Because they did not forecast the 2007 crisis, or they had poorly forecasted it, economists are now in a position of defendants. It is therefore urgent and necessary to examine the way of thinking about economic forecasting with lucidity. We identify what must be, in our view, the epistemological principles of a forecasting practice that recognizes its own shortcomings, and is opened on the world and on other disciplines. Our examination stems from three questions: (i) what are the nature and status of forecasting statements? (ii) what is the validity of these statements? and (iii) what is the relationship between science and forecasting? In this review, we underline the conjectural nature of forecasting statements. We conclude by arguing for a semiotic conception of economic forecasting and the relevance of the “indicial paradigm”.