全球智库信息集成服务系统(G2TT): The Informational Content of Ex Ante Forecasts

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/w2503
来源ID	Working Paper 2503
	The Informational Content of Ex Ante Forecasts
	Ray C. Fair; Robert J. Shiller
发表日期	1988-02-01
出版年	1988
语种	英语
摘要	The informational content of different forecasts can be compared by regressing the actual change in a variable to be forecasted on forecasts of the change. We use the procedure in Fair and Shiller (1987) to examine the informational content of three sets of ex ant. forecasts: the American Statistical Association and National Bureau of Economic Research Survey (ASA), Data Resources Incorporated (DRI), and Wharton Economic Forecasting Associates (UEFA). We compare these forecasts to each other and to "quasi ex ante" forecasts generated from a vector autoregressive model, an autoregressive components model, and a large-scale structural model (the Fair model).
主题	Macroeconomics
URL	https://www.nber.org/papers/w2503
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/559760
推荐引用方式 GB/T 7714	Ray C. Fair,Robert J. Shiller. The Informational Content of Ex Ante Forecasts. 1988.