From fixed-event to fixed-horizon density forecasts : obtaining measures of multihorizon uncertainty from survey density forecasts
Gergely Ganics, Barbara Rossi, Tatevik Sekhposyan
Year of publication: |
2024
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Authors: | Ganics, Gergely ; Rossi, Barbara ; Sekhposyan, Tatevik |
Subject: | density forecasts | forecast combination | predictive density | probability integral transform | real-time data | Survey of Professional Forecasters | uncertainty | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Wirtschaftsprognose | Economic forecast | Prognose | Forecast | Theorie | Theory | Risiko | Risk |
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Online Resource