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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...

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...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Source: An Evaluation of the World Economic Outlook Forecasts

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Low-Income Countries' BRIC Linkage

Low-Income Countries' BRIC Linkage »

Source: Low-Income Countries' BRIC Linkage : Are there Growth Spillovers?

Volume/Issue: 2011/267

Series: IMF Working Papers

Author(s): Issouf Samaké , and Yongzheng Yang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924669

Keywords: low-income countries, BRICs, Global VAR, Structural VAR, exporters, commodity prices, oil exporters, commodity exporters, oil prices, Multiple or Simultaneous Equation Models: Time-Series Models

Trade and financial ties between low-income countries (LICs) and Brazil, Russia, India, and China (BRICs) have expanded rapidly in recent years. This gives rise to the potential for growth to spill over from the la...

A Quantitative Assessment of Financial Conditions in Asia

A Quantitative Assessment of Financial Conditions in Asia »

Source: A Quantitative Assessment of Financial Conditions in Asia

Volume/Issue: 2011/170

Series: IMF Working Papers

Author(s): Carolina Osorio , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462314331

Keywords: Financial conditions index, VAR, Dynamic Factor Analysis, exchange rate, stock market, effective exchange rate, nominal effective exchange rate, bond, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863192.001

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Low-Income Countries' BRIC Linkage
			: Are there Growth Spillovers?

Low-Income Countries' BRIC Linkage : Are there Growth Spillovers? »

Volume/Issue: 2011/267

Series: IMF Working Papers

Author(s): Issouf Samaké , and Yongzheng Yang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463924669.001

ISBN: 9781463924669

Keywords: low-income countries, BRICs, Global VAR, Structural VAR, exporters, commodity prices, oil exporters, commodity exporters, oil prices, Multiple or Simultaneous Equation Models: Time-Series Models

Trade and financial ties between low-income countries (LICs) and Brazil, Russia, India, and China (BRICs) have expanded rapidly in recent years. This gives rise to the potential for growth to spill over from the la...

A Quantitative Assessment of Financial Conditions in Asia

A Quantitative Assessment of Financial Conditions in Asia »

Volume/Issue: 2011/170

Series: IMF Working Papers

Author(s): Carolina Osorio , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

DOI: http://dx.doi.org/10.5089/9781462314331.001

ISBN: 9781462314331

Keywords: Financial conditions index, VAR, Dynamic Factor Analysis, exchange rate, stock market, effective exchange rate, nominal effective exchange rate, bond, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting...