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Speech
A perspective on the outlook, output gaps, and price stability: a speech at Money Marketeers, The Down Town Association, New York, May 21, 2009
Plosser, Charles I. (2009-05-21)
Presented by Charles I. Plosser, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia, Money Marketeers, The Down Town Association, New York, May 21, 2009
Speech , Paper 27

Journal Article
How accurate are forecasts in a recession?
McCracken, Michael W. (2009-02)
National Economic Trends , Issue Feb

Journal Article
Measuring economic uncertainty using the Survey of Professional Forecasters
Sill, Keith (2012-10)
Uncertainty about how the economy will evolve is a key concern for households and firms. People?s views on how likely it is that the economy will be growing, stagnating, or in recession help shape the actions they take today. Consequently, how households and firms respond to uncertainty has implications for economic activity. In addition, uncertainty matters to policymakers: Monetary policymakers recognize that if uncertainty about future inflation is high, decision-making by households and firms becomes more complicated. In this article, Keith Sill describes how uncertainty can be measured ...
Business Review , Issue Q4 , Pages 16-27

Speech
The economic outlook and some challenges facing the Federal Reserve: a speech at the Economic Outlook Panel, University of Delaware, January 14, 2009
Plosser, Charles I. (2009-01-14)
Presented by Charles I. Plosser, President and Chief Executive Officer, Federal Reserve Bank of Philadelphia 2009 Economic Outlook Panel, University of Delaware, January 14, 2009
Speech , Paper 23

Speech
The economic outlook: a speech at the 2006 Global Economic and Investment Outlook Conference, Carnegie-Mellon University, Pittsburgh, Pennsylvania, October 19, 2005
Kohn, Donald L. (2005)
Speech , Paper 149

Journal Article
Data dependence
Poole, William (2007-03)
This article was originally presented as a speech at the Middle Tennessee State University Annual Economic Outlook Conference, Murfreesboro, Tennessee, September 29, 2006.
Review , Volume 89 , Issue Mar , Pages 77-84

Speech
A policymaker's perspective on the economic outlook, presentation to the Association for Corporate Growth, Cleveland, Ohio, January 17, 2008
Pianalto, Sandra (2008)
President Pianalto spoke about the Federal Reserve's economic projections and shared her current views on the state of the economy.
Speech , Paper 15

Journal Article
Regional aggregation in forecasting: an application to the Federal Reserve’s Eighth District
Owyang, Michael T.; Engemann, Kristie M.; Hernandez-Murillo, Ruben (2011-05)
Hernndez-Murillo and Owyang (2006) showed that accounting for spatial correlations in regional data can improve forecasts of national employment. This paper considers whether the predictive advantage of disaggregate models remains when forecasting subnational data. The authors conduct horse races among several forecasting models in which the objective is to forecast regional- or state-level employment. For some models, the objective is to forecast using the sum of further disaggregated employment (i.e., forecasts of metropolitan statistical area [MSA]-level data are summed to yield ...
Review , Volume 93 , Issue May

Working Paper
The yield curve and predicting recessions
Wright, Jonathan H. (2006)
The slope of the Treasury yield curve has often been cited as a leading economic indicator, with inversion of the curve being thought of as a harbinger of a recession. In this paper, I consider a number of probit models using the yield curve to forecast recessions. Models that use both the level of the federal funds rate and the term spread give better in-sample fit, and better out-of-sample predictive performance, than models with the term spread alone. There is some evidence that controlling for a term premium proxy as well may also help. I discuss the implications of the current shape of ...
Finance and Economics Discussion Series , Paper 2006-07

Working Paper
In-sample tests of predictive ability: a new approach
Clark, Todd E.; McCracken, Michael W. (2009)
This paper presents analytical, Monte Carlo, and empirical evidence linking in-sample tests of predictive content and out-of-sample forecast accuracy. Our approach focuses on the negative effect that finite-sample estimation error has on forecast accuracy despite the presence of significant population-level predictive content. Specifically, we derive simple-to-use in-sample tests that test not only whether a particular variable has predictive content but also whether this content is estimated precisely enough to improve forecast accuracy. Our tests are asymptotically non-central chi-square or ...
Working Papers , Paper 2009-051

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