Concepedia

Forecast Variance Analysis

Forecast Variance Analysis is a diagnostic method in financial planning and control that identifies, quantifies, and interprets the deviations between actual financial outcomes and previously established forecasts to assess the accuracy and reliability of budgeting models.

98

Publications

4.8K

Citations

181

Authors

122

Institutions

Publications per year

2017–2026

22

Parents

Publications

98

Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities

Christopher G. Lamoureux, William D. Lastrapes · Review of Financial Studies · 1993 · 568 citations

, , +17

The robustness of identified VAR conclusions about money

Jon Faust · Carnegie-Rochester Conference Series on Public Policy · 1998 · 549 citations · Full text

, , +15

Do seasonal‐to‐decadal climate predictions underestimate the predictability of the real world?

Rosie Eade, Doug Smith, Adam A. Scaife et al. · Geophysical Research Letters · 2014 · 393 citations · Full text

, , +17

Ensemble-Based Sensitivity Analysis

Ryan D. Torn, Gregory J. Hakim · Monthly Weather Review · 2008 · 223 citations · Full text

, , +17

The Robustness of Identified VAR Conclusions About Money

Jon Faust · SSRN Electronic Journal · 1998 · 206 citations · Full text

, , +15

1–5 of 98

Authors

181

  1. PJ
    Punnoose Jacob

    Reserve Bank of New Zealand, New Zealand

    3 publications · 94 citations

    3

    h-index

  2. JF
    Jon Faust

    Federal Reserve Board of Governors, United States

    3 publications · 858 citations

    3

    h-index

  3. GP
    Gert Peersman

    Ghent University, Belgium

    3 publications · 94 citations

    3

    h-index

  4. ZT
    Zoltán Tóth

    NOAA National Centers for Environmental Prediction, United States

    3 publications · 88 citations

    3

    h-index

  5. MP
    Malaquías Peña

    NOAA Environmental Modeling Center

    2 publications · 38 citations

    2

    h-index

1–5 of 181

Institutions

122

  1. United States Naval Research Laboratory

    Washington, United States

    3 h-index

    6 publications

    182 citations

  2. Federal Reserve Board of Governors

    Washington D.C., United States

    3 h-index

    3 publications

    858 citations

  3. Reserve Bank of New Zealand

    Wellington, New Zealand

    3 h-index

    3 publications

    94 citations

  4. NSF National Center for Atmospheric Research

    Boulder, United States

    3 h-index

    4 publications

    566 citations

  5. NOAA Environmental Modeling Center

    College Park, United States

    3 h-index

    4 publications

    138 citations

  6. Texas A&M University

    College Station, United States

    3 h-index

    2 publications

    56 citations

  7. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    309 citations

  8. The University of Texas at Austin

    Austin, United States

    2 h-index

    2 publications

    109 citations

1–8 of 122

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 389 citations

    8

    h-index

  2. Monthly Weather Review

    7 publications · 590 citations

    7

    h-index

  3. International Journal of Forecasting

    4 publications · 114 citations

    4

    h-index

  4. Applied Economics

    4 publications · 96 citations

    4

    h-index

  5. American Journal of Agricultural Economics

    2 publications · 99 citations

    2

    h-index

1–5