Search Results

The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models,
Stephen Burgess, Emilio Fernandez-Corugedo, Charlotta Groth, Richard Harrison, Francesca Monti, Konstantinos Theodoridis and Matt Waldron, from Bank of England (2013)
Keywords: Forecasting; macro-modelling; misspecification

Term structure forecasting using macro factors and forecast combination,
Michiel De Pooter, Francesco Ravazzolo and Dick van Dijk, from Norges Bank (2010)
Keywords: Term structure of interest rates, Nelson-Siegel model, Affine term structure model, macro factors, forecast combination, Model Confidence Set

Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods,
Faik Bilgili, from University Library of Munich, Germany (2000)
Keywords: Turkish economy, forecasting, macro targets, Box-Jenkins, exponential smoothing

Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences,
Luci Alessi, Eric Ghysels, Luca Onorante, Richard Peach and Simon Potter, from Federal Reserve Bank of New York (2014)
Keywords: macro forecasting; financial crisis

Forecasting the macro economy,
Robert Ewing, David Gruen and John Hawkins, in Economic Roundup (2005)
Keywords: forecasting, gross domestic product, macroeconomics

Economic forecasts and sovereign yields,
Antonio Afonso and Ana Sofia Nunes, in Economic Modelling (2015)
Keywords: Macro forecasts; Fiscal forecasts; Sovereign yields;

Economic forecasts and sovereign yields,
Antonio Afonso and Sofia Nunes, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2013)
Keywords: macro forecasts, fiscal forecasts, sovereign yields.

Macro disagreement and analyst forecast properties,
Rajesh Kumar Sinha, in Journal of Contemporary Accounting and Economics (2021)
Keywords: Security analysts; Higher-order uncertainty; Macro disagreement;

Macro-financial spillovers,
John Cotter, Mark Hallam and Kamil Yilmaz, in Journal of International Money and Finance (2023)
Keywords: Spillovers; Connectedness; Macro-financial; Mixed-frequency; Forecasting;

Macro-Financial Spillovers,
John Cotter, Mark Hallam and Kamil Yilmaz, from Geary Institute, University College Dublin (2020)
Keywords: spillovers, connectedness, macro-financial, mixed-frequency, forecasting

Revenue Forecast Errors in the European Union,
Antonio Afonso and Rui Carvalho, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2014)
Keywords: macro forecasts, revenue forecast errors, EU

Observed inflation forecasts and the new Keynesian macro model,
Mika Kortelainen, Maritta Paloviita and Matti Viren, in Economics Letters (2011)
Keywords: Expectations Inflation Macro model

The Fiscal Forecasting Track Record of the European Commission and Portugal,
Antonio Afonso and Jorge Silva, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012)
Keywords: macro forecasts, fiscal forecasts, EU, Portugal.

The impossibility of accurate macro-economic forecasting,
Paul Ormerod, in Journal of Financial Transformation (2004)
Keywords: Economics forecasting; economic analysis

Firm performance and macro forecast accuracy,
Mari Tanaka, Nicholas Bloom, Joel David and Maiko Koga, in Journal of Monetary Economics (2020)
Keywords: Forecasting; Investment; Employment; Productivity;

Firm Performance and Macro Forecast Accuracy,
Mari Tanaka, Nicholas Bloom, Maiko Koga and Haruko Kato, from Bank of Japan (2018)
Keywords: Forecast; investment; employment; productivity

A Study of Economists' Consensus Forecasts,
David Ahlers and Josef Lakonishok, in Management Science (1983)
Keywords: consensus forecasts, macro-economic variables, efficient forecasts, forecast errors

Evaluating CPB’s Forecasts,
Philip Hans Franses, in De Economist (2014)
Keywords: Macro-economic forecasting, Forecast accuracy, Forecast evaluation, E27,

Rounding behaviour of professional macro-forecasters,
Michael Clements, in International Journal of Forecasting (2021)
Keywords: Rounding; Survey expectations; Uncertainty; Forecast accuracy; Histograms;

Forecasting Performance of Information Criteria with Many Macro Series,
Clive Granger and Yongil Jeon, in Journal of Applied Statistics (2004)
Keywords: Large macro model, information criterion, AIC, BIC,

