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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)
All
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 281 - 290 of 496
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A better measure of relative prediction accuracy for model selection and model estimation
Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
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Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011327408
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The role of the loss function in value-at-risk comparisons
Abad, Pilar; Benito Muela, Sonia; López Martin, Carmen - In: The journal of risk model validation 9 (2015) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
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On the impact of exclusion filters rules in option pricing
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011565393
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Toilet Seat Rules: Why you Shouldn't Care
Marvasi, Enrico - Volkswirtschaftliche Fakultät, … - 2008
as it is after usage is found to be the best rule over a wide parameters space. Using a loss function minimization …
Persistent link: https://www.econbiz.de/10011108224
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Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation
Sinclair, Tara M.; Gamber, Edward N.; Stekler, H.O.; … - Department of Economics, George Washington University - 2008
In this paper we jointly evaluate the Federal Reserve staff forecasts of U.S. real output growth and the inflation rate assuming the forecasts are to be used as inputs for the Taylor rule. Our simple methodology generates “policy forecast errors” which have a direct interpretation for the...
Persistent link: https://www.econbiz.de/10005244946
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Predicting the Signs of Forecast Errors
Solferino, Nazaria; Waldmann, Robert J. - Centro di Studi Internazionali Sull'Economia e la … - 2008
The signs of forecast errors can be predicted using the difference between individuals' forecasts and the average of earlier forecasts of the same variable. It is possible to improve forecasts without worsening any. It is difficult to reconcile this result with the rational expectations...
Persistent link: https://www.econbiz.de/10005450626
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Determining the optimal process means under mixture normal distributions
Chang, Yen-Chang; Chang, Cheng-Wen; Hung, Wen-Liang - In: Quality & Quantity: International Journal of Methodology 42 (2008) 6, pp. 711-718
Persistent link: https://www.econbiz.de/10009391195
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Forecasting the South African Inflation Rate: On Asymmetric Loss and Forecast Rationality
Pierdzioch, Christian; Reid, Monique B.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014
forecasters’ loss function. When we study micro-level data of individual forecasts, we find mixed evidence of an asymmetric loss … function, suggesting that inflation forecasters are heterogeneous with respect to the shape of their loss function. We also … the loss function, and against forecast rationality. Upon comparing the micro-level results with those for pooled and …
Persistent link: https://www.econbiz.de/10011196001
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