Testing the rationality of forecast revisions made by the IMF and the OECD
Article Abstract:
A study analyzing the rationality behind the alterations of real Gross Domestic Product (GDP) forecasts and GDP deflator forecasts by International Monetary Fund (United Nations) (IMF), and Organisation for Economic Co-operation and Development (OECD) in the last thirty years is presented.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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Political maneuverings as sources of measurement errors in forecasts
Article Abstract:
A model used to explain the deviations in budget forecasts of March and November are analyzed. Errors in GDP (Gross domestic product) forecasts and findings are also explained. The influence of politics on the economic policy is also studied.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach
Article Abstract:
Stochastic analysis is done in a study on benchmarking to forecast multivariate time series and the gross domestic product is used as an example.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
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- Abstracts: Evaluating the rationality of fixed-event forecasts. Cross-correlations and predictability of stock returns. Evaluating the predictive accuracy of volatility models
- Abstracts: Econometric modelling for short-term inflation forecasting in the euro area. Forecasting Euro area inflation using dynamic factor measures of underlying inflation
- Abstracts: Modeling the world economy: the European perspective. ex post and ex ante analysis of provisional data. Factor forecasts for the UK