The State of Macroeconomic Forecasting

By Robert Fildes, Herman O. Stekler. 2002

241 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/d243f3e9ca391df59b1f4aab12e37c7ff1d59d7f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Guillaume Chevillon
2. Paul Goodwin
3. David F. Hendry
4. Mark F. J. Steel
5. Rob J Hyndman
6. J. De Gooijer
7. Michael P. Clements
8. Allan G. Timmermann

In Management Science and Operations Research

1. Guillaume Chevillon
2. Paul Goodwin
3. Marcus O'Connor
4. Michael Lawrence
5. David F. Hendry
6. D. Onkal
7. Rob J Hyndman
8. J. De Gooijer

Citations in the corpus

• Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes (2005, background): “Modelling and forecasting are distinct tasks because congruent, causal models need not forecast better in practice than non-congruent or non-causal: see Clements and Hendry (1999), Allen and Fildes (2001) and Fildes and Stekler (2002).”
• Direct multi-step estimation and forecasting (2006, unknown): “estimator of V[c]; this led Harvey et al. (1997) to suggest a modified DM test where the estimator of V[c] was corrected, and in Harvey et al.”
• Judgmental forecasting: A review of progress over the last 25 years (2006, background): “But judgement also plays an important role in macro-economic forecasting (Batchelor & Dua, 1990; Clements, 1995; Fildes & Stekler, 2002; McNees, 1990; Turner, 1990).”