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Working Paper
Rational expectations and the dynamic adjustment of security analysts' forecasts to new information
Ackert, Lucy F.; Hunter, William C. (1993)
FRB Atlanta Working Paper , Paper 93-9

Working Paper
The Ohio economy: using time series characteristics in forecasting
Balazsy, James J.; Hoehn, James G. (1985)
The premise of this study is that the regional economist can better understand the Ohio economy by studying the properties of important Ohio time series that can be identified and quantified through simple regression methods.
Working Papers (Old Series) , Paper 8508

Journal Article
Why are exchange rates so difficult to predict?
Wang, Jian (2008)
A quarter-century quest hasn't found the elusive links between economic fundamentals and currency values. ; The U.S. dollar has been losing value against several major currencies this decade. Since 2001-02, the U.S. currency has fallen about 50 percent against the euro, 40 percent against the Canadian dollar and 30 percent against the British pound .
Economic Letter , Volume 3

Working Paper
Are \"deep\" parameters stable? the Lucas critique as an empirical hypothesis
Fuhrer, Jeffrey C.; Estrella, Arturo (1999)
For years, the problems associated with the Lucas critique have loomed over empirical macroeconomics. Since the publication of the classic Lucas (1976) critique, researchers have endeavored to specify models that capture the underlying dynamic decision-making behavior of consumers and firms who require forecasts of future events. By uncovering "deep" structural parameters that characterize these fundamental behaviors, and by explicitly modeling expectations, it is argued one can capture the dependence of agents' behavior on the functions describing policy. However, relatively little effort ...
Working Papers , Paper 99-4

Journal Article
On the predictive power of interest rates and interest rate spreads
Bernanke, Ben S. (1990-11)
Economists have long understood that financial market variables contain considerable information about the future of the economy. Recently a number of researchers have pointed out that interest rates and interest rate spreads--that is, differences between interest rates on alternative financial assets--can be effective predictors of the economy. ; This finding raises a number of questions, possibly the most important being why interest rates and spreads predict the course of the economy so well. The authors tentative conclusion is that the spread between commercial paper and Treasury bill ...
New England Economic Review , Issue Nov , Pages 51-68

Journal Article
Solid growth expected for district economy
Grunewald, Rob; Madden, Tobias (2004-07)
Fedgazette , Volume 16 , Issue Jul , Pages 12-13

Working Paper
Forecasting with Sufficient Dimension Reductions
Barbarino, Alessandro; Bura, Efstathia (2015-09-14)
Factor models have been successfully employed in summarizing large datasets with few underlying latent factors and in building time series forecasting models for economic variables. When the objective is to forecast a target variable y with a large set of predictors x, the construction of the summary of the xs should be driven by how informative on y it is. Most existing methods first reduce the predictors and then forecast y in independent phases of the modeling process. In this paper we present an alternative and potentially more attractive alternative: summarizing x as it relates to y, so ...
Finance and Economics Discussion Series , Paper 2015-74

Journal Article
Projecting deficits
Bursan, Jean; Walsh, Carl E. (1986)
FRBSF Economic Letter

Working Paper
Drifts and volatilities: monetary policies and outcomes in the post WWII U.S.
Sargent, Thomas J.; Cogley, Timothy (2003)
For a VAR with drifting coefficients and stochastic volatilities, the authors present posterior densities for several objects that are of interest for designing and evaluating monetary policy. These include measures of inflation persistence, the natural rate of unemployment, a core rate of inflation, and "activism coefficients" for monetary policy rules. Their posteriors imply substantial variation of all of these objects for post WWII U.S. data. After adjusting for changes in volatility, persistence of inflation increases during the 1970s then falls in the 1980s and 1990s. Innovation ...
FRB Atlanta Working Paper , Paper 2003-25

Journal Article
Central bank forecasting: an international comparison
Robertson, John C. (2000-04)
Forecasts, whether explicit or implicit, are at the heart of policy making. In considering forecasting for monetary policy, this article contrasts the forecasting processes at three central banks-the Reserve Bank of New Zealand, the Bank of England, and the U.S. Federal Reserve. ; In the United States policymakers consider confidential staff forecasts in policy discussions, but these do not necessarily represent the consensus forecasts of the policy committee. At the Bank of England, official published forecasts are the product of bank staff and the policy committee working closely together, ...
Economic Review , Volume 85 , Issue Q2 , Pages 21-32

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