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 …

applied to quarterly and monthly US inflation in an empirical study. We find that the persistence of quarterly inflation has … and density forecasts for monthly US inflation …

-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …

-coded administrative wage data from the German IAB Employment Sample (IABS). We then relate these robust measures of earnings risk to the … risk attitudes of individuals working in these occupations. We find that willingness to take risk is positively correlated …

This study proposes a new approach for estimating value at risk (VaR). This approach combines quasi …

-period data generating process. This renders computation of Value-at-Risk and Expected Shortfall for multiple period returns a non … found that the uncertainty due to the estimation risk can be quite accurately estimated employing the delta method. In an …