Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods

This paper is concerned with the contribution to forecast errors of errors in the estimated structural coefficients of a macro-econometric model (simultaneous equations). Its main purpose is to perform, on several "real-world" models, an empirical comparison of alternative techniques available in the literature for this purpose.

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Year of publication:	1982
Authors:	Bianchi, Carlo ; Calzolari, Giorgio
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Forecast errors \| coefficient estimation errors \| Monte Carlo \| simultaneous equation models

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008498462