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  • Search: subject:"Forecastevaluation"
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Year of publication
Subject
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Prognoseverfahren 3 DSGE models 2 Econometric models 2 Forecast 2 Forecast comparison 2 Forecast performance 2 Forecastevaluation 2 Forecasting model 2 Macroeconomic forecasts 2 Prognose 2 Theorie 2 Wirtschaftsprognose 2 factor models 2 forecastevaluation 2 forecasting 2 Allgemeines Gleichgewicht 1 Arbeitslosenversicherung 1 Arbeitslosigkeit 1 Arbeitsmarktprognose 1 Bootstrapping 1 Coronavirus 1 Dynamisches Modell 1 Economic forecast 1 Employment forecast 1 Faktorenanalyse 1 ForecastEvaluation 1 Google Trends 1 Konjunkturprognose 1 Nonlinearity 1 Real Exchange Rate 1 Robust Linearity Tests 1 Stochastischer Prozess 1 Structural break 1 Strukturbruch 1 Theory 1 Time series analysis 1 Unemployment 1 Unemployment insurance 1 Vergleich 1 Zeitreihenanalyse 1
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Online availability
All
Free 6
Type of publication
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Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 3 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1
Language
All
English 5 Undetermined 1
Author
All
Hungnes, Håvard 2 Wang, Mu-Chun 2 Larson, William 1 Pavlidis, E 1 Paya, I 1 Peel, D 1 Sinclair, Tara M. 1
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Institution
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Department of Economics, Management School 1 Deutsche Bundesbank 1
Published in...
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CAMA working paper series 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion Papers 1 Discussion papers / Statistics Norway, Research Department 1 Working Papers / Department of Economics, Management School 1
Source
All
ECONIS (ZBW) 2 EconStor 2 RePEc 2
Showing 1 - 6 of 6
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Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations
Hungnes, Håvard - 2020
The paper derives a test for equal predictability of multi-step-ahead system forecasts that is invariant to linear transformations. The test is a multivariate version of the Diebold-Mariano test. An invariant metric for multi-step-ahead system forecasts is necessary as the conclusions otherwise...
Persistent link: https://www.econbiz.de/10012801079
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Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations
Hungnes, Håvard - 2020
The paper derives a test for equal predictability of multi-step-ahead system forecasts that is invariant to linear transformations. The test is a multivariate version of the Diebold-Mariano test. An invariant metric for multi-step-ahead system forecasts is necessary as the conclusions otherwise...
Persistent link: https://www.econbiz.de/10012225087
Saved in:
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Nowcasting unemployment insurance claims in the time of COVID-19
Larson, William; Sinclair, Tara M. - 2020
Persistent link: https://www.econbiz.de/10012533227
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Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear
Pavlidis, E; Paya, I; Peel, D - Department of Economics, Management School - 2009
This paper deals with the nonlinear modeling and forecasting of the dollar-sterling real exchange rate using a long span of data. Our contribution is threefold. First, we provide significant evidence of smooth transition dynamics in the series by employing a battery of recently developed...
Persistent link: https://www.econbiz.de/10011165285
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Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Wang, Mu-Chun - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10010295876
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Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
Wang, Mu-Chun - Deutsche Bundesbank - 2008
In this paper, we put DSGE forecasts in competition with factor forecasts. We focus on these two models since they represent nicely the two opposing forecasting philosophies. The DSGE model on the one hand has a strong theoretical economic background; the factor model on the other hand is mainly...
Persistent link: https://www.econbiz.de/10005083198
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