Abstract

http://ssrn.com/abstract=316321
 
 

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Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach


Robert A. Eisenbeis


affiliation not provided to SSRN

Daniel F. Waggoner


Federal Reserve Bank of Atlanta

Tao A. Zha


Federal Reserve Bank of Atlanta

June 2002

FRB of Atlanta Working Paper No. 2002-8

Abstract:     
This paper proposes a methodology for assessing the joint performance of multivariate forecasts of economic variables. The methodology is illustrated by comparing the rankings of forecasters by the Wall Street Journal with the authors' alternative rankings. The results show that the methodology can provide useful insights as to the certainty of forecasts as well as the extent to which various forecasts are similar or different.

Number of Pages in PDF File: 24

Keywords: Wall Street Journal, joint forecast, probability, ranking, correlation, variance, multivariate assessment

JEL Classification: C53

working papers series





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Date posted: August 17, 2002  

Suggested Citation

Eisenbeis, Robert A. and Waggoner, Daniel F. and Zha, Tao A., Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach (June 2002). FRB of Atlanta Working Paper No. 2002-8. Available at SSRN: http://ssrn.com/abstract=316321 or http://dx.doi.org/10.2139/ssrn.316321

Contact Information

Robert A. Eisenbeis (Contact Author)
affiliation not provided to SSRN ( email )
Daniel F. Waggoner
Federal Reserve Bank of Atlanta ( email )
1000 Peachtree Street N.E.
Atlanta, GA 30309-4470
United States
404-521-8278 (Phone)
404-521-8810 (Fax)
Tao A. Zha
Federal Reserve Bank of Atlanta ( email )
1000 Peachtree Street N.E.
Atlanta, GA 30309-4470
United States
404-521-8353 (Phone)
404-521-8956 (Fax)
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