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: |
2019
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Authors: | Ganics, Gergely ; Rossi, Barbara ; Sekhposyan, Tatevik |
Publisher: |
Madrid : Banco de España |
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 |
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freely available