Rationality of inflation-output forecasts of MMS survey : international evidence
Year of publication: |
2015
|
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Authors: | Ulu, Yasemin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 10/12, p. 1187-1198
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Subject: | rational expectations hypothesis | MZ regression | asymmetric loss | Linlin | Linex | multivariate assymmetric loss | directional forecast accuracy | GARCH-M | multivariate GARCH | Theorie | Theory | Rationale Erwartung | Rational expectations | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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