Using forecasts of forecasters to forecast


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NOLTE, Ingmar, Winfried POHLMEIER, 2007. Using forecasts of forecasters to forecast. In: International Journal of Forecasting. 23(1), pp. 15-28

@article{Nolte2007Using-12125, title={Using forecasts of forecasters to forecast}, year={2007}, doi={10.1016/j.ijforecast.2006.05.001}, number={1}, volume={23}, journal={International Journal of Forecasting}, pages={15--28}, author={Nolte, Ingmar and Pohlmeier, Winfried} }

Pohlmeier, Winfried First publ. in: International Journal of Forecasting 23 (2007), 1, pp. 15-28 2011-03-25T09:42:51Z Quantification techniques are popular methods in empirical research for aggregating the qualitative predictions at the microlevel into a single figure. In this paper, we analyze the forecasting performance of various methods that are based on the qualitative predictions of financial experts for major financial variables and macroeconomic aggregates. Based on the Centre of European Economic Research s Financial Markets Survey, a monthly qualitative survey of around 330 financial experts, we analyze the out-of-sample predictive quality of probability methods and regression methods. Using the modified Diebold Mariano test of Harvey, Leybourne and Newbold (Harvey, D., Leybourne, S., & Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13, 281 291), we compare the forecasts based on survey methods with the forecasting performance of standard linear time series approaches and simple random walk forecasts. application/pdf Nolte, Ingmar Pohlmeier, Winfried Using forecasts of forecasters to forecast 2007 eng 2011-03-25T09:42:51Z deposit-license Nolte, Ingmar

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