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Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny; Chan, Wai-Sum - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009157439
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A multivariate model of strategic asset allocation with longevity risk
Favero, Carlo A.; Tebaldi, Claudio - 2014
Persistent link: https://www.econbiz.de/10010362899
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - 2013 - This version: October, 2013
Persistent link: https://www.econbiz.de/10011817731
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Forecast uncertainty : sources, measurement and evaluation
Ciccarelli, Matteo; Hubrich, Kirstin - In: Journal of applied econometrics 25 (2010) 4, pp. 509-513
Persistent link: https://www.econbiz.de/10008667509
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Essays on central bank forecasting
Schultefrankenfeld, Guido - 2014
Persistent link: https://www.econbiz.de/10010406987
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How informative are macroeconomic risk forecasts? : an examination of the Bank of England's inflation forecasts
Knüppel, Malte (contributor);  … - 2008
use the Bank of England's mode forecasts than the Bank of England's mean forecasts. -- Forecast evaluation ; risk …Macroeconomic risk assessments play an important role in the forecasts of many institutions. However, to the best of … our knowledge their performance has not been investigated yet. In this work, we study the Bank of England's risk forecasts …
Persistent link: https://www.econbiz.de/10003740115
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Efficient estimation of forecast uncertainty based on recent forecast errors
Knüppel, Malte - 2009
Multi-step-ahead forecasts of forecast uncertainty in practice are often based on the horizon-specific sample means of recent squared forecast errors, where the number of available past forecast errors decreases one-to-one with the forecast horizon. In this paper, the efficiency gains from the...
Persistent link: https://www.econbiz.de/10003882901
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Economic policy uncertainty and analyst behaviours : evidence from the United Kingdom
Chen, Min; Zhu, Zhaobo; Han, Peiwen; Chen, Bo; Liu, Jia - In: International review of financial analysis 79 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349538
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2022
Persistent link: https://www.econbiz.de/10013467069
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
Persistent link: https://www.econbiz.de/10015063828