Search Results

Evaluating the Rationality of Fixed-Event Forecasts,
Michael Clements, from University of Warwick, Department of Economics (1996)
Keywords: FORECASTS;POOLING;TESTS

USDA Forecasts Of Crop Ending Stocks: How Well Have They Performed?,
Jinzhi Xiao, Chad Hart and Sergio Lence, in Applied Economic Perspectives and Policy (2017)
Keywords: Ending stocks, fixed-event forecasts, forecast efficiency

Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game,
Carl Singleton, J Reade and Alsdair Brown, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2018)
Keywords: Sports forecasting, Fixed-event forecasts, Judgement revision

Approximating fixed-horizon forecasts using fixed-event forecasts,
Malte Knüppel and Andreea L. Vladu, from Deutsche Bundesbank (2016)
Keywords: survey expectations, forecast disagreement

Are they really rational? Assessing professional macro-economic forecasts from the G7-countries,
Jonas Dovern and Johannes Weisser, from Kiel Institute for the World Economy (IfW Kiel) (2008)
Keywords: Evaluating forecasts, macroeconomic forecasting, rationality, survey data, fixed-event forecasts

Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,
Jonas Dovern and Johannes Weisser, in International Journal of Forecasting (2011)
Keywords: Evaluating forecasts Macroeconomic forecasting Rationality Survey data Fixed-event forecasts

Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7,
Jonas Dovern and Johannes Weisser, in International Journal of Forecasting (2011)
Keywords: Evaluating forecasts; Macroeconomic forecasting; Rationality; Survey data; Fixed-event forecasts;

Accuracy, Unbiasedness and Efficiency of Professional Macroeconomic Forecasts: An empirical Comparison for the G7,
Jonas Dovern and Johannes Weisser, from Friedrich-Schiller-University Jena (2009)
Keywords: Evaluating forecasts, Macroeconomic Forecasting, Rationality, Survey Data, Fixed-Event Forecasts

The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast,
Andrew Patton and Allan Timmermann, from Department of Economics and Business Economics, Aarhus University (2008)
Keywords: Fixed-event forecasts, multiple forecast horizons, Kalman filtering, survey data

A new method to assess the degree of information rigidity using fixed-event forecasts,
Luciano Vereda, João Savignon and Tarciso Gouveia da Silva, in International Journal of Forecasting (2021)
Keywords: Forecast behavior; Sticky information; Noisy information; Inflation forecasts; Output growth forecasts;

Rational expectations and fixed-event forecasts: An application to UK inflation,
H. Bakhshi, George Kapetanios and Anthony Yates, in Empirical Economics (2005)
Keywords: Rational expectations, forecast efficiency, C12, G14,

Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment,
Ana Iregui, Héctor M. Núñez and Jesus Otero, in Journal of Economic Behavior & Organization (2021)
Keywords: Fixed-event forecasts; Weak-form efficiency; Strong-form efficiency; Expectations;

Estimating fundamental cross-section dispersion from fixed event forecasts,
Jonas Dovern and Ulrich Fritsche, from University of Hamburg, Department of Socioeconomics (2008)
Keywords: survey data, dispersion, disagreement, fixed event forecasts

Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts,
Jonas Dovern and Ulrich Fritsche, from DIW Berlin, German Institute for Economic Research (2008)
Keywords: Survey data, dispersion, disagreement, fixed event forecasts

Here is the news: forecast revisions in the Bank of England survey of external forecasters,
Gianna Boero, Jeremy Smith and Kenneth F. Wallis, in National Institute Economic Review (2008)
Keywords: Forecast surveys; point forecasts; density forecasts; fixed-event forecasts; forecast revisions

From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts,
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan, from Barcelona School of Economics (2020)
Keywords: survey of professional forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time

From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts,
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan, from Banco de España (2019)
Keywords: Survey of Professional Forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time

From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: Survey of professional forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time.

