 | An Evaluation of World Economic Outlook Growth Forecasts, 2004–17 Author/Editor: Oya Celasun, Jungjin Lee, Mico Mrkaic, Allan Timmermann. Release Date:August, 2021 This paper examines the performance of World Economic Outlook (WEO) growth forecasts for 2004-17. Short-term real GDP growth forecasts over that period exhibit little bias, and their accuracy is more...
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| An Evaluation of the World Economic Outlook Forecasts Author/Editor: Allan Timmermann. Release Date:March, 2006 The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and more...
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| Common Factors in Latin America's Business Cycles Author/Editor: Allan Timmermann, Luis Catão, Marco Aiolfi. Release Date:February, 2006 This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and more...
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| Country and Industry Dynamics in Stock Returns Author/Editor: Luis Catão, Allan Timmermann. Release Date:March, 2003 A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology more...
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