Economic Forecast Evaluation: Profits versus the Conventional Error Measures

The Theory of Gambling and Statistical Logic

2010 • 209 citations

The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors

1975 • 98 citations

Judging the Performance of Econometric Models of the U.S. Economy

1975 • 97 citations

Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency

1983 • 76 citations

On the Efficiency of the Bond Market: Some Canadian Evidence

1978 • 65 citations

Notes on Testing the Predictive Performance of Econometric Models

1974 • 51 citations

Predicting Interest Rates: A Comparison of Professional and Market- Based Forecasts

1987 • 30 citations

A new method of evaluating the accuracy of economic forecasts

1982 • 26 citations

Forecasting the daily federal funds rate

1988 • 16 citations

Forecast comparisons of four models of U.S. interest rates

1988 • 8 citations