Search Results - subject:"asymmetric loss function"

Rationality of Direct Tax Revenue Forecasts under Asymmetric Losses: Evidence from Swiss cantons

Chatagny, Florian; Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 2013

of asymmetric loss function is found and finally 4) forecasts of tax revenue growth rate turn out to be rational in a …

Persistent link: https://www.econbiz.de/10010604791

How efficient are China's macroeconomic forecasts? : evidences from a new forecasting evaluation approach

Sun, Yuying; Wang, Shouyang; Zhang, Xun - In: Economic modelling 68 (2018), pp. 506-513

Persistent link: https://www.econbiz.de/10011935990

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

Bias, rationality and asymmetric loss functions

Bürgi, Constantin - In: Economics letters 154 (2017), pp. 113-116

Persistent link: https://www.econbiz.de/10011815207

Using forecasts to uncover the loss function of federal open market committee members

Pierdzioch, Christian; Ruelke, Jan-Christoph; Tillmann, … - In: Macroeconomic dynamics 20 (2016) 3, pp. 791-818

Persistent link: https://www.econbiz.de/10011579764

Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function

Doepke, Joerg; Fritsche, Ulrich; Siliverstovs, Boriss - 2009

rationality of the forecasts under the assumption of a possibly asymmetric loss function and for the features of an optimal …

Persistent link: https://www.econbiz.de/10010420833

Evaluating German business cycle forecasts under an asymmetric loss function

Döpke, Jörg; Fritsche, Ulrich; Siliverstovs, Boriss - 2009

rationality of the forecasts under the assumption of a possibly asymmetric loss function and for the features of an optimal … forecast under the assumption of a generalized loss function. We find evidence for the existence of an asymmetric loss function …

Persistent link: https://www.econbiz.de/10010285849

Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function

Doepke, Joerg; Fritsche, Ulrich; Siliverstovs, Boriss - Fachbereich Sozialökonomie, Universität Hamburg - 2009

rationality of the forecasts under the assumption of a possibly asymmetric loss function and for the features of an optimal …

Persistent link: https://www.econbiz.de/10005011766

Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?

Doyle, Matthew; Falk, Barry - Department of Economics, University of Waterloo - 2009

When the central banker’s loss function is asymmetric, changes in the volatility of inflation and/or unemployment affect equilibrium inflation. This suggests that changing macroeconomic volatilities may be an important driving force behind trends in observed inflation. Previous evidence, which...

Persistent link: https://www.econbiz.de/10005748029

Optimal Monetary Policy with Asymmetric Targets

Stemp, Peter J. - Department of Econometrics and Business Statistics, … - 2009

chooses to minimise an asymmetric loss function made up of the sum of squared components, where the monetary authority places …

Persistent link: https://www.econbiz.de/10008492299