Abstract
There are many good books and articles on time-series econometrics, which cover forecasting, as well as books and handbooks specifically on forecasting.
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There are occasional surveys of how survey forecasters generate their forecasts. As an example, Batchelor and Dua (1991) record that 51% of the Blue Chip Panel cite ‘judgement’ as their single most important forecasting technique, with 28% reporting econometric modelling and 21% time-series analysis. Zarnowitz and Braun (1993, p. 23) report that forecasters draw on a range of approaches, including econometric models, leading indicators, anticipations surveys, and their own judgement.
References
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Clements, M.P. (2019). Introduction. In: Macroeconomic Survey Expectations. Palgrave Texts in Econometrics. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-97223-7_1
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