Lancaster EPrints

Unbiasedness, Efficiency and the Combination of Forecasts

Holden, K. and Peel, David (1989) Unbiasedness, Efficiency and the Combination of Forecasts. Journal of Forecasting, 8 (3). pp. 175-188. ISSN 0277-6693

Full text not available from this repository.

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.

Item Type: Article
Journal or Publication Title: Journal of Forecasting
Uncontrolled Keywords: Combining forecasts ; Economic forecasting ; Unbiased forecasts ; Efficient forecasts
Subjects: H Social Sciences > HB Economic Theory
Departments: Lancaster University Management School > Economics
ID Code: 55890
Deposited By: ep_importer_pure
Deposited On: 16 Jul 2012 12:26
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 20:44
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/55890

Actions (login required)

View Item