecasters' Disagreement about How the Economy Operates, and the Role of Long-run Relationships |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
46 |
| Forecasting Seasonal UK Consumption Components |
0 |
0 |
0 |
53 |
0 |
5 |
8 |
822 |
| Forecasting Seasonal UK Consumption Components |
0 |
0 |
0 |
4 |
0 |
4 |
10 |
101 |
| Forecasting Seasonal UK Consumption Components |
0 |
0 |
0 |
2 |
0 |
4 |
6 |
19 |
| Forecasting by factors, by variables, or both? |
0 |
0 |
0 |
147 |
1 |
5 |
6 |
305 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
876 |
3 |
14 |
26 |
1,686 |
| Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts |
0 |
0 |
0 |
149 |
1 |
5 |
8 |
634 |
| Forecasting in Cointegrated Systems |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
230 |
| Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
1 |
23 |
1 |
5 |
9 |
1,669 |
| Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
0 |
44 |
2 |
5 |
11 |
198 |
| Forecasting: theory and practice |
0 |
1 |
4 |
94 |
0 |
13 |
45 |
151 |
| How Local is the Local Inflation Factor? Evidence from Emerging European Countries |
0 |
0 |
0 |
28 |
2 |
10 |
15 |
73 |
| Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models |
0 |
0 |
4 |
7 |
1 |
13 |
21 |
96 |
| Individual Forecaster Perceptions of the Persistence of Shocks to GDP |
0 |
0 |
0 |
39 |
0 |
0 |
4 |
80 |
| Internal consistency of survey respondents.forecasts: Evidence based on the Survey of Professional Forecasters |
0 |
0 |
3 |
128 |
2 |
6 |
13 |
647 |
| Internal consistency of survey respondentsíforecasts: Evidence based on the Survey of Professional Forecasters |
0 |
0 |
1 |
4 |
1 |
6 |
8 |
29 |
| Long-Run Restrictions and Survey Forecasts of Output, Consumption and Investment |
0 |
0 |
0 |
27 |
2 |
4 |
6 |
48 |
| MODELLING BUSINESS CYCLE FEATURES USING SWITCHING REGIME MODELS |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
447 |
| MULTI-STEP ESTIMATION FOR FORECASTING |
0 |
1 |
1 |
5 |
0 |
6 |
10 |
69 |
| Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth |
0 |
2 |
7 |
21 |
1 |
12 |
34 |
97 |
| Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation |
0 |
1 |
5 |
468 |
1 |
8 |
25 |
1,172 |
| Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation |
0 |
0 |
1 |
8 |
1 |
47 |
60 |
165 |
| Measuring Macroeconomic Uncertainty: US Inflation and Output Growth |
0 |
0 |
0 |
90 |
1 |
4 |
6 |
232 |
| Modelling Business Cycle Features Using Switching Regime Models |
0 |
0 |
0 |
40 |
0 |
3 |
9 |
118 |
| Multi-Step Estimation for Forecasting |
0 |
0 |
0 |
5 |
1 |
5 |
8 |
221 |
| NON-LINEARITIES IN EXCHANGE RATES |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
14 |
| Non-Linearities in Exchange Rates |
0 |
0 |
1 |
7 |
0 |
2 |
5 |
616 |
| On SETAR non- linearity and forecasting |
0 |
0 |
0 |
54 |
2 |
14 |
16 |
142 |
| On the Limitations of Comparing Mean Square Forecast Errors |
0 |
0 |
0 |
1 |
0 |
5 |
14 |
773 |
| Performance of Alternative Forecasting Methods for Setar Models |
0 |
0 |
0 |
2 |
1 |
4 |
10 |
199 |
| Pooling of Forecasts |
0 |
0 |
1 |
333 |
0 |
1 |
4 |
818 |
| Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation |
0 |
0 |
0 |
2 |
1 |
4 |
11 |
79 |
| Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation |
0 |
0 |
0 |
68 |
3 |
7 |
13 |
224 |
| Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility |
0 |
0 |
0 |
2 |
1 |
3 |
6 |
87 |
| Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility |
1 |
1 |
2 |
293 |
2 |
8 |
14 |
1,068 |
| Real-Time Factor Model Forecasting and the Effects of Instability |
0 |
0 |
0 |
48 |
0 |
6 |
10 |
70 |
| Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions |
0 |
0 |
0 |
3 |
1 |
11 |
19 |
60 |
| Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions |
0 |
0 |
1 |
79 |
0 |
9 |
14 |
161 |
| Robust Approaches to Forecasting |
0 |
0 |
1 |
241 |
0 |
4 |
10 |
523 |
| Rounding of probability forecasts: The SPF forecast probabilities of negative output growth |
0 |
0 |
1 |
61 |
3 |
16 |
20 |
322 |
| Rounding of probability forecasts: The SPF forecast probabilities of negative output growth |
0 |
0 |
0 |
3 |
0 |
5 |
9 |
21 |
| SEASONALITY, COINTEGRATION, AND THE FORECASTING OF ENERGY DEMAND |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
16 |
| Seasonality, Cointegration, and the Forecasting of Energy Demand |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
1,162 |
| Sir Clive W.J. Granger's Contributions to Forecasting |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
34 |
| Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth |
0 |
0 |
0 |
66 |
2 |
7 |
9 |
221 |
| Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth |
0 |
0 |
0 |
1 |
1 |
6 |
11 |
29 |
| Surveys of Professionals |
0 |
0 |
1 |
12 |
0 |
4 |
10 |
31 |
| THE ESTIMATION AND TESTING OF COINTEGRATING VECTORS: A SURVEY OF RECENT APPROACHES AND AN APPLICATION TO THE U.K. NON-DURABLE CONSUMPTION FUNCTION |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
74 |
| THE MATHEMATICAL STRUCTURE OF MODELS THAT EXHIBIT COINTEGRATION: A SURVEY OF RECENT APPROACHES |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
70 |
| Testing Structural Hypotheses by Encompassing: Us Wages and Prices is the Mark-Up Pricing Hypothesis Dead? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
50 |
| The Performance of Alternative Forecasting Methods for SETAR Models |
0 |
0 |
0 |
4 |
2 |
5 |
8 |
32 |
| US inflation expectations and heterogeneous loss functions, 1968–2010 |
0 |
0 |
0 |
49 |
1 |
11 |
13 |
111 |
| US inflation expectations and heterogeneous loss functions, 1968–2010 |
0 |
0 |
1 |
1 |
0 |
5 |
9 |
28 |
| Why are survey forecasts superior to model forecasts? |
0 |
0 |
0 |
2 |
2 |
8 |
10 |
26 |
| Why are survey forecasts superior to model forecasts? |
0 |
0 |
1 |
103 |
0 |
2 |
7 |
142 |
| Total Working Papers |
1 |
8 |
56 |
6,532 |
72 |
583 |
1,124 |
26,157 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models |
0 |
0 |
0 |
324 |
0 |
1 |
6 |
976 |
| A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure |
0 |
0 |
0 |
115 |
1 |
7 |
9 |
303 |
| A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP |
0 |
0 |
0 |
1 |
2 |
8 |
11 |
978 |
| An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
52 |
| An Empirical Investigation of the Effects of Rounding on the SPF Probabilities of Decline and Output Growth Histograms |
0 |
0 |
0 |
2 |
0 |
6 |
23 |
28 |
| An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
8 |
0 |
3 |
5 |
36 |
| An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
| An Investigation into the Uncertainty Revision Process of Professional Forecasters |
0 |
0 |
2 |
2 |
0 |
5 |
17 |
19 |
| An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
17 |
0 |
1 |
16 |
106 |
| An empirical study of seasonal unit roots in forecasting |
0 |
0 |
0 |
60 |
1 |
4 |
9 |
194 |
| An evaluation of the forecasts of the federal reserve: a pooled approach |
0 |
0 |
1 |
119 |
1 |
4 |
11 |
346 |
| Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends? |
0 |
1 |
2 |
17 |
3 |
11 |
15 |
76 |
| Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? |
0 |
0 |
0 |
3 |
0 |
6 |
10 |
38 |
| Are macroeconomic density forecasts informative? |
0 |
0 |
1 |
38 |
0 |
6 |
9 |
121 |
| Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision |
0 |
1 |
1 |
8 |
0 |
6 |
10 |
54 |
| Asymmetric output‐gap effects in Phillips Curve and mark‐up pricing models: Evidence for the US and the UK |
0 |
0 |
1 |
99 |
0 |
4 |
5 |
408 |
| Bootstrap prediction intervals for autoregressive time series |
0 |
0 |
0 |
92 |
1 |
5 |
8 |
217 |
| Bootstrapping prediction intervals for autoregressive models |
0 |
0 |
0 |
88 |
1 |
6 |
11 |
253 |
| Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
650 |
| Can Econometrics Improve Economic Forecasting? |
0 |
0 |
0 |
73 |
0 |
9 |
11 |
218 |
| Can oil shocks explain asymmetries in the US Business Cycle? |
0 |
0 |
1 |
198 |
1 |
3 |
6 |
622 |
| Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output? |
0 |
0 |
2 |
195 |
0 |
3 |
9 |
457 |
| Combining probability forecasts |
0 |
0 |
0 |
14 |
0 |
0 |
6 |
68 |
| Combining probability forecasts |
0 |
0 |
0 |
70 |
1 |
10 |
14 |
283 |
| Comments on "Forecasting economic and financial variables with global VARs" |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
26 |
| Comments on 'The state of macroeconomic forecasting' |
0 |
0 |
0 |
32 |
0 |
2 |
5 |
154 |
| Conditional mean functions of non-linear models of US output |
0 |
0 |
0 |
40 |
0 |
4 |
9 |
247 |
| Consensus and uncertainty: Using forecast probabilities of output declines |
0 |
0 |
1 |
24 |
0 |
1 |
4 |
98 |
| Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty |
0 |
0 |
0 |
3 |
1 |
6 |
9 |
25 |
| Do Macroforecasters Herd? |
0 |
0 |
0 |
9 |
0 |
5 |
11 |
54 |
| Do US Macroeconomic Forecasters Exaggerate their Differences? |
0 |
0 |
1 |
5 |
0 |
2 |
4 |
39 |
| Do forecasters target first or later releases of national accounts data? |
0 |
0 |
0 |
2 |
0 |
5 |
5 |
33 |
| Do professional forecasters believe in the Phillips curve? |
0 |
0 |
0 |
1 |
1 |
6 |
16 |
23 |
| Do professional forecasters pay attention to data releases? |
0 |
0 |
0 |
19 |
0 |
6 |
9 |
92 |
| Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts |
0 |
0 |
0 |
10 |
0 |
4 |
5 |
25 |
| Economic Forecasting in a Changing World |
0 |
0 |
0 |
90 |
0 |
3 |
14 |
213 |
| Economic forecasting: some lessons from recent research |
0 |
0 |
0 |
223 |
3 |
18 |
21 |
578 |
| Empirical analysis of macroeconomic time series: VAR and structural models |
0 |
0 |
0 |
520 |
0 |
3 |
6 |
1,020 |
| Evaluating a Model by Forecast Performance* |
0 |
0 |
1 |
89 |
0 |
3 |
8 |
292 |
| Evaluating forecasts from SETAR models of exchange rates |
0 |
0 |
0 |
153 |
0 |
3 |
7 |
351 |
| Evaluating interval forecasts of high-frequency financial data |
0 |
1 |
2 |
527 |
0 |
5 |
9 |
1,409 |
