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Kernel-based calibration diagnostics for recession and inflation probability forecasts

Galbraith, John W.; van Norden, Simon - In: International Journal of Forecasting 27 (2011) 4, pp. 1041-1057

A probabilistic forecast is the estimated probability with which a future event will occur. One interesting feature of such forecasts is their calibration, or the match between the predicted probabilities and the actual outcome probabilities. Calibration has been evaluated in the past by...

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Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts

Galbraith, John W.; Norden, Simon van - In: Journal of the Royal Statistical Society Series A 175 (2012) 3, pp. 713-727

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Avoiding the pitfalls : Can regime-switching tests reliably detcet bubbles?

Van Norden, Simon (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 1, pp. 1-22

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Fiscal surprises at the FOMC

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Why are initial estimates of productivity growth so unreliable?

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Fiscal forecasts at the FOMC : evidence from the Greenbooks

Croushore, Dean Darrell; Van Norden, Simon - In: The review of economics and statistics 100 (2018) 5, pp. 933-945

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The reliability of inflation forecasts based on output gap estimates in real time

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GARCH model estimation using estimated quadratic variation

Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192

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Innovation, experience and artists' age-valuation profiles : evidence from eighteenth-century rococo and neoclassical painters

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