Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity
Kajal Lahiri, Huaming Peng and Xuguang Simon Sheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Lahiri, Kajal ; Peng, Huaming ; Sheng, Xuguang |
| Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 29-50
|
| Subject: | Central Bank communication | disagreement | ensemble | forecastcombination | panel data | uncertainty | Prognoseverfahren | Forecasting model | Theorie | Theory | Risiko | Risk | Panel | Panel study | Zentralbank | Central bank | Prognose | Forecast | Geldpolitik | Monetary policy | Frühindikator | Leading indicator | Politische Kommunikation | Political communication | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532021000043A003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013201758