《媒体24》“年度经济学家”预测大赛分析

Q4 Economics, Econometrics and Finance Journal for Studies in Economics and Econometrics Pub Date : 2019-04-01 DOI:10.1080/10800379.2019.12097342
C. van Walbeek, M. Kilumelume
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引用次数: 0

摘要

我们对过去14年中参加Media 24“年度经济学家”预测竞赛至少10次的21位个人和8家机构的预测准确性进行排名。参与者在年初预测12个宏观经济和金融变量,并在这一年中更新他们的预测。在14年的时间里,“共识预测”(即各种预测的平均值)的表现优于所有其他参与者。参与者之间的预测准确性存在很大差异。在某一时刻赢得竞争并不意味着能做出一贯准确的预测。
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An Analysis of Media 24's “Economist of the Year” Forecasting Competition
Abstract We rank the forecast accuracy of 21 individuals and 8 institutions which have participated in Media 24's “Economist of the Year” forecasting competition for at least 10 of the past 14 years. Participants predict 12 macroeconomic and financial variables at the start of the year, and update their predictions during the course of the year. Over the 14-year period the “consensus forecast” (i.e. the average of the various forecasts) has outperformed all other participants. There is substantial variation in predictive accuracy among participants. Having won the competition at some point is not an indicator of producing consistently accurate forecasts.
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来源期刊
Journal for Studies in Economics and Econometrics
Journal for Studies in Economics and Econometrics Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
0.80
自引率
0.00%
发文量
14
期刊介绍: Published by the Bureau for Economic Research and the Graduate School of Business, University of Stellenbosch. Articles in the field of study of Economics (in the widest sense of the word).
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