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How Accurate Are Private Sector Forecasts

How Accurate Are Private Sector Forecasts »

Source: How Accurate Are Private Sector Forecasts : Cross-Country Evidence From Consensus Forecasts of Output Growth

Volume/Issue: 2000/77

Series: IMF Working Papers

Author(s): Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2000

ISBN: 9781451849981

Keywords: Forecasting, Recessions, GDP, Consensus, IMF, recession, standard deviation, correlation

This paper evaluates the performance of Consensus Forecasts of GDP growth for industrialized and developing countries from 1989 to 1998. The questions addressed are (1) How do forecast errors differ across industri...

Measuring Global and Country-Specific Uncertainty

Measuring Global and Country-Specific Uncertainty »

Source: Measuring Global and Country-Specific Uncertainty

Volume/Issue: 2017/219

Series: IMF Working Papers

Author(s): Ezgi Ozturk , and Xuguang Simon Sheng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2017

ISBN: 9781484316597

Keywords: Capital Asset Pricing Model; Common Uncertainty; Consensus Forecasts; Idiosyncratic Uncertainty; Global Uncertainty; Survey Forecast, Capital Asset Pricing Model, Common Uncertainty, Consensus Forecasts, Idiosyncratic Uncertainty, Global Uncertainty, Survey Forecast

Motivated by the literature on the capital asset pricing model, we decompose the uncertainty of a typical forecaster into common and idiosyncratic uncertainty. Using individual survey data from the Consensus Foreca...

Consensus Forecasts and Inefficient Information Aggregation

Consensus Forecasts and Inefficient Information Aggregation »

Source: Consensus Forecasts and Inefficient Information Aggregation

Volume/Issue: 2010/178

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201891

Keywords: Consensus Forecasts, Information Aggregation, Forecast Efficiency, efficiency, forecast horizons, forecast errors, forecast horizon, forecast error, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

Consensus forecasts are inefficient, over-weighting older information already in the public domain at the expense of new private information, when individual forecasters have different information sets. Using a cro...

Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Source: Incorporating Market Information into the Construction of the Fan Chart

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the...

How Accurate Are Private Sector Forecasts
			: Cross-Country Evidence From Consensus Forecasts of Output Growth

How Accurate Are Private Sector Forecasts : Cross-Country Evidence From Consensus Forecasts of Output Growth »

Volume/Issue: 2000/77

Series: IMF Working Papers

Author(s): Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2000

DOI: http://dx.doi.org/10.5089/9781451849981.001

ISBN: 9781451849981

Keywords: Forecasting, Recessions, GDP, Consensus, IMF, recession, standard deviation, correlation

This paper evaluates the performance of Consensus Forecasts of GDP growth for industrialized and developing countries from 1989 to 1998. The questions addressed are (1) How do forecast errors differ across industri...

Measuring Global and Country-Specific Uncertainty

Measuring Global and Country-Specific Uncertainty »

Volume/Issue: 2017/219

Series: IMF Working Papers

Author(s): Ezgi Ozturk , and Xuguang Simon Sheng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2017

DOI: http://dx.doi.org/10.5089/9781484316597.001

ISBN: 9781484316597

Keywords: Capital Asset Pricing Model; Common Uncertainty; Consensus Forecasts; Idiosyncratic Uncertainty; Global Uncertainty; Survey Forecast, Capital Asset Pricing Model, Common Uncertainty, Consensus Forecasts, Idiosyncratic Uncertainty, Global Uncertainty, Survey Forecast

Motivated by the literature on the capital asset pricing model, we decompose the uncertainty of a typical forecaster into common and idiosyncratic uncertainty. Using individual survey data from the Consensus Foreca...

Consensus Forecasts and Inefficient Information Aggregation

Consensus Forecasts and Inefficient Information Aggregation »

Volume/Issue: 2010/178

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

DOI: http://dx.doi.org/10.5089/9781455201891.001

ISBN: 9781455201891

Keywords: Consensus Forecasts, Information Aggregation, Forecast Efficiency, efficiency, forecast horizons, forecast errors, forecast horizon, forecast error, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

Consensus forecasts are inefficient, over-weighting older information already in the public domain at the expense of new private information, when individual forecasters have different information sets. Using a cro...

Incorporating Market Information into the Construction of the Fan Chart

Incorporating Market Information into the Construction of the Fan Chart »

Volume/Issue: 2009/178

Series: IMF Working Papers

Author(s): Prakash Kannan , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873252.001

ISBN: 9781451873252

Keywords: Fan Chart, Balance of Risks, Option Prices, Consensus Forecasts, risk factors, survey, skewness, normal distribution, equation,

This paper develops a simple procedure for incorporating market-based information into the construction of fan charts. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the...