"Does anyone have "world class" benchmark results for forecast accuracy or know where I might find some?"
This question was asked at a recent webinar, now available on-demand: "Calculating Financial Forecast Accuracy"
Please add your thoughts about it below. Thanks!
This is a hard question, because it really depends on what you are trying to forecast. For example, I know you can frequently find public studies on GDP forecast accuracy made by public and private economists. Other studies look at public company earnings forecast accuracy.
I would start your research on the Social Science Research Network by performing a Boolean search for both your industry and forecast accuracy. Then go to your public library's website and continue the research in JSTOR and other public records, but I do not know of any central source.
