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University of California, San Diego (UCSD) - Department of Economics
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Forecast Combination, Asymmetric Loss, Inflation Forecasting
Unit root tests, point optimal tests, weighted average power, asymptotic distributions
Optimal Tests, Parameters Instability, Breaks Tests
Unit Roots, Structural VAR
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Economic forecasting, forecast evaluation, loss function
Forecast combination, time-varying combination weights, Markov switching, survey data
IMF, OECD, asymmetric loss, macroeconomic forecasting
Big Data, Forecast evaluation, Forecast models, Model Instability, Parameter Estimation
