Quantifying risk and uncertainty in macroeconomic forecasts
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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,"
Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
- Paulo Esteves & Maximiano Pinheiro, 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.
More about this item
KeywordsMacroeconomic forecasts; stochastic forecast intervals; risk; uncertainty; asymmetrically weighted normal distribution; asymmetric bootstrap;
All these keywords.
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2007-11-03 (Econometrics)
- NEP-FOR-2007-11-03 (Forecasting)
- NEP-MAC-2007-11-03 (Macroeconomics)
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