Fritsche, Ulrich; Tarassow, Artur - 2017 - Korrigierte Version vom 17. Januar 2017
-of-the-art forecast evaluation techniques comprising: Theil's U, Diebold-Mariano test, regression-based as well as non-parametric tests of … forecast rationality, detection of asymmetric loss functions and test for rationality under potential asymmetric loss … forecast performance of a vector of eleven key variables. We find that the ifo and IMK institutes performed overall best in our …