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  • Search: subject:"Loss Function"
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Year of publication
Subject
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Theorie 125 Theory 121 Loss function 103 loss function 99 Prognoseverfahren 68 Forecasting model 65 Estimation theory 45 Schätztheorie 45 Geldpolitik 41 Monetary policy 40 asymmetric loss function 30 Forecasting 26 Asymmetric loss function 21 Bayesian inference 21 Inflation targeting 21 Bayes-Statistik 20 Forecast 20 Inflationssteuerung 20 Central bank 19 Prognose 19 Quality management 19 Qualitätsmanagement 19 forecasting 19 Zentralbank 18 LINEX loss function 17 ARCH model 16 ARCH-Modell 16 Estimation 16 Loss Function 16 Risikomaß 16 Risk measure 16 Schätzung 16 Volatility 16 Bayes estimator 14 Mathematische Optimierung 14 Regression analysis 14 Regressionsanalyse 14 Taguchi loss function 14 Inflation 13 Mathematical programming 13
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Online availability
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Undetermined 240 Free 203 CC license 8
Type of publication
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Article 323 Book / Working Paper 172 Other 1
Type of publication (narrower categories)
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Article in journal 157 Aufsatz in Zeitschrift 157 Working Paper 82 Arbeitspapier 46 Graue Literatur 46 Non-commercial literature 46 Article 11 research-article 6 Aufsatz im Buch 3 Book section 3 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 Thesis 1
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Language
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English 296 Undetermined 197 Romanian 2 German 1
Author
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Pierdzioch, Christian 29 Stadtmann, Georg 21 Fritsche, Ulrich 15 Siliverstovs, Boriss 14 Ruelke, Jan-Christoph 13 Rülke, Jan-Christoph 13 Chen, Chung-Ho 10 Debortoli, Davide 8 Inoue, Atsushi 8 Kilian, Lutz 8 Kim, Jinill 8 Laan, Mark van der 7 Lindé, Jesper 7 Nunes, Ricardo 7 Woodford, Michael 7 Bastianin, Andrea 6 Chatagny, Florian 6 Galeotti, Marzio 6 Gupta, Rangan 6 Haavio, Markus 6 Jalasjoki, Pirkka 6 Jin, Sainan 6 Kilponen, Juha 6 Manera, Matteo 6 Paloviita, Maritta 6 Chou, Chao-Yu 5 Surico, Paolo 5 Wu, Zhang 5 Döpke, Jörg 4 Heikkinen, Joni 4 Jokiel-Rokita, Alicja 4 Krüger, Fabian 4 Laurent, Sébastien 4 Laureys, Lien 4 Meeks, Roland 4 Paez-Farrell, Juan 4 Sinisi, Sandra 4 Svendsen, Ingvild 4 Vänni, Ilona 4 Wanengkirtyo, Boromeus 4
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Institution
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C.E.P.R. Discussion Papers 6 Berkeley Electronic Press 4 EconWPA 4 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Cowles Foundation for Research in Economics, Yale University 3 Fachbereich Sozialökonomie, Universität Hamburg 3 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 3 Statistisk Sentralbyrå, Government of Norway 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics, Faculty of Economic and Management Sciences 2 Department of Economics, University of California-San Diego (UCSD) 2 European Central Bank 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 School of Economics and Management, University of Aarhus 2 Society for Computational Economics - SCE 2 Banca d'Italia 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Boston College 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Department of Economics, George Washington University 1 Department of Economics, University of California-Riverside 1 Department of Economics, University of Peloponnese 1 Department of Economics, University of Waterloo 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Econometric Society 1 Federal Reserve Bank of Boston 1 Frankfurt School of Finance and Management 1 Fächergruppe Volkswirtschaftslehre, Helmut Schmidt Universität Hamburg 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Published in...
