Diagnostics for evaluating the value and rationality of economic forecasts

Article Abstract:

A number of studies, that sought to determine whether economic forecasts have predictive value, used a single statistical methodology based on the independence of the actual and predicted changes. The effect of alternative statistical methodologies on the result of these studies is examined.

Economic forecasting

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A note on musgrave asymmetrical trend-cycle filters

Article Abstract:

The implicit forecasts in the asymmetrical trend-cycle averages used in the X-11 seasonal adjustment method are described. The prediction revealed that squared errors of the implied predictors are always smaller or equal to those obtained using the least squares predictors.

Models, Economic research, Business cycles, Review of past year, Business conditions

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Exponential smoothing: the state of the art -- part II

Article Abstract:

A study uses state-space models to examine latest forecasting methods in exponential smoothing. Forecasting methods in time series are examined.

Usage, Time-series analysis, Time series analysis, Smoothing (Numerical analysis)

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