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Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021

-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach … analysis of profit-loss and hedging against price risk. …

Persistent link: https://www.econbiz.de/10012544443

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021

-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach … analysis of profit-loss and hedging against price risk. …

Persistent link: https://www.econbiz.de/10012545165

Quantifying time-varying forecast uncertainty and risk for the real price of oil

Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021

Persistent link: https://www.econbiz.de/10012628398

Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil

Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021

-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach … analysis of profit-loss and hedging against price risk. …

Persistent link: https://www.econbiz.de/10012795319