Evaluating Wall Street Journal survey forecasters
Subtitle: a multivariate approach
By: Robert Eisenbeis, Daniel Waggoner, and Tao Zha.
Contributors: Waggoner, Daniel F.; Zha, Tao.; Federal Reserve Bank of Atlanta.
Series: Working paper series / Federal Reserve Bank of Atlanta ;; 2002-8a; Working paper series (Federal Reserve Bank of Atlanta : Online) ;; 2002-8a.
Publisher: Federal Reserve Bank of Atlanta
Published: 2002
Place of publication: [Atlanta, Ga.]
Language: eng
Format: Electronic resource
Subjects: Economic forecasting -- Evaluation.; Multivariate analysis.; Economic forecasting -- Evaluation.; Multivariate analysis.
Description: "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.  JEL classification: C53"--Federal Reserve Bank of Atlanta web site.
Notes: Includes bibliographical references.
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