Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts
Year of publication: |
2013
|
---|---|
Authors: | Ulu, Yasemin |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 119.2013, 2, p. 168-171
|
Publisher: |
Elsevier |
Subject: | Forecast rationality | Asymmetric loss | GARCH-M | Inflation–output forecasts |
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