Working Papers

From The George Washington University, The Center for Economic Research
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2019-002: Estimating monetary policy rules in small open economies

Michael Browne

2019-002: Sectoral Okun’s Law and Cross-Country Cyclical Differences

Eiji Goto and Constantin Bürgi

2018-007: Forecasting FOMC Forecasts

Sarp Kalfa and Jaime Marquez

2018-006: Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game

Carl Singleton, J Reade and Alsdair Brown

2018-005: A Textual Analysis of the Bank of England Growth Forecasts

Jacob T. Jones, Tara Sinclair and Herman Stekler

2018-004: Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts

Gabriel Mathy and Christian Roatta

2018-003: Identification of a Nonseparable Model under Endogeneity using Binary Proxies for Unobserved Heterogeneity

Benjamin Williams

2018-002: Identification of the Linear Factor Model

Benjamin Williams

2018-001: French Nowcasts of the US Economy during the Great Recession: A Textual Analysis

Emma Catalfamo

2017-004: Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data

Gabriel Mathy and Herman Stekler

2017-003: What if you are not Bayesian? The consequences for decisions involving risk

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

Jörg Döpke, Ulrich Fritsche and Gabi Waldhof

2017-001: How Biased Are U.S. Government Forecasts of the Federal Debt?

Neil Ericsson

2016-014: Nowcasting German Turning Points Using CUSUM Analysis

Kevin Kovacs, Bryan Boulier and Herman Stekler

2016-013: What Do We Lose When We Average Expectations?

Constantin Bürgi

2016-012: Economic Forecasting in Theory and Practice: An Interview with David F. Hendry

Neil Ericsson

2016-011: Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press

Gabriel Mathy and Herman Stekler

2016-010: Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling

Alexander Bogin, William Doerner and William Larson

2016-009: Evaluating a Long-run Forecast: The World Bank Poverty Forecasts

Jin Ho Kim and Herman Stekler

2016-008: Time-series measures of core inflation

Edward N. Gamber and Julie Smith

2016-007: Do Fed Forecast Errors Matter?

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

Herman Stekler and Yongchen Zhao

2016-005: Liquidity effects on consumers’ imports in Trinidad and Tobago

Michael Browne

2016-004: Evaluating a Leading Indicator: An Application: the Term Spread

Herman Stekler and Tianyu Ye

2016-003: COULD THE START OF THE GERMAN RECESSION 2008-2009 HAVE BEEN FORESEEN? EVIDENCE FROM REAL-TIME DATA

Ulrich Heilemann and Susanne Schnorr-Bäcker

2016-002: Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair

Alasdair Brown, Dooruj Rambaccussing, J Reade and Giambattista Rossi

2016-001: Forecasting the USD/CNY Exchange Rate under Different Policy Regimes

Yuxuan Huang

2015-006: A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average

Constantin Bürgi and Tara Sinclair

2015-005: Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms

Yongchen Zhao

2015-004: Predicting Recessions With Boosted Regression Trees

Jörg Döpke, Ulrich Fritsche and Christian Pierdzioch

2015-003: Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis

Neil Ericsson

2015-002: Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates

William Larson

2015-001: CAN A SUBSET OF FORECASTERS BEAT THE SIMPLE AVERAGE IN THE SPF?

Constantin Bürgi

2014-006: QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES

Robert Phillips

2014-005: HOW DID THE FOMC VIEW THE GREAT RECESSION AS IT WAS HAPPENING?: EVALUATING THE MINUTES FROM FOMC MEETINGS, 2006-2010

Herman Stekler and Hilary Symington

2014-004: EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION

Hans Christian Müller-Dröge, Tara Sinclair and Herman Stekler

2014-003: WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?

Jeff Messina, Tara Sinclair and Herman Stekler

2014-002: COMMENTS ON DOVERN, FRITSCHE, LOUNGANI AND TAMIRISA (FORTHCOMING)

Olivier Coibion

2014-001: INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL

Jonas Dovern, Ulrich Fritsche, Prakash Loungani and Natalia Tamirisa

2013-006: Benchmarking time series based forecasting models for electricity balancing market prices

Gro Klaeboe, Anders Lund Eriksrud and Stein-Erik Fleten

2013-005: Using Forecasting to Detect Corruption in International Football

J Reade and Sachiko Akie

2013-004: Truncated Product Methods for Panel Unit Root Tests

Xuguang Simon Sheng and Jingyun Yang

2013-003: Information Environment and The Cost of Capital

Orie Barron, Xuguang Sheng and Maya Thevenot

2013-002: Inflation Persistence: Revisited

Edward N. Gamber, Jeffrey P. Liebner and Julie Smith

2013-001: Does disagreement among oil price forecasters reflect future volatility? Evidence from the ECB Surveys

Tarek Atallah, Fred Joutz and Axel Pierru

2012-006: Evaluating a Global Vector Autoregression for Forecasting

Neil Ericsson and Erica L. Reisman

2012-005: The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?

Fakhri Hasanov

2012-004: A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS

Tara Sinclair, Herman Stekler and Warren Carnow

2012-003: Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region

Jason Jorgensen and Fred Joutz

2012-002: EVALUATING A VECTOR OF THE FED’S FORECASTS

Tara Sinclair, Herman Stekler and Warren Carnow