Deutsche Bundesbank - Research Centre
path forecast, forecast uncertainty, simultaneous confidence region, Scheffé’s S-method, Mahalanobis distance, false discovery rate
Path forecast, forecast uncertainty, simultaneous confidence region, Scheffé's S-method, Mahalanobis distance, false discovery rate
Forecast evaluation, risk forecasts, Bank of England inflation forecasts
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7797.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
forecast uncertainty, path forecast, Scheffe;'s S-method, simultaneous confidence region
survey expectations, forecast disagreement
Forecast Accuracy, Density Forecasts, Projections
multi-step-ahead forecasts, forecast error variance, SUR
asymmetry, deepness, steepness, Markov-switching, business cycles
Multi-step-ahead forecasts, forecast error variance, GLS, SUR
density forecast evaluation, normality tests
Macroeconomic forecasts, stochastic forecast intervals, risk, uncertainty, asymmetrically weighted normal distribution, asymmetric bootstrap
forecast evaluation, risk forecasts, inflation forecasts
Capacity utilization, capacity constraints, asymmetry, RBC model
forecast evaluation, asymmetric densities, skewness
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.532 seconds