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Term at Risk Estimation for the Philippines

Eloriaga, Justin - 2021

Understanding the movements of the yields on key government securities and the risks associated with the downside of the distribution of the yield curve are crucial to understanding the movements of the markets influenced by short-term rates. Moreover, understanding how macrofinancial factors...

Persistent link: https://www.econbiz.de/10013230485

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

Garratt, Anthony (contributor) - 2000

Persistent link: https://www.econbiz.de/10001480588

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

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

Garratt, Anthony (contributor) - 2000

Persistent link: https://www.econbiz.de/10001492671

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

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

intervals. Probability forecasts relating to UK output growth and inflation, obtained using a small macroeconometric model, are … presented. We discuss in detail the probability that inflation will fall within the Bank of England's target range and that … insights on the interrelatedness of output growth and inflation outcomes at different horizons. …