The real-time macro content of corporate financial reports: A dynamic factor model approach,
Ahmed M. Abdalla, Jose M. Carabias and Panos N. Patatoukas, in Journal of Monetary Economics (2021)
Keywords: Corporate financial reports; Nowcasting; Forecasting; Macro accounting;

The real-time macro content of corporate financial reports: a dynamic factor model approach,
Ahmed Abdalla, Jose M. Carabias and Panos N. Patatoukas, from London School of Economics and Political Science, LSE Library (2021)
Keywords: Corporate Financial Reports; Nowcasting; Forecasting; Macro Accounting

MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments,
M. Baghli, V. Brunhes-Lesage, Olivier de Bandt, Henri Fraisse and Jean-Pierre Villetelle, from Banque de France (2004)
Keywords: Macro-economic model ; Applied econometrics ; Forecasting ; France

Balance sheets of financial intermediaries: Do they forecast economic activity?,
Rodrigo Sekkel, in International Journal of Forecasting (2015)
Keywords: Financial intermediaries; Forecasting; Macro financial linkages;

Forecasting the Greek office price index using macroeconomic leading indicators,
Vasiliki Vlachostergiou and Anastasios Karaganis, from European Real Estate Society (ERES) (2017)
Keywords: Forecasting; Macro-economic leading indicators; office prices

Do US Macroeconomic Forecasters Exaggerate Their Differences?,
Michael Clements, from Henley Business School, University of Reading (2014)
Keywords: Macro-forecasting, imitative behaviour, histogram forecasts, point predictions.

Are Forecast Updates Progressive?,
Chia-Lin Chang, Philip Hans Franses and Michael McAleer, from University of Canterbury, Department of Economics and Finance (2010)
Keywords: Macro-economic forecasts; econometric models; intuition; initial forecast; primary forecast; revised forecast; actual value; progressive forecast updates; forecast errors

Are Forecast Updates Progressive?,
Chia-Lin Chang, Philip Hans Franses and Michael McAleer, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
Keywords: actual value, econometric models, forecast errors, initial forecast, intuition, macro-economic forecasts, primary forecast, progressive forecast updates, revised forecast

Income Persistence and Macro-Policy Feedbacks in the United States,
John Muellbauer, from C.E.P.R. Discussion Papers (1997)
Keywords: Income Persistance; Lucas Critique; Macro Forecasts; Macro-Policy Feedback Rules; Monetary Policy Transmission; Structural Breaks

Macro Forecasts by Use of a Nonparametric Monetary Aggregate,
Hyung-Sik Harris Kim, in Korean Economic Review (2003)
Keywords: Monetary aggregates, forecasting, nonparametric estimation

Forecasting U.S. Recessions with Macro Factors,
Sebastian Fossati, from University of Alberta, Department of Economics (2013)
Keywords: recession; forecasting; factors; probit model

Introducing Macro-Financial Variables into a Semi-Structural Model,
Dominika Ehrenbergerova and Simona Malovana, from Czech National Bank (2019)
Keywords: Financial cycle, forecasting, macro-financial variables, semi-structural model

Volatility forecasting in commodity markets using macro uncertainty,
Dimitrios Bakas and Athanasios Triantafyllou, in Energy Economics (2019)
Keywords: Commodity markets; Volatility; Macroeconomic uncertainty; Forecasting;

Are Forecast Updates Progressive?,
Chia-Lin Chang, Philip Hans Franses and Michael McAleer, from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
Keywords: Macro-economic forecasts, econometric models, intuition, learning, progressive forecast updates, forecast errors.

Are Forecast Updates Progressive?,
Chia-Lin Chang, Philip Hans Franses and Michael McAleer, from Kyoto University, Institute of Economic Research (2011)
Keywords: Macro-economic forecasts, econometric models, intuition, learning, progressive forecast updates, forecast errors.

Term structure dynamics with macro-factors using high frequency data,
Hwagyun Kim and Hail Park, in Journal of Empirical Finance (2013)
Keywords: Term structure estimation; Latent macro-factors; Yield forecasts;

Economic forecasting with an agent-based model,
Sebastian Poledna, Michael Gregor Miess, Cars Hommes and Katrin Rabitsch, in European Economic Review (2023)
Keywords: Agent-based models; Behavioural macro; Macroeconomic forecasting; Micro data;

Intraday realised volatility forecasting and announcements,
Dimitrios Vortelinos and Konstantinos Gkillas, in International Journal of Banking, Accounting and Finance (2018)
Keywords: forecasting; macro-economic announcements; nonlinearity; combining; mini-futures markets.

