H.O. Stekler Research Program on Forecasting


We are pleased to announce our new name!  We are now the H.O. Stekler Research Program on Forecasting, named after our renowned former colleague Herman Stekler.  

The H.O. Stekler Research Program on Forecasting supports research, teaching and dissertation supervision in forecasting as part of the Department of Economics at the George Washington University. The current research interests of program members include a wide range of studies on the methodology of forecasting and forecast evaluation as well as preparation of macroeconomic and microeconomic forecasts. In addition, program members have supervised dissertations that focus on the theory and application of forecasting.

The faculty in the H.O. Stekler Research Program on Forecasting is composed entirely of active scholars. They have published in some of the top general interest journals as well as leading journals in forecasting, including the American Economic Review, Journal of the American Statistical Association, Journal of Business and Economic Statistics,Journal of Money Credit and Banking, International Journal of Forecasting, Journal of Applied Econometrics, and Energy Economics. Their work also appears in leading journals in related fields and disciplines, (such as macroeconomics and demography), and they regularly present their work at national and international forecasting conferences.

Previously funded research projects include a three year project on short-run and long-run responses of electricity consumption to climate change and variability for the U.S. Environmental Protection Agency. The project was performed in collaboration with scientists at the Johns Hopkins Schools of Engineering and Public Health. Other funds have come from the National Park Service.

The H.O. Stekler Research Program on Forecasting also has a partnership with Federal Forecasters Consortium, an organization of federal employees from all government agencies involved in forecasting. The two groups jointly organize a Seminar Series on Forecasting.

Recent Forecast Evaluations

  • Federal Reserve Board forecasts of macroeconomic conditions
  • Expert, computer model, and betting line forecasts of NFL games
  • Interest rate spreads as predictors of business cycles
  • U.S. Census Bureau projections of state populations
  • The role of asymmetric, non-linear models in forecasting

Recently Prepared Forecasts

  • U.S. macroeconomic conditions
  • Electricity consumption and prices
  • Motor gasoline demand
  • Municipal solid waste generation
  • Effects of technical change on productivity in public enterprises
  • Patent applications
  • Leading series of the transportation sector
  • National defense readiness measures

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