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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. …

Persistent link: https://www.econbiz.de/10001539419

Forecast bias and MSFE encompassing

Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542

Persistent link: https://www.econbiz.de/10001522147

Further results on MSFE encompassing

Marcellino, Massimiliano - 1998

Persistent link: https://www.econbiz.de/10000998755

Measuring potential output and the NAIRU as unobserved variables in a systems framework

Côté, Denise - In: Economic behaviour and policy choice under price …, (pp. 357-411). 1994

Persistent link: https://www.econbiz.de/10001292222

Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations

Boudt, Kris (contributor); Croux, Christophe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003624500

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter (contributor); Falk, Barry (contributor); … - 2006 - Rev. Mar 6/07

Persistent link: https://www.econbiz.de/10003735606

When, where and how to perform efficiency estimation

Badunenko, Oleg; Henderson, Daniel J.; Kumbhakar, Subal - 2011

In this paper we compare two flexible estimators of technical efficiency in a cross-sectional setting: the nonparametric kernel SFA estimator of Fan, Li and Weersink (1996) to the nonparametric bias corrected DEA estimator of Kneip, Simar and Wilson (2008). We assess the finite sample...

Persistent link: https://www.econbiz.de/10009422459