Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/100711
Authors: 
Eisenbeis, Robert
Waggoner, Daniel
Zha, Tao
Year of Publication: 
2002
Series/Report no.: 
Working Paper, Federal Reserve Bank of Atlanta 2002-8a
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.
Subjects: 
Forecasting
Document Type: 
Working Paper

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