Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
Barbara Rossi and Tatevik Sekhposyan
Year of publication: |
April-May 2016
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Authors: | Rossi, Barbara ; Sekhposyan, Tatevik |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 3, p. 507-532
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Subject: | forecast rationality | Forecasting | Greenbook | Monetary policy | real-time data | survey | Geldpolitik | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | 1968-2010 |
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