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~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~language:"eng"
~person:"Blaskowitz, Oliver"
~subject:"economic forecast value"
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economic forecast value
Directional forecasts
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directional accuracy
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forecast evaluation
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EURIBOR swap rates
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Principal components
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big hit ability
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bootstrap
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directional forecast value
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Blaskowitz, Oliver
Herwartz, Helmut
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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On economic evaluation of directional forecasts
Blaskowitz, Oliver
;
Herwartz, Helmut
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2009
economics
, decisions are often based on forecasts of up{ or downward movements of the variable of interest. We point out that …
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