| Evaluating multivariate forecast densities: a comparison of two approaches |
0 |
0 |
0 |
76 |
0 |
1 |
4 |
201 |
| Evaluating the Bank of England Density Forecasts of Inflation |
0 |
0 |
0 |
106 |
0 |
3 |
5 |
331 |
| Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts |
0 |
0 |
2 |
78 |
1 |
5 |
8 |
278 |
| Explanations of the inconsistencies in survey respondents' forecasts |
0 |
0 |
0 |
59 |
1 |
6 |
11 |
234 |
| FORECASTING QUARTERLY AGGREGATE CRIME SERIES |
0 |
0 |
0 |
29 |
0 |
5 |
5 |
125 |
| First announcements and real economic activity |
0 |
1 |
1 |
19 |
0 |
4 |
8 |
150 |
| Forecast Uncertainty- Ex Ante and Ex Post: U.S. Inflation and Output Growth |
1 |
1 |
5 |
69 |
1 |
9 |
18 |
180 |
| Forecast encompassing tests and probability forecasts |
0 |
0 |
0 |
71 |
0 |
4 |
14 |
337 |
| Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data |
0 |
0 |
1 |
8 |
0 |
2 |
4 |
30 |
| Forecasting GDP growth rates in the United States and Brazil using Google Trends |
0 |
2 |
3 |
5 |
1 |
5 |
18 |
43 |
| Forecasting U.S. Output Growth with Non-Linear Models in the Presence of Data Uncertainty |
0 |
0 |
0 |
50 |
0 |
4 |
4 |
124 |
| Forecasting US output growth using leading indicators: an appraisal using MIDAS models |
0 |
2 |
6 |
33 |
0 |
8 |
21 |
127 |
| Forecasting US output growth using leading indicators: an appraisal using MIDAS models |
0 |
0 |
0 |
318 |
1 |
9 |
13 |
745 |
| Forecasting and forecast narratives: The Bank of England Inflation Reports |
0 |
0 |
0 |
12 |
3 |
12 |
20 |
65 |
| Forecasting by factors, by variables, by both or neither? |
0 |
0 |
0 |
68 |
2 |
9 |
16 |
283 |
| Forecasting economic and financial time-series with non-linear models |
0 |
0 |
0 |
288 |
3 |
7 |
20 |
780 |
| Forecasting economic processes |
0 |
0 |
1 |
92 |
0 |
1 |
7 |
252 |
| Forecasting in Cointegration Systems |
0 |
0 |
1 |
380 |
0 |
3 |
11 |
760 |
| Forecasting returns and risk in financial markets using linear and nonlinear models |
0 |
0 |
0 |
95 |
0 |
3 |
3 |
219 |
| Forecasting with Bayesian multivariate vintage-based VARs |
0 |
2 |
2 |
7 |
0 |
5 |
9 |
96 |
| Forecasting with difference-stationary and trend-stationary models |
0 |
0 |
0 |
29 |
1 |
3 |
8 |
1,747 |
| Forecasting with vector autoregressive models of data vintages: US output growth and inflation |
0 |
0 |
3 |
25 |
1 |
7 |
16 |
169 |
| Forecasting: theory and practice |
2 |
5 |
12 |
61 |
25 |
75 |
167 |
467 |
| Guest Editors’ Introduction: Information in Economic Forecasting |
0 |
0 |
0 |
61 |
0 |
3 |
8 |
188 |
| How local is the local inflation factor? Evidence from emerging European countries |
0 |
0 |
0 |
4 |
1 |
5 |
14 |
26 |
| Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models |
0 |
0 |
0 |
8 |
0 |
3 |
7 |
63 |
| Inconsistent survey histograms and point forecasts revisited |
0 |
0 |
0 |
0 |
2 |
8 |
12 |
12 |
| Independent directors, information costs and foreign ownership in Chinese companies |
1 |
1 |
3 |
11 |
1 |
4 |
11 |
149 |
| Individual forecaster perceptions of the persistence of shocks to GDP |
0 |
0 |
0 |
4 |
2 |
5 |
7 |
20 |
| Intercept Corrections and Structural Change |
0 |
1 |
1 |
264 |
2 |
5 |
14 |
872 |
| Long-run restrictions and survey forecasts of output, consumption and investment |
0 |
0 |
0 |
2 |
2 |
6 |
9 |
45 |
| Macro-economic Forecasting and Modelling |
