Цена экономических прогнозов

Синоптики, всякие аналитики и прочие прогнозисты, пожалуй, самые счастливые люди на земле. В каком-то смысле. Они совершенно ни за что не отвечают, могут ошибаться без конца, и им ничего за это не бывает, наоборот, даже деньги платят. Другие люди, которые пользуются их услугами, знают это, но все равно ничего не могут с собой поделать, стараются верить этим провидцам и просят обманывать их снова и снова. Что поделаешь, такова человеческая природа - люди "желают знать, что будет" (помните такую песню?).

Вот небольшая доля шутки об экономических прогнозах,  http://gregmankiw.blogspot.com/2012/05/on-economic-forecasting.html

А вот о них же, но куда более всерьез:

In other words, the official models effectively ignored the very distinction that Bernanke highlighted as being crucial to distinguishing the housing collapse from the tech bust. And so the models completely missed the recession’s severity.
In late 2007, for example, the midpoint of the range that the Fed projected for real gross-domestic-product growth in 2008 was more than 2 percent. Instead, real GDP declined by more than 3 percent that year. In early 2008, the Fed projected the economy would expand 2.4 percent in 2009. Instead, real GDP fell 0.5 percent. Those are big forecast errors: The 70 percent confidence interval for one-year-ahead projections is plus or minus 1.2 percentage points. The 2007 projection for 2008 was off by more than five percentage points.
The Fed was far from alone in being overly optimistic; every formal macroeconometric model that I’m aware of made the same mistake. In early 2008, for example, forecasts for 2009 from both the Congressional Budget Office (which I ran at the time) and the Bush administrationwere roughly in line with, and therefore just as wrong, as the Fed’s.
A paper delivered at the same conference where Bernanke spoke last month suggests one way to address the problem. The economists Simon Gilchrist of Boston University and Egon Zakrajsek of the Fed staff augmented a traditional macroeconomic model with a measure of stress in the financial industry: credit spreads on bonds issued by financial institutions. Those spreads barely moved following the tech bust, but they widened substantially after the housing collapse.

Источник: Блумберг