G Buturac - Journal of risk and financial management, 2021 - mdpi.com
The primary purpose of the paper is to enable deeper insight into the measurement of economic forecast accuracy. The paper employs the systematic literature review as its …
J Dovern, J Weisser - International Journal of Forecasting, 2011 - Elsevier
In this paper, we use survey data to analyze the accuracy, unbiasedness and efficiency of professional macroeconomic forecasts. We analyze a large panel of individual forecasts that …
WJ Jansen, X Jin, JM de Winter - International Journal of Forecasting, 2016 - Elsevier
We conduct a systematic comparison of the short-term forecasting abilities of twelve statistical models and professional analysts in a pseudo-real-time setting, using a large set …
We study forecasts of real GDP growth using a large panel of individual forecasts from 36 advanced and emerging economies over the period 1989–2010. We show that the degree …
Increasingly, professional forecasters and academic researchers present model-based and subjective or judgment-based forecasts in economics which are accompanied by some …
J Dovern, N Jannsen - International Journal of Forecasting, 2017 - Elsevier
We document the fact that the growth forecasts made by professional forecasters in advanced economies exhibit systematic errors, and analyze how these errors depend on the …
R Goyal, MK Adjemian - American Journal of Agricultural …, 2023 - Wiley Online Library
USDA invests significant public resources into developing its crop projection reports. These publications inform decisions across the supply chain. Several previous studies find that …
In this paper a hybrid genetic algorithm–support vector regression (GA‐SVR) model in economic forecasting and macroeconomic variable selection is introduced. The proposed …
This paper examines the extent to which large swings of sovereign yields in euro area countries during the debt crisis can be attributed to fundamentals, focusing on the inherent …