Inefficiency in Social Security Trust Funds Forecasts,
Kajal Lahiri, Junyan Zhang and Yongchen Zhao, from CESifo (2021)
Keywords: social security trust funds, long-range solvency forecasts, Nordhaus test, forecast efficiency, fixed-event forecast revisions

Evaluating the rationality of fixed-event forecasts,
Michael Clements, from University of Warwick - Department of Economics (1996)
Keywords: Agricultural and Food Policy, Research Methods/ Statistical Methods

On aggregation bias in fixed-event forecast efficiency tests,
Gultekin Isiklar, in Economics Letters (2005)

Prediction intervals for economic fixed-event forecasts,
Fabian Kr\"uger and Hendrik Plett, from arXiv.org (2024)

Inferring Inflation Expectations from Fixed-Event Forecasts,
Diego Winkelried, in International Journal of Central Banking (2017)

Robust Evaluation of Fixed-Event Forecast Rationality,
Michael Clements and Nick Taylor, in Journal of Forecasting (2001)

Evaluating the Rationality of Managers' Sales Forecasts,
Bert de Bruijn and Philip Hans Franses, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
Keywords: evaluating forecasts, fixedevent forecasts, forecast updates, intuition, rationality, sales forecasts

Differing behaviours of forecasters of UK GDP growth,
Nigel Meade and Ciaran Driver, in International Journal of Forecasting (2023)
Keywords: GDP forecasts; Fixed event forecasting; Herding; Cluster analysis; Granger causality;

Simple interpolations of inflation expectations,
Diego Winkelried, in Economics Letters (2023)
Keywords: Expectation surveys; fixed-event forecasts; rolling-event forecasts;

Rational expectations and fixed-event forecasts: an application to UK inflation,
Hasan Bakhshi, George Kapetanios and Anthony Yates, from Bank of England (2003)

Anticipating special events in Emergency Department forecasting,
Bahman Rostami-Tabar and Florian Ziel, in International Journal of Forecasting (2022)
Keywords: Forecasting; Emergency department; Forecast accuracy; Special events; Health;

A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction,
Stefan Lessmann, Ming-Chien Sung, Johnnie E.V. Johnson and Tiejun Ma, in European Journal of Operational Research (2012)
Keywords: Forecasting; Forecast combination; Competitive event prediction;

Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts,
Michael Clements, in Empirical Economics (2006)
Keywords: Density forecasts, Event probabilities, Encompassing, SPF inflation forecasts, C53,

Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss,
Konstantinos Gkillas (Gillas), Rangan Gupta and Christian Pierdzioch, from University of Pretoria, Department of Economics (2019)
Keywords: Bitcoin, Realized volatility, Forecasting, Tail events

Event Effects Estimation on Electricity Demand Forecasting,
Kei Hirose, Keigo Wada, Maiya Hori and Rin-ichiro Taniguchi, in Energies (2020)
Keywords: irregular daily events; basis expansion; electricity demand forecasting; Japanese facility

The Nordhaus test with many zeros,
Kajal Lahiri and Yongchen Zhao, in Economics Letters (2020)
Keywords: Friction model; Expectations updating; Forecast efficiency; Fixed-event forecasts; Inattentive forecasters;

The Nordhaus Test with Many Zeros,
Kajal Lahiri and Yongchen Zhao, from CESifo (2020)
Keywords: Nordhaus test, expectations updating, forecast efficiency, fixed-event forecasts, inattentive forecasters

R&D, IP, and firm profits in the automotive supplier industry,
Stefan Lutz, from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
Keywords: Evaluating forecasts, Macroeconomic forecasting, Rationality, Intuition, Weak-form efficiency, Fixed-event forecasts.

The Nordhaus Test with Many Zeros,
Kajal Lahiri and Yongchen Zhao, from Towson University, Department of Economics (2020)
Keywords: Nordhaus test, Expectations updating, Forecast efficiency, Fixed-event forecasts, Inattentive forecasters.

From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca,
Barbara Rossi, Gergely Ganics and Tatevik Sekhposyan, from C.E.P.R. Discussion Papers (2020)

IMPROVING THE INFLATION RATE FORECASTS OF ROMANIAN EXPERTS USING A FIXED-EFFECTS MODELS APPROACH,
Mihaela Simionescu, in Review of Economic and Business Studies (2014)
Keywords: accuracy, forecasts, fixed-effects model, random walk, forecast error

Long-term penetration and traffic forecasts for the Western European fixed broadband market,
Kjell Stordahl, from International Telecommunications Society (ITS) (2011)
Keywords: Fixed broadband, NGA, NGN, long-term forecasts, penetration, traffic

Forecasting Container Shipping Prices Under the Influence of Major Events,
Jia Li, Anqiang Huang, Xianliang Shi and Xinjun Liu, from Springer (2024)
Keywords: forecast, container shipping prices, EEMD-GRU, major events

