directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. -- Directional … forecasts ; directional forecast value ; forecast evaluation ; economic forecast value ; mean squared forecast error ; mean …

genaue Prognose enthalten. Aber die Hinzunahme weiterer Indikatoren führt zu einer schlechteren Prognoseleistung. Dies gilt …

equation models suffer a great variation in the forecast performance relative to the benchmark model over the analysed sub … pooling based on the Cross-Validation and the Mallows criterion provide a very stable and accurate forecast performance. …

function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …