Content
2024
- 2024-003 House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks
by Gary Cornwall & Marina Gindelsky - 2024-002 House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks
by William D. Larson & Andrew B. Martinez - 2024-001 Sir David Hendry: An Appreciation from Wall Street and What Macroeconomics Got Right
by John B. Guerard
2023
- 2023-001 On the Predictability of the DJIA and S&P500 Indices
by John B. Guerard & Dimitrios D. Thomakos & Foteini Kyriazi & Konstantinos Mamais
2022
- 2022-001 The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022
by Jennifer L. Castle & David F. Hendry & Andrew B. Martinez
2021
- 2021-007 Employment Reconciliation and Nowcasting
by Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden - 2021-006 Jointly Modeling Male and Female Labor Participation and Unemployment
by David H. Bernstein & Andrew B. Martinez - 2021-005 Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
by Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng - 2021-004 Sentiment and Uncertainty about Regulation
by Tara M. Sinclair & Zhoudan Xie - 2021-003 The Forecasts of Individual FOMC Members: New Evidence after Ten Years
by Jaime Marquez & S Yanki Kalfa - 2021-002 Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation
by Brent H. Meyer & Nicholas B. Parker & Xuguang Simon Sheng - 2021-001 Dynamic Econometrics in Action: A Biography of David F. Hendry
by Neil R. Ericsson
2020
- 2020-009 Smooth Robust Multi-Horizon Forecasts
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - 2020-008 Extracting Information from Different Expectations
by Andrew B. Martinez - 2020-007 The FOMC’s New Individual Economic Projections and Macroeconomic Theories
by Natsuki Arai - 2020-006 The Impact of the COVID-19 Pandemic on Business Expectations
by Brent H. Meyer & Brian Prescott & Xuguang Simon Sheng - 2020-005 Expectation Formation and the Persistence of Shocks
by Constantin Bürgi - 2020-004 Nowcasting Unemployment Insurance Claims in the Time of COVID-19
by William D. Larson & Tara M. Sinclair - 2020-003 Forecast Accuracy Matters for Hurricane Damages
by Andrew B. Martinez - 2020-002 Consumer Inflation Expectations and Household Weights
by Constantin Bürgi - 2020-001 What Does Forecaster Disagreement Tell Us about the State of the Economy?
by Constantin Bürgi & Tara M. Sinclair
2019
- 2019-003 Continuities and Discontinuities in Economic Forecasting
by Tara M. Sinclair - 2019-002 Estimating monetary policy rules in small open economies
by Michael S. Lee-Browne - 2019-002 Sectoral Okun’s Law and Cross-Country Cyclical Differences
by Eiji Goto & Constantin Bürgi
2018
- 2018-007 Forecasting FOMC Forecasts
by S. Yanki Kalfa & Jaime Marquez - 2018-006 Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game
by Carl Singleton & J. James Reade & Alsdair Brown - 2018-005 A Textual Analysis of the Bank of England Growth Forecasts
by Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler - 2018-004 Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts
by Gabriel Mathy & Christian Roatta - 2018-003 Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity
by Benjamin Williams - 2018-002 Identification of the Linear Factor Model
by Benjamin Williams - 2018-001 French Nowcasts of the US Economy during the Great Recession: A Textual Analysis
by Emma Catalfamo
2017
- 2017-004 Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data
by Gabriel Mathy & Herman O. Stekler - 2017-003 What if you are not Bayesian? The consequences for decisions involving risk
by Paul Goodwin & Dilek Önkal & Herman O. Stekler - 2017-002 Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters
by Jörg Döpke & Ulrich Fritsche & Gabi Waldhof - 2017-001 How Biased Are U.S. Government Forecasts of the Federal Debt?
by Neil R. Ericsson
2016
- 2016-014 Nowcasting German Turning Points Using CUSUM Analysis
by Kevin Kovacs & Bryan Boulier & Herman O. Stekler - 2016-013 What Do We Lose When We Average Expectations?
by Constantin Burgi - 2016-012 Economic Forecasting in Theory and Practice: An Interview with David F. Hendry
by Neil R. Ericsson - 2016-011 Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press
by Gabriel Mathy & Herman O. Stekler - 2016-010 Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling
by Alexander N. Bogin & William M. Doerner & William D. Larson - 2016-009 Evaluating a Long-run Forecast: The World Bank Poverty Forecasts
by Jin Ho Kim & Herman O. Stekler - 2016-008 Time-series measures of core inflation
by Edward N. Gamber & Julie K. Smith - 2016-007 Do Fed Forecast Errors Matter?
by Pao-Lin Tien & Tara M. Sinclair & Edward N. Gamber - 2016-006 Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set
by Herman O. Stekler & Yongchen Zhao - 2016-005 Liquidity effects on consumers’ imports in Trinidad and Tobago
by Michael Browne - 2016-004 Evaluating a Leading Indicator: An Application: the Term Spread
by Herman O. Stekler & Tianyu Ye - 2016-003 Could The Start Of The German Recession 2008-2009 Have Been Foreseen? Evidence From Real-Time Data
by Ulrich Heilemann & Susanne Schnorr-Bäcker - 2016-002 Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair
by Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi - 2016-001 Forecasting the USD/CNY Exchange Rate under Different Policy Regimes
by Yuxuan Huang
2015
- 2015-006 A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average
by Constantin Bürgi & Tara M. Sinclair - 2015-005 Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms
by Yongchen Zhao - 2015-004 Predicting Recessions With Boosted Regression Trees
by Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch - 2015-003 Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis
by Neil R. Ericsson - 2015-002 Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
by William Larson - 2015-001 Can A Subset Of Forecasters Beat The Simple Average In The Spf?