Demand forecasting in the presence of systematic events: Cases in capturing sales promotions,
Mahdi Abolghasemi, Jason Hurley, Ali Eshragh and Behnam Fahimnia, in International Journal of Production Economics (2020)
Keywords: Demand forecasting; Systematic events; Time series regression models; Sales promotions; Judgmental forecasting; Supply chain;

Assessment of extreme rainfall events for iFLOWS Mumbai in NCUM regional forecasting system,
Mohan S. T, Raghavendra Ashrit, Kondapalli Niranjan Kumar, Upal Saha, D. Nagarjuna Rao, A. Jayakumar, Saji Mohandas and V. S. Prasad, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2024)
Keywords: Extreme rainfall events, Regional forecasts, Quantitative precipitation forecast, Verification, iFLOWS, Moisture flux

Predicting in shock: on the impact of negative, extreme, rare, and short lived events on judgmental forecasts,
Ian Durbach and Gilberto Montibeller, in EURO Journal on Decision Processes (2018)
Keywords: Behavioral decision making, Judgmental forecasting, Prediction intervals, Price forecasting, Uncertainty, Extreme events, Rare events

Financial Analysts’ Forecasts and Unprecedented Events: The Case of German Reunification,
WaQar Ghani, Samuel Szewczyk and Tayyeb Shabbir, in International Advances in Economic Research (2007)
Keywords: German reunification, financial analysts, forecast revisions, forecast errors, East Germany, West Germany, German economy, Berlin Wall, analysts’ expectations, sectoral valuation, event studies, forecast earnings, valuation effects, G14, P51,

A Combined Random Effect and Fixed Effect Forecast for Panel Data Models,
Tae Hwy Lee, Bai Huang and Aman Ullah, from University of California at Riverside, Department of Economics (2018)
Keywords: Endogeneity, Panel Data, Fixed Effect, Random Effect, Hausman test, Combined Estimator, Combined Forecast.

Forecasting violent events in the Middle East and North Africa using the Hidden Markov Model and regularized autoregressive models,
Tozammel Hossain Ksm, Shuyang Gao, Brendan Kennedy, Aram Galstyan and Prem Natarajan, in The Journal of Defense Modeling and Simulation (2020)
Keywords: Event forecasting; Hidden Markov Model; autoregressive models; external signals

Forecasting Turbidity during Streamflow Events for Two Mid-Atlantic U.S. Streams,
Amanda L. Mather and Richard L. Johnson, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2016)
Keywords: Turbidity Forecasting, Event Model, Stream Water Quality, Uncertainty Analysis

Assessing Macro-Forecaster Herding: Modelling versus Testing,
Michael Clements, from Henley Business School, University of Reading (2018)
Keywords: macro-forecasting, (anti-)herding, ?xed-event forecasts, ?xed-horizon forecasts.

A Review of Sentiment, Semantic and Event-Extraction-Based Approaches in Stock Forecasting,
Wai Khuen Cheng, Khean Thye Bea, Steven Mun Hong Leow, Jireh Yi-Le Chan, Zeng-Wei Hong and Yen-Lin Chen, in Mathematics (2022)
Keywords: natural language processing; deep learning; stock forecasting; sentiment analysis; event extraction

Forecasting of solar power ramp events: A post-processing approach,
Mohamed Abuella and Badrul Chowdhury, in Renewable Energy (2019)
Keywords: Adjusting approach; Evaluation metrics; Post-processing; Ramp events; Solar power forecast; Uncertainty analysis;

Forecasting Low Frequency Macroeconomic Events with High Frequency Data,
Ana Galvão and Michael Owyang, from Federal Reserve Bank of St. Louis (2022)
Keywords: mixed frequency models; recession; financial indicators; weekly activity index; event probability forecasting

Failing to forecast rare events,
Philip Bond and James Dow, in Journal of Financial Economics (2021)
Keywords: Bid ask spread; Information production; Rare event; Black swan;

Hybrid machine intelligent SVR variants for wind forecasting and ramp events,
Harsh S. Dhiman, Dipankar Deb and Josep M. Guerrero, in Renewable and Sustainable Energy Reviews (2019)
Keywords: Wind forecasting; Wavelet transform; Twin support vector regression; ε-Twin support vector regression; Wind power ramp events;

The use of survey data in forecasting business fixed investments,
Jane Haltmaier, from Board of Governors of the Federal Reserve System (U.S.) (1989)
Keywords: Forecasting; Capital investments

