Giacomini, Raffaella (contributor); … - 2005
Economics Conference, the 2005 CIRANO-CIREQ Conference on
Forecasting in Macroeconomics and Finance, the 2005 JAE Annual … forecasting
workshop, and the 2006 SAMSI workshop for useful discussions and suggestions. The paper benefited from com-
ments from …-mail:
brossi@econ.duke.edu. Phone: (919) 660 1801.
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1Introduction
This paper proposes a new method for evaluating a forecasting …