Testing the optimality of inflation forecasts under flexible loss with random forests
Christoph Behrens, Christian Pierdzioch, Marian Risse
| Year of publication: |
2018
|
|---|---|
| Authors: | Behrens, Christoph ; Pierdzioch, Christian ; Risse, Marian |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 270-277
|
| Subject: | Flexible loss | Forecast optimality | German economic research institutes | Inflation forecasts | Random forests | Inflation | Prognoseverfahren | Forecasting model | Theorie | Theory | Deutschland | Germany | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 2.056 (Stand 2018) SJR Faktor ist 1.039 / Q2 Journal (Stand 2018) H-Index: 56 (Stand 2018) |
| Other identifiers: | 10.1016/j.econmod.2018.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012100432