Journal of Applied Econometrics : Call for papers for Special Issue : “Forecast Uncertainty in Macroeconomics and Finance”

• Publisher: John Wiley and Sons
• Year: 2008
• Tongue: English
• Weight: 19 KB
• Volume: 23
• Category: Article
• ISSN: 0883-7252
• DOI: 10.1002/jae.1002

✦ Synopsis

Over the past few years, considerable progress has been made in the area of financial and macroeconomic forecasting. The special issue aims at providing a forum to present recent theoretical and empirical contributions on forecast uncertainty in both areas. The assessment of forecasts and their uncertainty is of particular interest for policymakers confronted with the task of exploiting all the available information and evaluating the relative relevance of forecasts from different sources. The special issue will address the following topics:

1. information uncertainty and information combination (e.g. observation window, disaggregate information, role of judgement) 2. measurement uncertainty (e.g. real time analysis) 3. parameter and model uncertainty (e.g. forecast and model combination, forecast model selection, forecast evaluation) 4. volatility forecasting This special issue is in relation to the conference held on the same topic at the ECB http://www.ecb.europa.eu/events/conferences/html/ft workshop2007.en.html. Papers need not be presented at the conference to be considered for publication in the special issue.

The deadline for submissions to the special issue is end of March 2008. Papers should be submitted through the usual channels http://jae.wiley.com/, together with a cover letter indicating that they are intended for the special issue. All papers will be subject to the usual refereeing standards of the Journal. Papers that are deemed unsuitable for the special issue may be prescreened by the Editors without a formal report.