Forecast accuracy and product differentiation of Japanese Institutional Forecasters
نویسندگان
چکیده
منابع مشابه
Using forecasts of forecasters to forecast
Quantification techniques are popular methods in empirical research for aggregating the qualitative predictions at the microlevel into a single figure. In this paper, we analyze the forecasting performance of various methods that are based on the qualitative predictions of financial experts for major financial variables and macroeconomic aggregates. Based on the Centre of European Economic Rese...
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Testing Forecast Accuracy
Despite the obvious desirability of formal testing procedures, earlier efforts at assessing the forecast accuracy of an estimated model revolved around the calculation of summary forecast error statistics e.g., see Klein (1991); Clements and Hendry (1993); Wallis (1995); Newbold, Harvey, and Leybourne (1999); and Stock and Watson (1999). Resort to such an informal approach may be ascribed mainl...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2006
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2005.07.003