Unbiasedness, Efficiency and the Combination of Forecasts

Economics

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Unbiasedness, Efficiency and the Combination of Forecasts. / Holden, K.; Peel, David.
In: Journal of Forecasting, Vol. 8, No. 3, 07.1989, p. 175-188.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Holden, K & Peel, D 1989, 'Unbiasedness, Efficiency and the Combination of Forecasts', Journal of Forecasting, vol. 8, no. 3, pp. 175-188. https://doi.org/10.1002/for.3980080304

APA

Holden, K., & Peel, D. (1989). Unbiasedness, Efficiency and the Combination of Forecasts. Journal of Forecasting, 8(3), 175-188. https://doi.org/10.1002/for.3980080304

Vancouver

Holden K, Peel D. Unbiasedness, Efficiency and the Combination of Forecasts. Journal of Forecasting. 1989 Jul;8(3):175-188. doi: 10.1002/for.3980080304

Author

Holden, K. ; Peel, David. / Unbiasedness, Efficiency and the Combination of Forecasts. In: Journal of Forecasting. 1989 ; Vol. 8, No. 3. pp. 175-188.

Bibtex

@article{1467a0ccb3d24cf5ae7cd9b52d095f22,

title = "Unbiasedness, Efficiency and the Combination of Forecasts",

abstract = "This paper considers the problem of determining whether forecasts are unbiased and examines the implications this has for combining different forecasts. The practical issues of how economic forecasts might be combined are discussed. There is an empirical illustration of the procedures in which the properties of UK forecasts from the London Business School, the National Institute, the Henley Centre for Forecasting, Phillips and Drew and the OECD are examined.",

keywords = "Combining forecasts, Economic forecasting , Unbiased forecasts , Efficient forecasts",

author = "K. Holden and David Peel",

year = "1989",

month = jul,

doi = "10.1002/for.3980080304",

language = "English",

volume = "8",

pages = "175--188",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley and Sons Ltd",

number = "3",

}

RIS

TY - JOUR

T1 - Unbiasedness, Efficiency and the Combination of Forecasts

AU - Holden, K.

AU - Peel, David

PY - 1989/7

Y1 - 1989/7

N2 - This paper considers the problem of determining whether forecasts are unbiased and examines the implications this has for combining different forecasts. The practical issues of how economic forecasts might be combined are discussed. There is an empirical illustration of the procedures in which the properties of UK forecasts from the London Business School, the National Institute, the Henley Centre for Forecasting, Phillips and Drew and the OECD are examined.

AB - This paper considers the problem of determining whether forecasts are unbiased and examines the implications this has for combining different forecasts. The practical issues of how economic forecasts might be combined are discussed. There is an empirical illustration of the procedures in which the properties of UK forecasts from the London Business School, the National Institute, the Henley Centre for Forecasting, Phillips and Drew and the OECD are examined.

KW - Combining forecasts

KW - Economic forecasting

KW - Unbiased forecasts

KW - Efficient forecasts

U2 - 10.1002/for.3980080304

DO - 10.1002/for.3980080304

M3 - Journal article

VL - 8

SP - 175

EP - 188

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

IS - 3

ER -

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