Concepedia

Comparative Forecasting Analysis

Comparative Forecasting Analysis is a methodological framework within comparative financial analysis that systematically evaluates and contrasts the predictive performance of multiple forecasting models or techniques under varying assumptions, data conditions, or economic contexts to identify the most reliable and robust approach for financial decision-making.

56

Publications

2.5K

Citations

116

Authors

87

Institutions

Publications per year

2017–2026

13

Parents

Publications

56

On the limitations of comparing mean square forecast errors

Michael P. Clements, David F. Hendry · Journal of Forecasting · 1993 · 398 citations

, , +14

A multicountry comparison of term-structure forecasts at long horizons

Philippe Jorion, Frederic S. Mishkin · Journal of Financial Economics · 1991 · 209 citations · Full text

, , +17

Comparing Alternative Predictors Based on Large‐Panel Factor Models

Antonello D’ Agostino, Domenico Giannone · Oxford Bulletin of Economics and Statistics · 2011 · 100 citations

, , +15

A comparison of forecasts from least absolute value and least squares regression

T. E. Dielman · Journal of Forecasting · 1986 · 92 citations

, , +16

Forecasting practices of Canadian firms: Survey results and comparisons

Robert D. Klassen, Benito E. Flores · International Journal of Production Economics · 2001 · 87 citations

, , +13

1–5 of 56

Authors

116

  1. CK
    Clemens Kool

    Utrecht University, Netherlands

    3 publications · 56 citations

    3

    h-index

  2. DL
    Daniel L. Thornton

    Federal Reserve Bank of St. Louis, United States

    3 publications · 56 citations

    3

    h-index

  3. RW
    R. W. Hafer

    Southern Illinois University Edwardsville, United States

    2 publications · 24 citations

    2

    h-index

  4. DG
    Domenico Giannone

    Centre for Economic Policy Research, United Kingdom

    2 publications · 152 citations

    2

    h-index

  5. HO
    H. O. Stekler

    George Washington University, United States

    2 publications · 37 citations

    2

    h-index

1–5 of 116

Institutions

87

  1. Federal Reserve Bank of St. Louis

    St Louis, United States

    3 h-index

    5 publications

    98 citations

  2. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    3 publications

    61 citations

  3. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    2 h-index

    2 publications

    83 citations

  4. International Monetary Fund

    Washington D.C., United States

    2 h-index

    4 publications

    151 citations

  5. Texas A&M University

    College Station, United States

    2 h-index

    3 publications

    225 citations

  6. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    2 publications

    281 citations

  7. CPB Netherlands Bureau for Economic Policy Analysis

    The Hague, The Netherlands

    2 h-index

    4 publications

    84 citations

  8. University of Wales

    Cardiff, United Kingdom

    1 h-index

    1 publications

    29 citations

1–8 of 87

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 198 citations

    7

    h-index

  2. Journal of Forecasting

    7 publications · 664 citations

    7

    h-index

  3. Oxford Bulletin of Economics and Statistics

    2 publications · 122 citations

    2

    h-index

  4. Journal of Accounting Auditing & Finance

    JAAF · 2 publications · 102 citations

    2

    h-index

  5. Review

    2 publications · 42 citations

    2

    h-index

1–5