Replication files for article
"Approximating fixed-horizon forecasts using fixed-event forecasts"
by Malte Knueppel and Andreea L. Vladu, published in the Journal of Applied Econometrics. Codes are written in MATLAB
There are two folders with replication files:
1. Files in the folder "replication_files_Consensus" create the results reported for the survey forecasts from Consensus forecasts. The corresponding Excel files containing these forecasts need to be purchased from Consensus Economics™, see https://www.consensuseconomics.com/
2. Files in the folder "replication_files_and_other_useful_files" use publicly available data only.
Each folder contains another readme-file that explains the respective codes.
Based on the codes provided, all figures and tables of the article and the online appendix can be replicated. In addition, you will find files which could be useful if you simply want to calculate weights for the combination of two fixed-event forecasts resulting in a fixed-horizon forecast for your own purposes.
In the case of questions or problems, please do not hesitate to contact us.
malte.knueppel@bundesbank.de, andreea_liliana.vladu@ecb.europa.eu
