Concepedia

Forecast Stability

Forecast Stability is a metric that evaluates the consistency of forecasted values over time by quantifying the degree to which successive forecasts for the same target remain invariant under minimal perturbations in model inputs or estimation periods.

58

Publications

3.8K

Citations

128

Authors

95

Institutions

Publications per year

2017–2026

13

Parents

Publications

58

Evidence on Structural Instability in Macroeconomic Time Series Relations

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 1996 · 633 citations · Full text

, , +16

Forecast comparisons in unstable environments

Raffaella Giacomini, Barbara Rossi · Journal of Applied Econometrics · 2010 · 462 citations

, , +17

A Stability Index for Thunderstorm Forecasting

A. K. Showalter · Bulletin of the American Meteorological Society · 1953 · 299 citations · Full text

, , +14

The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Athanasios Orphanides, Simon van Norden · Journal of money credit and banking · 2005 · 269 citations · Full text

, , +16

Averaging forecasts from VARs with uncertain instabilities

Todd E. Clark, Michael W. McCracken · Journal of Applied Econometrics · 2009 · 183 citations

, , +15

1–5 of 58

Authors

128

  1. AO
    Athanasios Orphanides

    Federal Reserve, United States

    3 publications · 342 citations

    3

    h-index

  2. SV
    Simon van Norden

    HEC Montréal, Canada

    3 publications · 342 citations

    3

    h-index

  3. MW
    Mark W. Watson

    Princeton University, United States

    2 publications · 812 citations

    2

    h-index

  4. BR
    Barbara Rossi

    Barcelona School of Economics, Spain

    2 publications · 473 citations

    2

    h-index

  5. JH
    James H. Stock

    Harvard University, United States

    2 publications · 812 citations

    2

    h-index

1–5 of 128

Institutions

95

  1. Duke University

    Durham, United States

    3 h-index

    4 publications

    1K citations

  2. Harvard University

    Cambridge, United States

    3 h-index

    3 publications

    827 citations

  3. University of Southern California

    Los Angeles, United States

    3 h-index

    5 publications

    228 citations

  4. Princeton University

    Princeton, United States

    2 h-index

    2 publications

    812 citations

  5. Centre for Economic Policy Research

    London, United Kingdom

    2 h-index

    4 publications

    312 citations

  6. Woodrow Wilson International Center for Scholars

    Washington, United States

    2 h-index

    2 publications

    812 citations

  7. HEC Montréal

    Montreal, Canada

    2 h-index

    2 publications

    321 citations

  8. Center for Interuniversity Research and Analysis on Organizations

    Montreal, Canada

    2 h-index

    2 publications

    321 citations

1–8 of 95

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 295 citations

    6

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 4 publications · 57 citations

    4

    h-index

  3. International Journal of Forecasting

    4 publications · 245 citations

    4

    h-index

  4. Journal of Business and Economic Statistics

    JBES · 3 publications · 822 citations

    3

    h-index

  5. Meteorological Applications

    2 publications · 34 citations

    2

    h-index

1–5