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.
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