by Constantin Burgi
2014
- 2014-006 Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series
by Robert F. Phillips - 2014-005 How Did The Fomc View The Great Recession As It Was Happening?: Evaluating The Minutes From Fomc Meetings, 2006-2010
by Herman O. Stekler & Hilary Symington - 2014-004 Evaluating Forecasts Of A Vector Of Variables: A German Forecasting Competition
by Hans Christian Müller-Dröge & Tara M. Sinclair & Herman O. Stekler - 2014-003 What Can We Learn From Revisions To The Greenbook Forecasts?
by Jeff Messina & Tara M. Sinclair & Herman O. Stekler - 2014-002 Comments On Dovern, Fritsche, Loungani And Tamirisa (Forthcoming)
by Olivier Coibion - 2014-001 Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel
by Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa
2013
- 2013-006 Benchmarking time series based forecasting models for electricity balancing market prices
by Gro Klaeboe & Anders Lund Eriksrud & Stein-Erik Fleten - 2013-005 Using Forecasting to Detect Corruption in International Football
by J. James Reade & Sachiko Akie - 2013-004 Truncated Product Methods for Panel Unit Root Tests
by Xuguang Sheng & Jingyun Yang - 2013-003 Information Environment and The Cost of Capital
by Orie Barron & Xuguang Sheng & Maya Thevenot - 2013-002 Inflation Persistence: Revisited
by Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith - 2013-001 Does disagreement among oil price forecasters reflect future volatility? Evidence from the ECB Surveys
by Tarek Atallah & Fred Joutz & Axel Pierru
2012
- 2012-006 Evaluating a Global Vector Autoregression for Forecasting
by Neil R. Ericsson & Erica L. Reisman - 2012-005 The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?
by Fakhri Hasanov - 2012-004 A New Approach For Evaluating Economic Forecasts
by Tara M. Sinclair & H.O. Stekler & Warren Carnow - 2012-003 Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region
by Jason B. Jorgensen & Fred Joutz - 2012-002 Evaluating A Vector Of The Fed’S Forecasts
by Tara M. Sinclair & H.O. Stekler & Warren Carnow - 2012-001 Forecasting Data Vintages
by Tara M. Sinclair
2011
- 2011-006 A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach
by Yueqing Jia - 2011-005 Economic Forecasting in the Great Recession
by Herman O. Stekler & Raj M. Talwar - 2011-004 The Forecasting Performance of Business Economists During the Great Recession
by Kathryn Lundquist & H.O. Stekler - 2011-003 Predicting the Outcomes of NCAA Basketball Championship Games
by H.O. Stekler & Andrew Klein - 2011-002 Comparing Government Forecasts of the United States’ Gross Federal Debt
by Andrew B. Martinez - 2011-001 Examining the Quality of Early GDP Component Estimates
by Tara M. Sinclair & H.O. Stekler
2010
- 2010-004 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
by William D. Larson - 2010-003 Forecasting the Intermittent Demand for Slow-Moving Items
by Ralph D. Snyder & J. Keith Ord & Adrian Beaumont - 2010-002 Perspectives on Evaluating Macroeconomic Forecasts
by Ullrich Heilemann & Herman Stekler - 2010-001 Has the Accuracy of German Macroeconomic Forecasts Improved?
by Ullrich Heilemann & Herman O. Stekler
2009
- 2009-004 Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach
by Rosen Valchev & Antony Davies - 2009-003 Evaluating National Football League Draft Choices: The Passing Game
by Bryan L. Boulier & Herman O. Stekler & Jason Coburn & Timothy Rankins - 2009-002 Issues in Sports Forecasting
by Herman O. Stekler & David Sendor & Richard Verlander - 2009-001 Can the Fed Predict the State of the Economy?
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler
2008
- 2008-010 Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts
by Tara M. Sinclair & Fred Joutz & Herman O. Stekler - 2008-009 What Do We Know About G-7 Macro Forecasts?
by Herman O. Stekler - 2008-008 An Exploration of Regression-Based Data Mining Techniques Using Super Computation
by Antony Davies - 2008-007 Evaluating Consensus Forecasts
by Herman O. Stekler - 2008-006 Measuring Consensus in Binary Forecasts: NFL Game Predictions
by ChiUng Song & Bryan L. Boulier & Herman O. Stekler - 2008-005 Evaluating Current Year Forecasts Made During the Year: A Japanese Example
by H.O. Stekler & Kazuta Sakamoto - 2008-004 Monitoring Processes with Changing Variances
by J. Keith Ord - 2008-003 Exponential smoothing and non-negative data
by Muhammad Akram & Rob J Hyndman & J. Keith Ord - 2008-002 Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
by Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid - 2008-001 Forecast Errors Before and After the Great Moderation
by Edward N. Gamber & Julie K. Smith & Matthew Weiss
2007
- 2007-002 Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?
by Edward N. Gamber & Julie K. Smith - 2007-001 Sports Forecasting
by Herman O. Stekler