0 |
0 |
0 |
138 |
1 |
4 |
6 |
445 |
| Macroeconomic Forecasting With Mixed-Frequency Data |
0 |
1 |
4 |
241 |
2 |
10 |
21 |
516 |
| Measuring the effects of expectations shocks |
0 |
1 |
2 |
18 |
0 |
3 |
8 |
53 |
| Model and survey estimates of the term structure of US macroeconomic uncertainty |
0 |
0 |
0 |
4 |
5 |
23 |
28 |
104 |
| Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* |
1 |
1 |
3 |
3 |
6 |
12 |
21 |
24 |
| Modelling methodology and forecast failure |
0 |
0 |
0 |
105 |
0 |
4 |
8 |
387 |
| Multi-step Estimation for Forecasting |
0 |
0 |
0 |
3 |
0 |
8 |
15 |
373 |
| On SETAR non-linearity and forecasting |
0 |
0 |
0 |
206 |
1 |
5 |
11 |
671 |
| On winning forecasting competitions in economics |
0 |
0 |
0 |
201 |
0 |
5 |
8 |
778 |
| Pooling of forecasts |
0 |
0 |
0 |
304 |
2 |
14 |
19 |
883 |
| Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets |
0 |
1 |
2 |
6 |
1 |
6 |
16 |
54 |
| Probability distributions or point predictions? Survey forecasts of US output growth and inflation |
0 |
0 |
0 |
20 |
1 |
3 |
4 |
87 |
| Quantile forecasts of daily exchange rate returns from forecasts of realized volatility |
0 |
0 |
0 |
78 |
2 |
14 |
18 |
361 |
| REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
101 |
| Rationality and the Role of Judgement in Macroeconomic Forecasting |
0 |
0 |
0 |
69 |
0 |
3 |
7 |
221 |
| Real-time factor model forecasting and the effects of instability |
0 |
0 |
0 |
8 |
0 |
8 |
14 |
63 |
| Robust Evaluation of Fixed-Event Forecast Rationality |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
210 |
| Robust approaches to forecasting |
0 |
0 |
1 |
61 |
0 |
5 |
10 |
155 |
| Rounding behaviour of professional macro-forecasters |
0 |
0 |
0 |
2 |
1 |
3 |
4 |
13 |
| Seasonality, Cointegration, and Forecasting UK Residential Energy Demand |
0 |
0 |
0 |
162 |
1 |
7 |
14 |
378 |
| Some possible directions for future research |
0 |
0 |
0 |
53 |
1 |
10 |
50 |
412 |
| Survey expectations and adjustments for multiple testing |
0 |
0 |
2 |
2 |
2 |
6 |
11 |
19 |
| TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS |
0 |
0 |
0 |
14 |
1 |
6 |
9 |
91 |
| The UK Economy: Analysis and Prospects |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
630 |
| The UK Economy: Analysis and Prospects |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
173 |
| The UK Economy: Analysis and Prospects |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
283 |
| The UK Economy: Analysis and Prospects |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
143 |
| The World Economy: Analysis and Prospects |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
163 |
| The World and UK Economy: Analysis and Prospects |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
79 |
| The choice of performance measures, target setting and vesting levels in UK firms' Chief Executive Officer equity‐based compensation |
0 |
0 |
2 |
4 |
1 |
10 |
19 |
22 |
| The performance of alternative forecasting methods for SETAR models |
0 |
0 |
0 |
114 |
0 |
2 |
8 |
336 |
| US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010 |
0 |
0 |
1 |
16 |
0 |
3 |
6 |
55 |
| Total Journal Articles |
5 |
22 |
76 |
7,462 |
101 |
618 |
1,252 |
28,592 |
LogEc is hosted by the
Örebro University School of Business.