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Estimation and Testing of Forecast Rationality under Flexible Loss

Graham Elliott, Ivana Komunjer, Allan Timmermann

Review of Economic Studies, 2005. DOI 10.1111/0034-6527.00363

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• Reevaluating the prudence of economic forecasts in the EU: The role of instrument persistence, Demetrescu et al. (2020). Outcome recorded: successful. while the conclusions of the original study are, by and large, still justified, the EU Commission loss preferences have become more symmetric over the whole studied period. View paper

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