Perspective for the Vietnamese Economy in the Context of Asia and the Paci c: An econometric analysis with a global macro econometric model,
Osamu Nakamura, from Research Institute, International University of Japan (2010)
Keywords: FDI, take-off stage, macro-econometric model, scenario forecast

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

Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models,
Joseph Zhi Bin Ling, Albert K. Tsui and Zhaoyong Zhang, in Sustainability (2021)
Keywords: forecasting exchange rate; trading macro-cycles; multilayer feedforward neural network; hybrid forecast model

What Do We Know About G-7 Macro Forecasts?,
Herman Stekler, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2008)
Keywords: G7 forecasts, evaluation techniques

Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk,
Refet Gürkaynak and Justin Wolfers, from Federal Reserve Bank of San Francisco (2005)
Keywords: Derivative securities; Macroeconomics; Forecasting

A Short History of Macro-econometric Modelling,
David Hendry, from Economics Group, Nuffield College, University of Oxford (2020)
Keywords: History of Macroeconomic Modelling; Macro-econometric models; National Accounts; Forecasting, Economic policy

Should Macroeconomic Forecasters Use Daily Financial Data and How?,
Elena Andreou, Eric Ghysels and Andros Kourtellos, from Rimini Centre for Economic Analysis (2010)
Keywords: MIDAS; macro forecasting, leads; daily financial information; daily factors

Forecasting world and regional aviation jet fuel demands to the mid-term (2025),
Benoît Chèze, Pascal Gastineau and Julien Chevallier, in Energy Policy (2011)
Keywords: Energy efficiency Jet fuel demand forecasts Macro-level methodology

Should macroeconomic forecasters use daily financial data and how?,
Elena Andreou, Eric Ghysels and Andros Kourtellos, from University of Cyprus Department of Economics (2010)
Keywords: MIDAS, macro forecasting, leads, daily financial information, daily factors.

Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts,
Dimitris Kenourgios, Stephanos Papadamou, Dimitrios Dimitriou and Constantin Zopounidis, in Journal of International Financial Markets, Institutions and Money (2020)
Keywords: Quantitative easing; Tapering; Signaling; Macro and Financial forecasts; Dynamic conditional correlation;

Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts,
Peter McAdam and Ricardo Mestre, from European Central Bank (2008)
Keywords: forecast accuracy, forecast projections, in-sample, macro-model, out-of-sample, structural break.

Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts,
Ricardo Mestre and Peter McAdam, in Journal of Forecasting (2011)
Keywords: macro model , forecast projections , out‐of‐sample , in‐sample , forecast accuracy , structural break , Economic Monetary Union ,

Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk,
Refet Gürkaynak and Justin Wolfers, from Institute of Labor Economics (IZA) (2005)
Keywords: prediction markets, disagreement, uncertainty, macroeconomic forecasting, economic derivatives, density forecasting

Some Important Macro Points,
Ray C. Fair, from Cowles Foundation for Research in Economics, Yale University (2019)
Keywords: Macro models, Macro properties

Some Important Macro Points,
Ray C. Fair, from Cowles Foundation for Research in Economics, Yale University (2019)
Keywords: Macro models, Macro properties

Forecasting macro variables with a Qual VAR business cycle turning point index,
Michael Dueker and Katrin Wesche, from Federal Reserve Bank of St. Louis (2005)
Keywords: Business cycles; Forecasting; Vector autoregression

Are bond returns predictable with real-time macro data?,
Dashan Huang, Fuwei Jiang, Kunpeng Li, Guoshi Tong and Guofu Zhou, in Journal of Econometrics (2023)
Keywords: Bond return predictability; Real-time macro data; Scaled sufficient forecasting; Machine learning;

Macro-economic leading indicators of construction contract prices,
Akintola Akintoye, Paul Bowen and Cliff Hardcastle, in Construction Management and Economics (1998)
Keywords: Price, Tender Price Index, Forecasting, Leading Indicator, Time Series, Analysis, Macro-economic, Variables,

