Len Kiefer

Helping people understand the economy, housing and mortgage markets

Forecasting

  1. Kalman Filter for a dynamic linear model in R

  2. Forecasting Game

    What's a forecaster to do? We look at a forecasting game and determine the optimal communication strategy for a forecaster who predicts a binary outcome.

  3. Forecasting and deciding binary outcomes under asymmetric information

    What's the best way for a forecaster to communicate when their payoff for a binary outcome differs from the decision maker? Guys, it's time for some game theory.

  4. A closer look at forecasting recessions with dynamic model averaging

    Back we go into the vasty deep. In this post we look closer at using dynamic model averaging and dynamic logistic regression to forecast recessions.

  5. Forecasting recessions with dynamic model averaging

    We go into the vasty deep, dipping our toes ever so slightly into the dark waters of macroeconometric forecasting. Here we use dynamic model averaging to forecast recessions with R.

  6. Forecasting is hard (work)