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An Algorithmic Crystal Ball: Forecasts-based on Machine Learning1

An Algorithmic Crystal Ball: Forecasts-based on Machine Learning1 »

Source: An Algorithmic Crystal Ball: Forecasts-based on Machine Learning

Volume/Issue: 2018/230

Series: IMF Working Papers

Author(s): Jin-Kyu Jung , Manasa Patnam , and Anna Ter-Martirosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2018

ISBN: 9781484380635

Keywords: Machine learning, forecasts, forecast errors, Forecasting and Other Model Applications, Neural Networks and Related Topics

Forecasting macroeconomic variables is key to developing a view on a country's economic outlook. Most traditional forecasting models rely on fitting data to a pre-specified relationship between input and output var...

Commodity Price Shocks and the Odds on Fiscal Performance: A Structural Vector Autoregression Approach

Commodity Price Shocks and the Odds on Fiscal Performance: A Structural Vector Autoregression Approach »

Source: IMF Staff Papers, Volume 54, No. 1

Volume: 54

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 September 2007

ISBN: 9781589066052

Keywords: forecast errors, forecast error, serial correlation, test statistics, output growth

This is the first issue of IMF Staff Papers published under a special partnership between the IMF and Palgrave Macmillan. Very little will change with regard to the journal's visual appearance, though significant s...

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...

Core Inflation: Measurement and Statistical Issues in Choosing Among Alternative Measures

Core Inflation: Measurement and Statistical Issues in Choosing Among Alternative Measures »

Source: IMF Staff Papers, Volume 54, No. 1

Volume: 54

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 September 2007

ISBN: 9781589066052

Keywords: forecast errors, forecast error, serial correlation, test statistics, output growth

This is the first issue of IMF Staff Papers published under a special partnership between the IMF and Palgrave Macmillan. Very little will change with regard to the journal's visual appearance, though significant s...

Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance

Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance »

Source: Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance

Volume/Issue: 2017/220

Series: IMF Working Papers

Author(s): Henry Mooney , and Constance de Soyres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2017

ISBN: 9781484324790

Keywords: Balance of payments, Debt relief, IMF, Sovereign debt, World Bank, debt sustainability analysis (DSA), macroeconomic forecast, projection accuracy, projection bias, forecast error

This paper develops new error assessment methods to evaluate the performance of debt sustainability analyses (DSAs) for low-income countries (LICs) from 2005-2015. We find some evidence of a bias towards optimism f...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Source: IMF Staff Papers, Volume 54, No. 1

Volume: 54

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 September 2007

ISBN: 9781589066052

Keywords: forecast errors, forecast error, serial correlation, test statistics, output growth

This is the first issue of IMF Staff Papers published under a special partnership between the IMF and Palgrave Macmillan. Very little will change with regard to the journal's visual appearance, though significant s...

Foreign Aid Policy and Sources of Poverty: A Quantitative Framework

Foreign Aid Policy and Sources of Poverty: A Quantitative Framework »

Source: IMF Staff Papers, Volume 54, No. 1

Volume: 54

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 September 2007

ISBN: 9781589066052

Keywords: forecast errors, forecast error, serial correlation, test statistics, output growth

This is the first issue of IMF Staff Papers published under a special partnership between the IMF and Palgrave Macmillan. Very little will change with regard to the journal's visual appearance, though significant s...

France: Selected Issues

France: Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2006/390

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 October 2006

ISBN: 9781451813692

Keywords: capital formation, error variance, balance of payments, forecast error, interest rates

U.S. shocks explain a large part of French output common components. This paper analyzes the economic implications of two alternative welfare financing reforms: a reduction in payroll taxes funded by an increase in...

France: Selected Issues

France: Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2006/390

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 October 2006

ISBN: 9781451813692

Keywords: capital formation, error variance, balance of payments, forecast error, interest rates

U.S. shocks explain a large part of French output common components. This paper analyzes the economic implications of two alternative welfare financing reforms: a reduction in payroll taxes funded by an increase in...

France: Selected Issues

France: Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2006/390

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 October 2006

ISBN: 9781451813692

Keywords: capital formation, error variance, balance of payments, forecast error, interest rates

U.S. shocks explain a large part of French output common components. This paper analyzes the economic implications of two alternative welfare financing reforms: a reduction in payroll taxes funded by an increase in...