Suriname: Technical Assistance Report-Medium-Term Macro-Fiscal Forecasting,
International Monetary Fund, from International Monetary Fund (2023)
Keywords: EAD staff; staff time; Suriname debt management office; EAD forecast; MFP staff; Macroeconomic and fiscal forecasts; Revenue forecasting; Caribbean

Forecasting the macro determinants of bank credit quality: a non-linear perspective,
Maria Grazia Fallanca, Antonio Fabio Forgione and Edoardo Otranto, in Journal of Risk Finance (2020)
Keywords: Forecasts, Bank loan default, Markov-switching model

Learning Through Short-Run Macroeconomic Forecasts in a Micro-to- Macro Model,
Mikhail Antonov and Georgi Trofimov, from Research Institute of Industrial Economics (1992)
Keywords: Bounded rationality; Internal adaptive expectations; External forecasts

Patents in nanotechnology: an analysis using macro-indicators and forecasting curves,
Douglas Henrique Milanez, Leandro Innocentini Lopes Faria, Roniberto Morato Amaral, Daniel Rodrigo Leiva and José Angelo Rodrigues Gregolin, in Scientometrics (2014)
Keywords: Bibliometrics, Technological forecasting, S-shaped curves, Nanotechnology

MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION,
Pankaj Sinha, Sushant Gupta and Nakul Randev, in Journal of Applied Economic Sciences (2011)
Keywords: ARIMA, Box-Jenkins, Indian economy, forecasting

Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?,
Michael Clements, in Econometrics (2020)
Keywords: survey forecasters; probability distributions; probability scores

Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession,
Pankaj Sinha, Sushant Gupta and Nakul Randev, from University Library of Munich, Germany (2010)
Keywords: ARIMA, Box-Jenkins, Indian Economy, Forecasting

Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency,
Michael Clements, from Henley Business School, University of Reading (2016)
Keywords: Expectations formation, Disagreement, Accuracy, Forecast Efficiency

Do macro variables, asset markets, or surveys forecast inflation better?,
Andrew Ang, Geert Bekaert and Min Wei, from Board of Governors of the Federal Reserve System (U.S.) (2006)
Keywords: Inflation (Finance); Economic surveys; Economic forecasting

Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics,
James Mitchell, Aubrey Poon and Dan Zhu, from Federal Reserve Bank of Cleveland (2023)
Keywords: Density Forecasts; Quantile Regressions; Financial Conditions

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France,
Piyabha Kongsamut, Christian Mumssen, Anne-Charlotte Paret and Thierry Tressel, from International Monetary Fund (2017)
Keywords: WP;Citi FCI;financial condition;center;GDP; France; financial conditions index; macro-financial linkages; vector auto-regression; forecasting; GDP-linked FCI; consumption FCI; credit standard; construction method; export FCI; interpretable FCI; FCI-augmented model; FCI model; investment FCI; Goldman Sachs FCI; ECB FCI; GDP figure; Stock markets; Credit; Consumption; Return on investment; Global

Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk,
Justin Wolfers and Gürkaynak, Refet, from C.E.P.R. Discussion Papers (2006)
Keywords: Density forecasts; Disagreement; Economic derivatives; Expectations; Forecasting; Macroeconomic surveys; Prediction markets; Surveys; Uncertainty

A Co-Evolutionary, Long-Term, MacroEconomic Forecast for the UK Using Demographic Projections,
Nick Jagger, from SPRU - Science Policy Research Unit, University of Sussex Business School (2018)
Keywords: Co-evolutionary forecasting; Multichannel Singular Spectral Analysis; Demographics; Educational Attainment; Long-term macro-economic forecasting

Deus ex Machina? A Framework for Macro Forecasting with Machine Learning,
Marijn Bolhuis and Brett Rayner, from International Monetary Fund (2020)
Keywords: WP; ML model; ML method; RF algorithm; SVM regression; forecasting method; forecast error; Factor models; Machine learning; Global; Forecasts; Nowcasting; GDP growth; Cross-validation; Random Forest; Ensemble; Turkey

Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002,
Khurshid Kiani and Terry L. Kastens, in Applied Econometrics and International Development (2006)
Keywords: business cycles; neural networks; out-of-sample forecasts; recession; real GDP

Macro information environment change and the quality of management earnings forecasts,
Stephen Baginski, John Hassell and Michael Kimbrough, in Review of Quantitative Finance and Accounting (2008)
Keywords: Management forecasts, Information environment, Earnings quality, M40, M41, M49,

