Search Results - subject:"asymmetric loss function"

Optimal Interest Rate Rules Under One-Sided Output and Inflation Targets

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

chooses to minimise an asymmetric loss function, where the monetary authority places positive weight on negative (positive …

Persistent link: https://www.econbiz.de/10008492315

Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function

Döpke, Jörg; Fritsche, Ulrich; Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 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/10008565179

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 …

Persistent link: https://www.econbiz.de/10010425865

Evaluating rationality of level and growth rate forecasts of direct tax revenues under flexible loss function : evidence from Swiss cantons

Chatagny, Florian; Siliverstovs, Boriss - In: Economics letters 134 (2015), pp. 65-68

Persistent link: https://www.econbiz.de/10011432261

Revealing asymmetries in the loss function of WTI oil futures market

Mamatzakis, E. - In: Empirical Economics 47 (2014) 2, pp. 411-426

preferences lean towards a symmetric or asymmetric loss function. Our empirical evidence is robust across information sets and …

Persistent link: https://www.econbiz.de/10010949536

Inflation targeting and the uncertainty level in developing countries

Sweidan, Osama Daifalla; Widner, Benjamin - In: Journal of economic research 19 (2014) 2, pp. 137-170

Persistent link: https://www.econbiz.de/10010419820

Revealing asymmetries in the loss function of WTI oil futures market

Mamatzakis, Emmanuel C. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 411-426

Persistent link: https://www.econbiz.de/10010391169

Sous-estimation des recettes fiscales dans les cantons suisses: prudence ou erreur systématique?

Chatagny, Florian; Siliverstovs, Boriss - In: KOF Analysen 1 (2013) 1, pp. 77-90

The accuracy of revenue forecasts is central to fiscal policy and management of public finances since they set the limit within which expenditure should remain in order to reach fiscal balance. In the current contribution we apply the method developed by Elliott et alii (2005) to test for the...

Persistent link: https://www.econbiz.de/10010682988

Sous-estimation des recettes fiscales dans les cantons suisses: prudence ou erreur systématique?

Chatagny, Florian; Siliverstovs, Boriss - In: KOF Analysen 7 (2013) 1, pp. 77-90

Persistent link: https://www.econbiz.de/10010685127

Evaluating state revenue forecasting under a flexible loss function

Krol, Robert - In: International Journal of Forecasting 29 (2013) 2, pp. 282-289

rejection of forecast rationality might be the result of an asymmetric loss function. Once the asymmetry of the loss function is …

Persistent link: https://www.econbiz.de/10010636399