From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
| Year of publication: |
2019
|
|---|---|
| Authors: | Ganics, Gergely ; Rossi, Barbara ; Sekhposyan, Tatevik |
| Publisher: |
Madrid : Banco de España |
| Subject: | Survey of Professional Forecasters | density forecasts | forecast combination | predictive density | probability integral transform | uncertainty | real-time | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stetige Verteilung | Continuous distribution | Risikomaß | Risk measure |
freely available
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Documentos de trabajo / Banco de España. - Madrid : [Verlag nicht ermittelbar], ISSN 1579-8666, ZDB-ID 2406771-4. - Vol. no. 1947 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198314