Event-Based Evaluation of Electricity Price Ensemble Forecasts,
Arne Vogler and Florian Ziel, in Forecasting (2021)
Keywords: electricity price forecasting; probabilistic forecasting; statistical models

Empirical Tests of the Rationality of Economic Forecasters: A Fixed Horizons Approach,
William Nordhaus and Steven Durlauf, from Cowles Foundation for Research in Economics, Yale University (1985)
Keywords: Forecast efficiency, forecast adjustments

Modeling and forecasting call center arrivals: A literature survey and a case study,
Rouba Ibrahim, Han Ye, L’Ecuyer, Pierre and Haipeng Shen, in International Journal of Forecasting (2016)
Keywords: Call center arrivals; Forecasting; Time series; Doubly stochastic Poisson; Fixed-effects; Mixed-effects; ARIMA; Exponential smoothing; Bayesian; Dimension reduction; Dependence; Seasonality; Marketing events;

Trust in forecasts? Correlates with ridership forecast accuracy for fixed-guideway transit projects,
Carole Turley Voulgaris, in Transportation (2020)
Keywords: Public transit, Demand forecasting, Project planning, Ridership

Relative performance of methods for forecasting special events,
Konstantinos Nikolopoulos, Akrivi Litsa, Fotios Petropoulos, Vasileios Bougioukos and Marwan Khammash, in Journal of Business Research (2015)
Keywords: Judgmental forecasting; Structured analogies; Delphi; Interaction groups; Governmental forecasting;

Assessment of WRF numerical model forecasts using different lead time initializations during extreme precipitation events over Macaé city, Rio de Janeiro (Brazil),
Fabricio Polifke Silva, Alfredo Silveira Silva, Maria Gertrudes Alvarez Justi Silva and Gisele Dornelles Pires, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2022)
Keywords: Precipitation, Forecasting, Extreme rainfall events, Numerical weather prediction

An algorithm for forecasting day-ahead wind power via novel long short-term memory and wind power ramp events,
Yang Cui, Zhenghong Chen, Yingjie He, Xiong Xiong and Fen Li, in Energy (2023)
Keywords: Deep learning; Wind power forecast; Wind power ramp event; Numerical weather prediction; LSTM; Day-ahead;

Forecasting passenger load for a fixed planning horizon,
Samer S. Saab and Pierrette P. Zouein, in Journal of Air Transport Management (2001)
Keywords: Air traffic demand; Kalman filter; Forecasting;

PromoCast™: A New Forecasting Method for Promotion Planning,
Lee G. Cooper, Penny Baron, Wayne Levy, Michael Swisher and Paris Gogos, in Marketing Science (1999)
Keywords: Retailing, Promotion Planning, Forecasting, Promotion Event Data

We need to talk about intermittent demand forecasting,
Konstantinos Nikolopoulos, in European Journal of Operational Research (2021)
Keywords: Forecasting; Ubiquitousness; Intermittent demand; Special events; Foresight;

Macroeconomic forecasts and microeconomic forecasters in the Survey of Professional Forecasters,
Tom Stark, from Federal Reserve Bank of Philadelphia (1997)
Keywords: Forecasting

Optimal Updating of Forecasts for the Timing of Future Events,
Robert A. Shumsky, in Management Science (1998)
Keywords: Forecasting, Dynamic Programming Applications, Air Transportation

Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts,
Alexander Harin, in Expert Journal of Economics (2014)
Keywords: forecast, uncertainty, risk, utility, Ellsberg paradox

Real-time probability forecasts of UK macroeconomic events,
Anthony Garratt, Kevin Lee and Shaun Vahey, in National Institute Economic Review (2008)
Keywords: real-time data; data revision; probability forecasts

Forecasts 1983,
Roy H. Webb, in Economic Review (1983)
Keywords: Forecasting

Forecasts 1984,
Roy H. Webb, in Economic Review (1984)
Keywords: Forecasting

Forecasts 1975,
William E. Cullison, in Economic Review (1975)
Keywords: Forecasting

Forecasts 1982,
Roy H. Webb, in Economic Review (1982)
Keywords: Forecasting

Forecasts 1985,
Roy H. Webb, in Economic Review (1985)
Keywords: Forecasting

Romania – the European Commission Forecasts the Acceleration of the Economy in the Mid-Run,
Andrei Radulescu, in Conjunctura economiei mondiale / World Economic Studies (2015)
Keywords: Romanian economy, fixed investments, European Commission forecasts

