Search Results - subject:"Loss function"

The role of the prior in estimating var models with sign restrictions

Inoue, Atsushi; Kilian, Lutz - 2020

Persistent link: https://www.econbiz.de/10012417697

Predicting gasoline shortage during disasters using social media

Khare, Abhinav; He, Qing; Batta, Rajan - In: OR spectrum : quantitative approaches in management 42 (2020) 3, pp. 693-726

Persistent link: https://www.econbiz.de/10012419325

Volatility forecasting accuracy for Bitcoin

Köchling, Gerrit; Schmidtke, Philipp; Posch, Peter N. - In: Economics letters 191 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012507996

Are GDP forecasts optimal? : evidence on European countries

Giovannelli, Alessandro; Pericoli, Filippo Maria - In: International journal of forecasting 36 (2020) 3, pp. 963-973

Persistent link: https://www.econbiz.de/10012497098

Designing a simple loss function for the fed : does the dual mandate make sense?

Debortoli, Davide; Kim, Jinill; Lindé, Jesper; Nunes, … - 2015 - This version: March 10, 2015

Variable and high rates of price inflation in the 1970s and 1980s led many countries to delegate the conduct of monetary policy to "instrument-independent" central banks and to give their central banks a clear mandate to pursue price stability and instrument independence to achieve it. Advances...

Persistent link: https://www.econbiz.de/10010502647

Credit frictions and optimal monetary policy

Cúrdia, Vasco; Woodford, Michael - 2015

Persistent link: https://www.econbiz.de/10011529415

Designing a simple loss function for the fed: Does the dual mandate make sense?

Debortoli, Davide; Kim, Jinill; Lindé, Jesper; Nunes, … - 2015

Persistent link: https://www.econbiz.de/10010507640

Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function

Chandra, Shalini; Sarkar, Nityananda - In: International Econometric Review (IER) 7 (2015) 1, pp. 1-12

others under the weighted quadratic loss function where the weights are inverse of the variance-covariance matrix of the … estimator, also known as the Mahalanobis loss function using the criterion of average loss. Tests verifying the conditions for …) class estimator over the others under the Mahalanobis loss function in artificially generated data sets and as well as for a …

Persistent link: https://www.econbiz.de/10012610954

Comparison of the r - (k, d) class estimator with some estimators for multicollinearity under the Mahalanobis loss function

Chandra, Shalini; Sarkar, Nityananda - In: International Econometric Review (IER) 7 (2015) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10011255443

Finding SPF Percentiles Closest to Greenbook

Lee, Tae-Hwy; Wang, Yiyao - Department of Economics, University of California-Riverside - 2015

preference, which exhibits time-varying asymmetry. To evaluate SPF percentile forecasts under Greenbook's loss function, we …

Persistent link: https://www.econbiz.de/10011160791