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The time-varying risk of Italian GDP

Busetti, Fabio; Caivano, Michele; Delle Monache, Davide; … - 2020

Persistent link: https://www.econbiz.de/10012300712

Preliminary data and econometric forecasting : an application with the Bank of Italy quarterly model

Busetti, Fabio - In: Journal of forecasting 25 (2006) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003268431

Preliminary data and econometric forecasting : an application with the bank of Italy quarterly model

Busetti, Fabio - 2004

Persistent link: https://www.econbiz.de/10002094623

Comparing forecast accuracy : a Monte Carlo investigation

Busetti, Fabio; Marcucci, Juri; Veronese, Giovanni - 2009

Persistent link: https://www.econbiz.de/10003996499

Comparing forecast accuracy : a Monte Carlo investigation

Busetti, Fabio; Marcucci, Juri - In: International journal of forecasting 29 (2013) 1, pp. 13-27

Persistent link: https://www.econbiz.de/10009706181

Comparing Forecast Accuracy : A Monte Carlo Investigation

Busetti, Fabio - 2010

The size and power properties of several tests of equal Mean Square Prediction Error (MSPE) and of Forecast Encompassing (FE) are evaluated, using Monte Carlo simulations, in the context of dynamic regressions. For nested models, the F-type test of forecast encompassing proposed by Clark and...

Persistent link: https://www.econbiz.de/10013149803