Evaluating Forecasts Of A Vector Of Variables: A German Forecasting Competition
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- Tara M. Sinclair & Hans Christian Müller-Dröge & Herman Stekler, 2014. "Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition," Working Papers 2014-17, The George Washington University, Institute for International Economic Policy.
- Hans Christian Müller-Dröge & Tara M. Sinclair & H.O. Stekler, 2014. "Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition," CAMA Working Papers 2014-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dovern, Jonas & Feldkircher, Martin & Huber, Florian, 2016.
"Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR,"
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- Dovern, Jonas & Feldkircher, Martin & Huber , Florian, 2015. "Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR," Working Papers 0590, University of Heidelberg, Department of Economics.
- Dovern, Jonas, 2015. "A multivariate analysis of forecast disagreement: Confronting models of disagreement with survey data," European Economic Review, Elsevier, vol. 80(C), pages 16-35.
- Mihaela SIMIONESCU, 2015. "The Evaluation of Global Accuracy of Romanian Inflation Rate Predictions Using Mahalanobis Distance," Management Dynamics in the Knowledge Economy Journal, College of Management, National University of Political Studies and Public Administration, vol. 3(1), pages 133-149, March.
- Ulrich Fritsche & Artur Tarassow, 2017. "Vergleichende Evaluation der Konjunkturprognosen des Instituts für Makroökonomie und Konjunkturforschung an der Hans-Böckler-Stiftung für den Zeitraum 2005-2014," IMK Studies 54-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
More about this item
KeywordsMahalanobis Distance; forecasting competition; GDP components; German macroeconomic data;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-05-09 (All new papers)
- NEP-FOR-2015-05-09 (Forecasting)
- NEP-MAC-2015-05-09 (Macroeconomics)
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