Business Survey Data: Do They Help in Forecasting the Macro Economy?,
Jesper Hansson, Per Jansson and Mårten Löf, from National Institute of Economic Research (2003)
Keywords: Business survey data; Dynamic factor models; Macroeconomic forecasting

Business Survey Data: Do They Help in Forecasting the Macro Economy?,
Jesper Hansson, Per Jansson and Mårten Löf, from Sveriges Riksbank (Central Bank of Sweden) (2003)
Keywords: Business survey data; Dynamic factor models; Macroeconomic forecasting

Has Macro Progressed?,
Ray Fair, from Yale School of Management (2009)
Keywords: macro progress

Mata Matters: Macros,
William Gould, in Stata Journal (2008)
Keywords: Mata, macros

Has Macro Progressed?,
Ray Fair, from Cowles Foundation for Research in Economics, Yale University (2010)
Keywords: Macro process

Improvement of Information and Methodical Provision of Macro-economic Statistical Analysis,
Tiurina Dina M., in Business Inform (2014)
Keywords: macro-statistical analysis, system of national accounts, society wellbeing, life quality, forecast

Forecasting market returns: bagging or combining?,
Steven J. Jordan, Andrew Vivian and Mark Wohar, in International Journal of Forecasting (2017)
Keywords: Return forecasting; Fundamentals; Macro variables; Technical indicators; Emerging markets; Asia; G7; Data mining; Bootstrapping;

The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts,
Benjamin Beckers, from DIW Berlin, German Institute for Economic Research (2015)
Keywords: Asset price bubbles, financial stability, leaning-against-the-wind, monetary policy, real-time forecasting, unit root monitoring test

Money and Finance in the Macro-Economic Process,
James Tobin, from Nobel Prize Committee (1981)
Keywords: Macro-finance

Forecasting with a forward-looking DGE model: combining long-run views of financial markes with macro forecasting,
Hanna-Leena Männistö, from Bank of Finland (2005)
Keywords: forecasting, New Keynesian model, DSGE model, rational expectations, open economy

Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction,
Naveed Ul Hassan, Bilal Aziz and Maryam Mushtaq, in European Journal of Economics and Business Studies Articles (2017)
Keywords: Equity Risk Premium; Macro-economic Indicators; Technical Indicators; Forecasting. Field of Study: Finance

Forecasting Values of Endogenous Variables in the System of Simultaneous Equations,
Naumov Vladimir N., in Business Inform (2013)
Keywords: forecasting, systems of simultaneous equations, endogenous variables, exogenous variables, time series, random component, macro-economic indicators

Forecasting Bond Risk Premia with Unspanned Macroeconomic Information,
Rui Liu, in Quarterly Journal of Finance (QJF) (2019)
Keywords: Unspanned macro risk, bond risk premia, forecast combination, model uncertainty, economic value

Forecasting impulsive consumers driven by macro-influencers posts: Intervention of followers' flow state and perceived informativeness,
Abaid Ullah Zafar, Mohsin Shahzad, Muhammad Ashfaq and Khuram Shahzad, in Technological Forecasting and Social Change (2023)
Keywords: Macro-influencers; Authenticity of posts; Visual appeal of posts; Urge to buy impulsively; Flow state; Perceived informativeness;

Forecasting stock volatility using time-distance weighting fundamental’s shocks,
Xueting Mei and Xinyu Wang, in Finance Research Letters (2024)
Keywords: Time-distance weighting function; Mixed-frequency modeling; Volatility forecasting; Macro shocks;

Analyzing and forecasting economic crises with an agent-based model of the euro area,
Cars Hommes and Sebastian Poledna, from Tinbergen Institute (2023)
Keywords: agent-based models, behavioural macro, macroeconomic forecasting, microdata, financial crisis, inflation and prices, coronavirus disease (COVID- 19).

Macro Pakistani: Data-driven Reporting on the Economy,
Aqsa Gul and Abdul Khaliq, from Pakistan Institute of Development Economics (2021)
Keywords: Macro Pakistani,

Macro-prudential View of Financial Stability,
Dragan Momirovic, in Economic Analysis (2012)
Keywords: Macro-prudential, macro-prudential instruments, macro prudential indicators, macro prudential tools, macro-prudential analysis