All
International journal of production research 17 Metrika 16 European journal of operational research : EJOR 10 International journal of forecasting 10 Statistical Papers / Springer 10 Annals of the Institute of Statistical Mathematics 8 Quality & Quantity: International Journal of Methodology 8 CEPR Discussion Papers 6 Economics letters 6 Journal of Multivariate Analysis 6 Psychometrika 6 Journal of Applied Statistics 5 Stochastics and Quality Control 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 Documentos de Trabajo del ICAE 4 Economics Letters 4 European journal of industrial engineering : EJIE 4 International Journal of Forecasting 4 Statistics & Probability Letters 4 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 4 U.C. Berkeley Division of Biostatistics Working Paper Series 4 Working paper 4 Bank of Finland Research Discussion Papers 3 Bank of Finland research discussion papers 3 Cahiers de recherche 3 Computational Statistics 3 Cowles Foundation Discussion Papers 3 DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series 3 Discussion Papers 3 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 3 International journal of production economics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of econometrics 3 Journal of forecasting 3 Journal of the Operational Research Society : OR 3 KOF Working papers 3 MPRA Paper 3 Macroeconomics 3 Macroeconomics and Finance Series 3 Mathematics and Computers in Simulation (MATCOM) 3
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Source
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RePEc 230 ECONIS (ZBW) 210 EconStor 47 Other ZBW resources 7 BASE 2
Showing 201 - 210 of 496
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Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - Fachbereich Sozialökonomie, Universität Hamburg - 2012
/dollar exchange rate, we found that the shape of the loss function varies across forecasters. Our empirical results suggest that it is … one seeks to analyze whether forecasters form exchange rate forecasts under an asymmetric loss function. …Based on the approach advanced by Elliott et al. (Rev. Ec. Studies. 72, 1197-1125,2005), we analyzed whether the loss …
Persistent link: https://www.econbiz.de/10009650309
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Oil price forecasting under asymmetric loss
Pierdzioch, Christian; Rülke, Jan-Christoph; … - Wirtschaftswissenschaftliche Fakultät, … - 2012
Based on the approach advanced by Elliott et al. (Rev. Ec. Studies. 72, 1197-1125), we found that the loss function of … forecast fell short of the price of oil. Accounting for the asymmetry of the loss function does not necessarily make forecasts …
Persistent link: https://www.econbiz.de/10009650648
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Forecasting the Dollar/British Pound Exchange Rate: Asymmetric Loss and Forecast Rationality
Pierdzioch, Christian; Rülke, Jan C; Stadtmann, Georg - In: Economics Bulletin 32 (2012) 3, pp. 213-213
function. We find that only few forecasters seem to form forecasts under an asymmetric loss function. Accounting for the … asymmetry of their loss function, however, often makes their forecasts look rational. … forecasts of the dollar/British pound exchange rate extracted from a panel of survey data are consistent with an asymmetric loss …
Persistent link: https://www.econbiz.de/10011278661
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Forecasting the Euro : do forecasters have an asymmetric loss function?
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012
/dollar exchange rate, we found that the shape of the loss function varies across forecasters. Our empirical results suggest that it is … one seeks to analyze whether forecasters form exchange rate forecasts under an asymmetric loss function. …Based on the approach advanced by Elliott et al. (Rev. Ec. Studies. 72, 1197..1125, 2005), we analyzed whether the loss …
Persistent link: https://www.econbiz.de/10010425217
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012
Using forecasts of the Brazilian real and the Mexican peso, we analyze the shape of the loss function of exchange … the shape of the loss function. While some forecasters seem to forecasts under an asymmetric loss function, symmetry of … the loss function cannot be rejected for other forecasters. An asymmetric loss function does not necessarily make survey …
Persistent link: https://www.econbiz.de/10010425218
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Resuscitating the ad hoc loss function for monetary policy analysis
Paez-Farrell, Juan - 2012
Persistent link: https://www.econbiz.de/10009573001
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James–Stein type estimators of variances
Tong, Tiejun; Jang, Homin; Wang, Yuedong - In: Journal of Multivariate Analysis 107 (2012) C, pp. 232-243
indicate that the performance of various shrinkage estimators depends on the loss function, and the proposed estimator … outperforms existing methods under the squared loss function. …
Persistent link: https://www.econbiz.de/10010576497
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Proposing a two-criterion quality loss function using critical process capability indices : A case study in heart emergency services
Geramian, Arash; Shahin, Arash; Bandarrigian, Sara; … - In: Benchmarking: An International Journal 24 (2017) 2, pp. 384-402
Purpose Average quadratic quality loss function (QQLF) measures quality of a given process using mean shift from its …, emergency function of Feiz Hospital has been examined. Originality/value The traditional loss function of type NTB merely and …
Persistent link: https://www.econbiz.de/10014684763
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An Economic Design of Rectifying Double Acceptance Sampling Plans via Maxima Nomination Sampling
Razmkhah, Mansooreh; Gildeh, Bahram Sadeghpour; Ahmadi, … - In: Stochastics and Quality Control 32 (2017) 2, pp. 99-104
of RSS, with the name of maxima nomination sampling (MNS), we design a DASP with regards to the total loss function. The … results indicate that the total loss function, which is acquired by the MNS method, has lower values than the one using the …
Persistent link: https://www.econbiz.de/10014591015
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Asymmetric monetary policy and the effective lower bound
Gust, Christopher J.; López-Salido, José David; … - In: Research in economics : an international review of economics 71 (2017) 3, pp. 441-451
Persistent link: https://www.econbiz.de/10011878827
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