The non-normality of some macroeconomic forecast errors

[1]  David I. Harvey,et al.  Analysis of a panel of UK macroeconomic forecasts , 2001 .

[2]  T. Stark,et al.  Forecasting with a Real-Time Data Set for Macroeconomists , 2001 .

[3]  Paul Newbold,et al.  Tests for multiple forecast encompassing , 2000 .

[4]  Kenneth F. Wallis,et al.  Density Forecasting: A Survey , 2000 .

[5]  Dean Croushore,et al.  A real-time data set for macroeconomists , 2001 .

[6]  Paul Newbold,et al.  Forecast evaluation tests in the presence of ARCH , 1999 .

[7]  K. Wallis.  Asymmetric density forecasts of inflation and the Bank of England's fan chart , 1999, National Institute Economic Review.

[8]  H. White,et al.  Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger , 1999 .

[9]  Herman Stekler,et al.  Data revisions and forecasting , 1998 .

[10]  Sherrill Shaffer.  Information content of forecast errors , 1998 .

[11]  P. Newbold,et al.  Tests for Forecast Encompassing , 1998 .

[12]  Anthony S. Tay,et al.  Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters , 1997 .

[13]  Paul Newbold,et al.  Testing the equality of prediction mean squared errors , 1997 .

[14]  Hamid Baghestani,et al.  On the rationality of US macroeconomic forecasts: evidence from a panel of professional forecasters , 1993 .

[15]  Chris Chatfield,et al.  Calculating Interval Forecasts: Reply , 1993 .

[16]  Chris Chatfield,et al.  Calculating Interval Forecasts , 1993 .

[17]  Mark W. Watson,et al.  Business Cycles, Indicators and Forecasting , 1993 .

[18]  Dean Croushore,et al.  Introducing: The Survey of Professional Forecasters , 1993 .

[19]  Victor Zarnowitz,et al.  Twenty-Two Years of the Nber-Asa Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance , 1992 .

[20]  David E. Runkle,et al.  Testing the Rationality of Price Forecasts: New Evidence from Panel Data , 1990 .

[21]  Ray C. Fair,et al.  The Informational Context of Ex Ante Forecasts , 1989 .

[22]  M. Kendall,et al.  Kendall's advanced theory of statistics , 1995 .

[23]  Kajal Lahiri,et al.  On the normality of probability distributions of inflation and GNP forecasts , 1987 .

[24]  Victor Zarnowitz,et al.  Rational Expectations and Macroeconomic Forecasts , 1985 .

[25]  Victor Zarnowitz,et al.  The Accuracy of Individual and Group Forecasts from Business Outlook Surveys , 1982 .

[26]  R. Engle.  Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .

[27]  W. R. Buckland,et al.  Distributions in Statistics: Continuous Multivariate Distributions , 1973 .

[28]  D. A. Sprott.  A Note on a Class of Occupancy Problems , 1969 .

[29]  Victor Zarnowitz,et al.  The New ASA-NBER Survey of Forecasts by Economic Statisticians , 1969 .

[30]  C. B. Tilanus,et al.  Applied Economic Forecasting , 1966 .