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jqte-forecasting

separate

Use when a 《数量经济技术经济研究》 (JQTE) manuscript makes a forecasting or prediction claim — macro forecasting, business-cycle / sentiment indices, mixed-frequency nowcasting, or model-based prediction. Enforces genuine out-of-sample evaluation (RMSE / MAE / directional accuracy / Diebold-Mariano), a proper benchmark, and a recursive / rolling design. The fastest desk-reject here is reporting in-sample fit only.

When to use

• macro forecasting
• business-cycle / sentiment indices
• mixed-frequency nowcasting
• model-based prediction
• out-of-sample evaluation
• recursive / rolling design
• prediction claim assessment

When not to use

• in-sample fit only
• reporting R² without out-of-sample tests
• comparing only to own model versions without naive benchmarks

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