A non-parametric model-based approach to uncertainty and risk analysis of macroeconomic forecast
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References listed on IDEAS
- Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Maximiano Pinheiro & Paulo Esteves, 2012.
"On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information,"
Springer, vol. 42(3), pages 639-665, June.
- Maximiano Pinheiro & Paulo Soares Esteves, 2008. "On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information," Working Papers w200821, Banco de Portugal, Economics and Research Department.
- Guido Bulligan & Fabio Busetti & Michele Caivano & Pietro Cova & Davide Fantino & Alberto Locarno & Lisa Rodano, 2017. "The Bank of Italy econometric model: an update of the main equations and model elasticities," Temi di discussione (Economic working papers) 1130, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti & Michele Caivano & Lisa Rodano, 2015. "On the conditional distribution of euro area inflation forecast," Temi di discussione (Economic working papers) 1027, Bank of Italy, Economic Research and International Relations Area.
- Claudia Miani & Giulio Nicoletti & Alessandro Notarpietro & Massimiliano Pisani, 2012. "Banksï¿½ balance sheets and the macroeconomy in the Bank of Italy Quarterly Model," Questioni di Economia e Finanza (Occasional Papers) 135, Bank of Italy, Economic Research and International Relations Area.
More about this item
Keywordsmacroeconomic forecasts; stochastic simulations; balance of risks; uncertainty; fan-charts;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-08 (All new papers)
- NEP-ECM-2010-05-08 (Econometrics)
- NEP-ETS-2010-05-08 (Econometric Time Series)
- NEP-FOR-2010-05-08 (Forecasting)
- NEP-RMG-2010-05-08 (Risk Management)
- NEP-UPT-2010-05-08 (Utility Models & Prospect Theory)
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