Evaluating a Central Bank’s Recent Forecast Failure
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References listed on IDEAS
- Neil R. Ericsson, 2001. "Forecast uncertainty in economic modeling," International Finance Discussion Papers 697, Board of Governors of the Federal Reserve System (U.S.), revised 2001.
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More about this item
KeywordsInflation forecasts; Monetary policy; Forecast uncertainty; Fan-charts; Structural change; Econometric models.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- 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
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2005-10-15 (Central Banking)
- NEP-ECM-2005-10-15 (Econometrics)
- NEP-ETS-2005-10-15 (Econometric Time Series)
- NEP-FMK-2005-10-15 (Financial Markets)
- NEP-FOR-2005-10-15 (Forecasting)
- NEP-MAC-2005-10-15 (Macroeconomics)
- NEP-MON-2005-10-15 (Monetary Economics)
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