Search Results - subject:"Forecast Encompassing"

The accuracy and informativeness of agricultural baselines

Bora, Siddhartha S.; Katchova, Ani L.; Kuethe, Todd H. - In: American journal of agricultural economics 105 (2023) 4, pp. 1116-1148

Persistent link: https://www.econbiz.de/10014364346

Density forecast comparison in small samples

Coroneo, Laura; Iacone, Fabrizio; Profumo, Fabio - 2022

Persistent link: https://www.econbiz.de/10014288024

Application of bagging in day-ahead electricity price forecasting and factor augmentation

Özen, Kadir; Yıldırım, Dilem - 2021

Persistent link: https://www.econbiz.de/10013550327

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

Theoretical guidelines for a partially informed forecast examiner

Tsyplakov, Alexander - Volkswirtschaftliche Fakultät, … - 2014

The paper explores probability theory foundations behind evaluation of probabilistic forecasts. The emphasis is on a situation when the forecast examiner possesses only partially the information which was available and was used to produce a forecast. We argue that in such a situation forecasts...

Persistent link: https://www.econbiz.de/10011109328

How good are US government forecasts of the federal debt?

Martinez, Andrew B. - 2014

Persistent link: https://www.econbiz.de/10010442493

The use of encompassing tests for forecast combinations

Kışınbay, Turgut - In: Journal of Forecasting 29 (2010) 8, pp. 715-727

This paper proposes an algorithm that uses forecast encompassing tests for combining forecasts when there are a large …

Persistent link: https://www.econbiz.de/10008740200

Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment

Larson, William D. - Department of Economics, George Washington University - 2010

on MSFE, bias, and forecast encompassing statistics and tests. These results highlight the importance of incorporating …

Persistent link: https://www.econbiz.de/10008775978

Comparing forecast accuracy: A Monte Carlo investigation

Busetti, Fabio; Marcucci, Juri; Veronese, Giovanni - Banca d'Italia - 2009

-type test of forecast encompassing proposed by Clark and McCracken (2001) displays overall the best properties. However its …The size and power properties of several tests of equal Mean Square Prediction Error (MSPE) and of Forecast … Encompassing (FE) are evaluated, using Monte Carlo simulations, in the context of dynamic regressions. For nested models, the F …

Persistent link: https://www.econbiz.de/10008459745

Output gap and inflation nexus: the case of United Arab Emirates.

Osman, Mohammad; Jean Louis, Rosmy; Balli, Faruk - Volkswirtschaftliche Fakultät, … - 2008

Output gap is generally used in assessing both the inflationary pressures and the cyclical position of a nation’s economy. However, this variable is not observable and must be estimated. In this paper, we accomplish two tasks. First, we estimate the output gap for the United Arab Emirates...

Persistent link: https://www.econbiz.de/10009322891