Autocorrelation of Forecast Errors is the statistical measure that quantifies the degree of similarity between forecast errors separated by a specific time lag, serving as an indicator of systematic temporal dependencies in the residuals of a forecasting model.
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2017–2026
17
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128
Disagreement about Inflation Expectations
N. Gregory Mankiw, Ricardo Reis, Justin Wolfers · NBER Macroeconomics Annual · 2003 · 663 citations · Full text
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Federal Reserve Board of Governors
Washington D.C., United States
7 h-index
13 publications
731 citations
Federal Reserve
Washington D.C., United States
7 h-index
13 publications
731 citations
University of Alabama
Tuscaloosa, United States
5 h-index
8 publications
275 citations
National Bureau of Economic Research
Cambridge, United States
4 h-index
6 publications
579 citations
Centre National de la Recherche Scientifique
Paris, France
3 h-index
9 publications
425 citations
Massachusetts Institute of Technology
Cambridge, United States
3 h-index
5 publications
131 citations
London School of Economics and Political Science
London, United Kingdom
3 h-index
4 publications
383 citations
Leibniz University Hannover
Hanover, Germany
2 h-index
5 publications
149 citations
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Venues
- International Journal of Forecasting
11 publications · 541 citations
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- SSRN Electronic Journal
Repository · 8 publications · 275 citations
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- Journal of the American Statistical Association
5 publications · 277 citations
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- Technometrics
5 publications · 71 citations
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- Journal of Econometrics
5 publications · 409 citations
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