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Working Papers

From The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
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2022-001: The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 Downloads
Jennifer Castle, David Hendry and Andrew Martinez
2021-007: Employment Reconciliation and Nowcasting Downloads
Eiji Goto, Jan Jacobs, Tara Sinclair and Simon van Norden
2021-006: Jointly Modeling Male and Female Labor Participation and Unemployment Downloads
David Bernstein and Andrew Martinez
2021-005: Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity Downloads
Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
2021-004: Sentiment and Uncertainty about Regulation Downloads
Tara Sinclair and Zhoudan Xie
2021-003: The Forecasts of Individual FOMC Members: New Evidence after Ten Years Downloads
Jaime Marquez and Sarp Kalfa
2021-002: Unit Cost Expectations and Uncertainty: Firms' Perspectives on Inflation Downloads
Brent Meyer, Nicholas Parker and Xuguang Simon Sheng
2021-001: Dynamic Econometrics in Action: A Biography of David F. Hendry Downloads
Neil R. Ericsson
2020-009: Smooth Robust Multi-Horizon Forecasts Downloads
Andrew Martinez, Jennifer Castle and David Hendry
2020-008: Extracting Information from Different Expectations Downloads
Andrew Martinez
2020-007: The FOMC’s New Individual Economic Projections and Macroeconomic Theories Downloads
Natsuki Arai
2020-006: The Impact of the COVID-19 Pandemic on Business Expectations Downloads
Brent Meyer, Brian Prescott and Xuguang Simon Sheng
2020-005: Expectation Formation and the Persistence of Shocks Downloads
Constantin Bürgi
2020-004: Nowcasting Unemployment Insurance Claims in the Time of COVID-19 Downloads
William Larson and Tara Sinclair
2020-003: Forecast Accuracy Matters for Hurricane Damages Downloads
Andrew Martinez
2020-002: Consumer Inflation Expectations and Household Weights Downloads
Constantin Bürgi
2020-001: What Does Forecaster Disagreement Tell Us about the State of the Economy? Downloads
Constantin Bürgi and Tara Sinclair
2019-003: Continuities and Discontinuities in Economic Forecasting Downloads
Tara Sinclair
2019-002: Estimating monetary policy rules in small open economies Downloads
Michael Browne
2019-002: Sectoral Okun’s Law and Cross-Country Cyclical Differences Downloads
Eiji Goto and Constantin Bürgi
2018-007: Forecasting FOMC Forecasts Downloads
Sarp Kalfa and Jaime Marquez
2018-006: Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game Downloads
Carl Singleton, J Reade and Alsdair Brown
2018-005: A Textual Analysis of the Bank of England Growth Forecasts Downloads
Jacob T. Jones, Tara Sinclair and Herman Stekler
2018-004: Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts Downloads
Gabriel Mathy and Christian Roatta
2018-003: Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity Downloads
Benjamin Williams
2018-002: Identification of the Linear Factor Model Downloads
Benjamin Williams
2018-001: French Nowcasts of the US Economy during the Great Recession: A Textual Analysis Downloads
Emma Catalfamo
2017-004: Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data Downloads
Gabriel Mathy and Herman Stekler
2017-003: What if you are not Bayesian? The consequences for decisions involving risk Downloads
Paul Goodwin, Dilek Önkal and Herman Stekler
2017-002: Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters Downloads
Jörg Döpke, Ulrich Fritsche and Gabi Waldhof
2017-001: How Biased Are U.S. Government Forecasts of the Federal Debt? Downloads
Neil Ericsson
2016-014: Nowcasting German Turning Points Using CUSUM Analysis Downloads
Kevin Kovacs, Bryan Boulier and Herman Stekler
2016-013: What Do We Lose When We Average Expectations? Downloads
Constantin Bürgi
2016-012: Economic Forecasting in Theory and Practice: An Interview with David F. Hendry Downloads
Neil Ericsson
2016-011: Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press Downloads
Gabriel Mathy and Herman Stekler
2016-010: Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling Downloads
Alexander Bogin, William Doerner and William Larson
2016-009: Evaluating a Long-run Forecast: The World Bank Poverty Forecasts Downloads
Jin Ho Kim and Herman Stekler
2016-008: Time-series measures of core inflation Downloads
Edward N. Gamber and Julie Smith
2016-007: Do Fed Forecast Errors Matter? Downloads
Pao-Lin Tien, Tara Sinclair and Edward N. Gamber
2016-006: Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set Downloads
Herman Stekler and Yongchen Zhao
2016-005: Liquidity effects on consumers’ imports in Trinidad and Tobago Downloads
Michael Browne
2016-004: Evaluating a Leading Indicator: An Application: the Term Spread Downloads
Herman Stekler and Tianyu Ye
Ulrich Heilemann and Susanne Schnorr-Bäcker
2016-002: Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair Downloads
Alasdair Brown, Dooruj Rambaccussing, J Reade and Giambattista Rossi
2016-001: Forecasting the USD/CNY Exchange Rate under Different Policy Regimes Downloads
Yuxuan Huang
2015-006: A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average Downloads
Constantin Bürgi and Tara Sinclair
2015-005: Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms Downloads
Yongchen Zhao
2015-004: Predicting Recessions With Boosted Regression Trees Downloads
Jörg Döpke, Ulrich Fritsche and Christian Pierdzioch
2015-003: Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis Downloads
Neil Ericsson
2015-002: Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates Downloads
William Larson
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