Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
[Analysis and measurement of forecast uncertainty in an econometric model. Application to mini-DMS model]
This article describes the application to an operational medium-size econometric model, mini-DMS, of methods associating, to deterministic forecasts, a measure of the uncertainty due to the stochastic nature of behavioural equations. After having described the theoretical and practical foundations of the methods, we shal l analyze sequentially the deterministic bias, the uncertainty (standard error) of forecasts and of policy instruments, trying to look at the information from the point of view of the policy maker.
|Date of creation:||1984|
|Date of revision:||1984|
|Publication status:||Published in Annales de l'INSEE 54 (1984): pp. 31-62|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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