JOURNAL ARTICLE
Cite JOURNAL ARTICLE
Style
Format
Do Forecasters Inform or Reassure? Evaluation of the German Real-Time Data
Kholodilin, Konstantin A | Siliverstovs, Boriss
Applied Economics Quarterly, Vol. 55 (2009), Iss. 4 : pp. 269–293
6 Citations (CrossRef)
Additional Information
Article Details
Kholodilin, Konstantin A
Siliverstovs, Boriss
Cited By
-
Fiscal opacity and reduction of income inequality through taxation: Effects on economic growth
de Mendonça, Helder Ferreira | Baca, Adriana CabreraThe Quarterly Review of Economics and Finance, Vol. 83 (2022), Iss. P.69
https://doi.org/10.1016/j.qref.2021.11.006 [Citations: 2] -
In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence
Herwartz, Helmut | Kholodilin, Konstantin A.SSRN Electronic Journal, Vol. (2011), Iss.
https://doi.org/10.2139/ssrn.1980610 [Citations: 0] -
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy
de Mendonça, Helder Ferreira | Díaz, Raime Rolando RodríguezThe North American Journal of Economics and Finance, Vol. 64 (2023), Iss. P.101868
https://doi.org/10.1016/j.najef.2022.101868 [Citations: 2] -
In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence
Herwartz, Helmut | Kholodilin, Konstantin A.Journal of Forecasting, Vol. 33 (2014), Iss. 1 P.15
https://doi.org/10.1002/for.2269 [Citations: 10] -
Lack of fiscal transparency and economic growth expectations: an empirical assessment from a large emerging economy
de Mendonça, Helder Ferreira | Calafate, Vítor Ribeiro LauferEmpirical Economics, Vol. 61 (2021), Iss. 6 P.2985
https://doi.org/10.1007/s00181-020-02000-4 [Citations: 3] -
REAL‐TIME DATA AND FISCAL POLICY ANALYSIS: A SURVEY OF THE LITERATURE
Cimadomo, Jacopo
Journal of Economic Surveys, Vol. 30 (2016), Iss. 2 P.302
https://doi.org/10.1111/joes.12099 [Citations: 40]
Abstract
The paper evaluates the quality of the German national accounting data (GDP and its use-side components) as measured by the magnitude and dispersion of the forecast / revision errors. It is demonstrated that government consumption series are the least reliable, whereas real GDP and real private consumption data are the most reliable. In addition, early forecasts of GDP, private consumption, and investment growth rates are shown to be systematically upward biased. Finally, early forecasts of all the variables seem to be no more accurate than naïve forecasts based on the historical mean of the final data.
JEL Classifications: C53; C89