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Applied Economics Letters Volume 5, 1998 - Issue 8
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Original Articles

Sources of turning point forecast errors

M. H. Schnader
&
H. O. Stekler
Pages 519-521 | Published online: 05 Oct 2010

Citations (10)

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Read on this site (1)

A. C.-L. Chian, E. L. Rempel, F. A. Borotto & C. Rogers. (2006) An example of intermittency in nonlinear economic cycles. Applied Economics Letters 13:4, pages 257-263.
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Articles from other publishers (9)

Paul Goodwin, Dilek Önkal & Herman O. Stekler. (2018) What if you are not Bayesian? The consequences for decisions involving risk. European Journal of Operational Research 266:1, pages 238-246.
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Paul Goodwin. (2015) When simple alternatives to Bayes formula work well: Reducing the cognitive load when updating probability forecasts. Journal of Business Research 68:8, pages 1686-1691.
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Herman O. Stekler. (2015) Forecasting—Yesterday, Today and Tomorrow. International Journal of Forecasting 31:1, pages 96-98.
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Herman O Stekler & Raj M Talwar. (2013) Forecasting the Downturn of the Great Recession. Business Economics 48:2, pages 113-120.
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H.O. Stekler. (2007) The future of macroeconomic forecasting: Understanding the forecasting process. International Journal of Forecasting 23:2, pages 237-248.
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Robert Fildes & Herman Stekler. (2002) The state of macroeconomic forecasting. Journal of Macroeconomics 24:4, pages 435-468.
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David Fintzen & H.O Stekler. (1999) Why did forecasters fail to predict the 1990 recession?. International Journal of Forecasting 15:3, pages 309-323.
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Sergey V. Smirnov. (2016) Wishful Bias in Predicting US Recessions: Indirect Evidence. SSRN Electronic Journal.
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Sergey V. Smirnov. (2011) Those Unpredictable Recessions. SSRN Electronic Journal.
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