Working Papers

From The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
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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

2012-001: Forecasting Data Vintages

Tara Sinclair

2011-006: A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach

Yueqing Jia

2011-005: Economic Forecasting in the Great Recession

Herman Stekler and Raj Talwar

2011-004: The Forecasting Performance of Business Economists During the Great Recession

Kathryn Lundquist and Herman Stekler

2011-003: Predicting the Outcomes of NCAA Basketball Championship Games

Herman Stekler and Andrew Klein

2011-002: Comparing Government Forecasts of the United States’ Gross Federal Debt

Andrew Martinez

2011-001: Examining the Quality of Early GDP Component Estimates

Tara Sinclair and Herman Stekler

2010-004: Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment

William Larson

2010-003: Forecasting the Intermittent Demand for Slow-Moving Items

Ralph Snyder, John Ord and Adrian Beaumont

2010-002: Perspectives on Evaluating Macroeconomic Forecasts

Ullrich Heilemann and Herman Stekler

2010-001: Has the Accuracy of German Macroeconomic Forecasts Improved?

Ullrich Heilemann and Herman Stekler

2009-004: Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach

Rosen Valchev and Antony Davies

2009-003: Evaluating National Football League Draft Choices: The Passing Game

Bryan Boulier, Herman Stekler, Jason Coburn and Timothy Rankins

2009-002: Issues in Sports Forecasting

Herman Stekler, David Sendor and Richard Verlander

2009-001: Can the Fed Predict the State of the Economy?

Tara Sinclair, Fred Joutz and Herman Stekler

2008-010: Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts

Tara Sinclair, Fred Joutz and Herman Stekler

2008-009: What Do We Know About G-7 Macro Forecasts?

Herman Stekler

2008-008: An Exploration of Regression-Based Data Mining Techniques Using Super Computation

Antony Davies

2008-007: Evaluating Consensus Forecasts

Herman Stekler

2008-006: Measuring Consensus in Binary Forecasts: NFL Game Predictions

ChiUng Song, Bryan Boulier and Herman Stekler

2008-005: Evaluating Current Year Forecasts Made During the Year: A Japanese Example

Herman Stekler and Kazuta Sakamoto

2008-004: Monitoring Processes with Changing Variances

John Ord

2008-003: Exponential smoothing and non-negative data

Muhammad Akram, Rob Hyndman and John Ord

2008-002: Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation

Tara Sinclair, Gamber Edward N., Herman Stekler and Reid Elizabeth

2008-001: Forecast Errors Before and After the Great Moderation

Edward N. Gamber, Julie Smith and Matthew Weiss

2007-002: Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?

Edward N. Gamber and Julie Smith

2007-001: Sports Forecasting

Herman Stekler