Changes subsequent to infrastructure investments: Forecasts, expectations and ex-post situation,
Erik Louw, Martijn Leijten and Evert Meijers, in Transport Policy (2013)
Keywords: Forecasts; Infrastructure effects; Fixed links; Transport infrastructure;

Fixed-time synchronization of coupled memristive neural networks via event-triggered control,
Yuangui Bao, Yijun Zhang and Baoyong Zhang, in Applied Mathematics and Computation (2021)
Keywords: Fixed-time; Synchronization; Event-triggered control; Coupled memristive neural networks;

Changes in share prices as a response to earnings forecasts regarding future real profits,
Leszek Czerwonka, in Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015) (2009)
Keywords: evaluation of share prices, earnings forecasts, event study

Integrating the event study method and the Grey Markov forecasting model to evaluate the effect of announcements regarding the establishment of FHCs,
Chen Li-Hui and Cheng Yao-Jen, in International Journal of Management and Decision Making (2008)
Keywords: event study; Grey Markov forecasting models; financial holding companies; FHC acquisitions; establishment announcement; Taiwan; stock values; acquisition announcements; investment.

Mass Conservative Time-Series GAN for Synthetic Extreme Flood-Event Generation: Impact on Probabilistic Forecasting Models,
Divas Karimanzira, in Stats (2024)
Keywords: time-series GAN; synthetic-data generation; probabilistic flood forecasting; extreme events; resilience; t -statistics; principal component analysis; space-filling sampling

Outlier Events of Solar Forecasts for Regional Power Grid in Japan Using JMA Mesoscale Model,
Hideaki Ohtake, Fumichika Uno, Takashi Oozeki, Yoshinori Yamada, Hideaki Takenaka and Takashi Y. Nakajima, in Energies (2018)
Keywords: photovoltaic (PV) power generation; global horizontal irradiance (GHI), numerical weather prediction (NWP), outlier events; day-ahead forecast; regional integration

Meteotsunami forecasting: sensitivities demonstrated by the 2008 Boothbay, Maine, event,
P. Whitmore and B. Knight, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2014)
Keywords: Meteotsunami, Meteotsunami forecast, Tsunami forecasting, Boothbay,

Forecasting in the Supply Chain Environment,
David Frederick Ross, from Springer (2015)
Keywords: Collaborative Planning, Forecasting And Replenishment (CPFR), Forecasting Techniques, Mean Absolute Percentage Error (MAPE), Supply Chain Event Management (SCEM), Forecasting Associates

Tail calibration of probabilistic forecasts,
Sam Allen, Jonathan Koh, Johan Segers and Johanna Ziegel, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2024)
Keywords: Extreme event ; proper scoring rule ; forecast evaluation ; tail calibration diagnostic plot ; precipitation forecast

\"Forecasting the forecasts of others.\" Expectational heterogeneity and aggregate dynamics,
Antulio Bomfim, from Board of Governors of the Federal Reserve System (U.S.) (1996)
Keywords: Forecasting

Improving forecast accuracy by combining recursive and rolling forecasts,
Todd Clark and Michael McCracken, from Federal Reserve Bank of Kansas City (2004)
Keywords: Forecasting

Forecasting Civil Wars: Theory and Structure in an Age of “Big Data†and Machine Learning,
Robert A. Blair and Nicholas Sambanis, in Journal of Conflict Resolution (2020)
Keywords: forecasting; civil wars; event data; machine learning

Solar Irradiance Ramp Forecasting Based on All-Sky Imagers,
Stavros-Andreas Logothetis, Vasileios Salamalikis, Bijan Nouri, Jan Remund, Luis F. Zarzalejo, Yu Xie, Stefan Wilbert, Evangelos Ntavelis, Julien Nou, Niels Hendrikx, Lennard Visser, Manajit Sengupta, Mário Pó, Remi Chauvin, Stephane Grieu, Niklas Blum, Wilfried van Sark and Andreas Kazantzidis, in Energies (2022)
Keywords: all-sky imagers; solar irradiance ramp event forecasting; ramp events; forecasting

A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting,
Francis Diebold and Maximilian Gobel, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2022)
Keywords: Climate forecasting, climate prediction, climate change, forecast evaluation

A benchmark model for fixed-target Arctic sea ice forecasting,
Francis Diebold and Maximilian Göbel, in Economics Letters (2022)
Keywords: Climate forecasting; Climate prediction; Climate change; Forecast evaluation;