Censored density forecasts : production and evaluation
James Mitchell and Martin Weale
| Year of publication: |
2022
|
|---|---|
| Authors: | Mitchell, James ; Weale, Martin |
| Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
| Subject: | Forecast uncertainty | Outliers | Fan charts | Skewed densities | Best critical region | Density forecasting | Censoring | Forecast evaluation | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Wirtschaftsprognose | Economic forecast |
| Extent: | 1 Online-Ressource (circa 81 Seiten) Illustrationen |
|---|---|
| Series: | Federal Reserve Bank of Cleveland working paper series. - Cleveland, Ohio : [Verlag nicht ermittelbar], ISSN 2573-7953, ZDB-ID 2185007-0. - Vol. 21, 12R (August 2022) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | A previous version of this paper was titled: "Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of England’s Monetary Policy Committee." |
| Other identifiers: | 10.26509/frbc-wp-202112r [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013375498