G2TT
来源类型Discussion paper
规范类型论文
来源IDDP16153
DP16153 Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons
Metodij Hadzi-Vaskov; Luca Antonio Ricci; Alejandro Werner; Rene Zamarripa
发表日期2021-05-13
出版年2021
语种英语
摘要This paper investigates the performance of the IMF WEO growth forecast revisions across different horizons and country groups. We find that: (i) growth revisions in horizons closer to the actual are generally larger, more volatile, and more negative; (ii) on average, growth revisions are in the right direction, becoming progressively more responsive to the forecast error gap as horizons get closer to the actual year; (iii) growth revisions in systemic economies are relevant for growth revisions in all country groups; (iv) WEO and Consensus Forecast growth revisions are highly correlated; (v) fall-to-spring WEO revisions are more correlated with Consensus Forecasts revisions compared to spring-to-fall revisions; and (vi) across vintages, revisions for a given time horizon are not autocorrelated; within vintages, revisions tend to be positively correlated, suggesting perception of persistent short-term shocks.
主题International Macroeconomics and Finance ; Macroeconomics and Growth
关键词Economic forecasts Forecast revisions Growth forecasts Weo
URLhttps://cepr.org/publications/dp16153
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/545126
推荐引用方式
GB/T 7714
Metodij Hadzi-Vaskov,Luca Antonio Ricci,Alejandro Werner,et al. DP16153 Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons. 2021.
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