From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Gergely Ganics, Barbara Rossi, and Tatevik Sekhposyan
| Year of publication: |
December 2019
|
|---|---|
| Authors: | Ganics, Gergely ; Rossi, Barbara ; Sekhposyan, Tatevik |
| Publisher: |
Barcelona : Universitat Pompeu Fabra, Department of Economics and Business |
| Subject: | Survey of Professional Forecasters | Density Forecasts | Forecast Combination | Predictive Density | Probability Integral Transform | Uncertainty | Real-time | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Statistische Verteilung | Statistical distribution | Theorie | Theory | Risikomaß | Risk measure | Prognose | Forecast | Risiko | Risk |
freely available
| Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Universitat Pompeu Fabra, Department of Economics and Business. - Barcelona, ZDB-ID 2458097-1. - Vol. no. 1689 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169736