We seek to test the hypothesis that the weight on output gap variability in the central bank’s loss function is equal … inflation stabilization objective in the central bank’s loss function in Poland was equal to the weight assigned to output gap …

of mean squared error loss. Under this loss function optimal forecasts should be unbiased and forecast errors should be … the literature. We also present results on forecast error properties that may be tested when the forecaster's loss … function is unknown, and introduce a change of measure, following which the optimum forecast errors for general loss functions …

in the context of stock-flow models where multicointegration typically occurs. A loss function based on a standard mean … square forecast error (MSFE) criterion focuses on the forecast errors of the flow variables alone. Likewise, a loss function … a new loss function which is based on the triangular representation of multicointegrated systems which further penalizes …

. Kernel logistic regression, support vector machines, least squares and the AdaBoost loss function are treated as special …

of the principle of encompassing are, first, the use of the 'tick' loss function and, second, a conditional, rather than …