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 |
Saved in:
freely available