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Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters

Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - 2008

This article provides a first analysis of the forecasts of inflation and GDP growth obtained from the Bank of England's Survey of External Forecasters, considering both the survey average forecasts published in the quarterly Inflation Report, and the individual survey responses, recently made...

Persistent link: https://www.econbiz.de/10009468941

Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters

Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: International Journal of Forecasting 24 (2008) 3, pp. 354-367

Persistent link: https://www.econbiz.de/10005428856

Bias in the memory parameter for different sampling rates

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 2, pp. 299-313

Persistent link: https://www.econbiz.de/10005428879

Evaluating multivariate forecast densities: a comparison of two approaches

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 3, pp. 397-407

Persistent link: https://www.econbiz.de/10005429396

Schooling effects on subsequent university performance: evidence for the UK university population

Smith, Jeremy; Naylor, Robin - In: Economics of Education Review 24 (2005) 5, pp. 549-562

Persistent link: https://www.econbiz.de/10005383531

The performance of alternative forecasting methods for SETAR models

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 13 (1997) 4, pp. 463-475

Persistent link: https://www.econbiz.de/10005418327

Forecasting costs incurred from unit differencing fractionally integrated processes

Smith, Jeremy; Yadav, Sanjay - In: International Journal of Forecasting 10 (1994) 4, pp. 507-514

Persistent link: https://www.econbiz.de/10005418412

Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 20 (2004) 3, pp. 487-502

Persistent link: https://www.econbiz.de/10005418617

Bootstrap estimates of a new classical model of unemployment

McAleer, Michael; Smith, Jeremy - In: Mathematics and Computers in Simulation (MATCOM) 33 (1992) 5, pp. 545-550

Persistent link: https://www.econbiz.de/10010870473

Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots

Otero, Jesús; Smith, Jeremy - In: Computational Economics 41 (2013) 1, pp. 1-9

This paper estimates response surface coefficients for a large range of quantiles of the cross-sectionally augmented IPS (CIPS) test of Pesaran (<CitationRef CitationID="CR13">2007</CitationRef>), for different specifications of the deterministic components. An Excel programme is available to calculate the P value associated with a CIPS...</citationref>

Persistent link: https://www.econbiz.de/10010989263