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Quasi ex-ante inflation forecast uncertainty
Charemza, Wojciech; Díaz, Carlos; Makarova, Svetlana D. - In: International journal of forecasting 35 (2019) 3, pp. 994-1007
Persistent link: https://www.econbiz.de/10012305215
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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - 2004
Persistent link: https://www.econbiz.de/10002231231
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Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - In: Journal of common market studies : JCMS 42 (2004) 4, pp. 841-867
Persistent link: https://www.econbiz.de/10002377070
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Inflation fan charts, monetary policy and skew normal distribution
Charemza, Wojciech; Vela, Carlos Díaz; Makarova, … - 2013
Persistent link: https://www.econbiz.de/10009743713
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Forecasting with a Bayesian DSGE model : an application to the euro area
Smets, Frank; Wouters, Rafael - 2004
distribution of the forecast, as well as various inflation risk measures that have been proposed in the literature. Finally, the …
Persistent link: https://www.econbiz.de/10003285769
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Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013434736
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Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013424534
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Forecasting and uncertainty : a survey
Makridakis, Spyros G.; Bakas, Nikolas - In: Risk and decision analysis 6 (2015/2016) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10011573720
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Estimating macroeconomic uncertainty and discord using info-metrics
Lahiri, Kajal; Wang, Wuwei - 2019
We apply generalized beta and triangular distributions to histograms from the Survey of Professional Forecasters (SPF) to estimate forecast uncertainty, shocks and discord using information framework, and compare these with moment-based estimates. We find these two approaches to produce...
Persistent link: https://www.econbiz.de/10012024647