Search Results - subject:"density forecasts" - EconBiz

Learning and subjective beliefs about good and bad inflation ranges

Ghaderi, Mohammad; Seo, Sang Byung; Shaliastovich, Ivan - 2026

We identify desirable/undesirable inflation outcomes under subjective beliefs by comparing surveybased and risk-adjusted distributions of inflation. Intuitively, investors dislike inflation at both extremes, preferring a range in the middle. This "good inflation" region, which investors...

Persistent link: https://www.econbiz.de/10015633652

Regime-switching density forecasts using economists' scenarios

Moramarco, Graziano - In: Journal of forecasting 44 (2025) 2, pp. 833-845

Persistent link: https://www.econbiz.de/10015374089

Learning and subjective beliefs about good and bad inflation ranges

Ghaderi, Mohammad; Seo, Sang Byung; Shaliastovich, Ivan - 2026

We identify desirable/undesirable inflation outcomes under subjective beliefs by comparing surveybased and risk-adjusted distributions of inflation. Intuitively, investors dislike inflation at both extremes, preferring a range in the middle. This "good inflation" region, which investors...

Persistent link: https://www.econbiz.de/10015634189

Forecasting euro area inflation using a huge panel of survey expectations

Huber, Florian; Onorante, Luca; Pfarrhofer, Michael - In: International journal of forecasting 40 (2024) 3, pp. 1042-1054

Persistent link: https://www.econbiz.de/10014547252

Forecasting the volatility of energy transition metals

Bastianin, Andrea; Li, Xiao; Shamsudin, Luqman - 2025

visualization methods, we identify key features for accurate point and density forecasts. We evaluate various volatility models …

Persistent link: https://www.econbiz.de/10015210001

Econometric forecasting of climate change

Castle, Jennifer; Hendry, David F.; Miller, J. Isaac - In: Handbook of research methods and applications in …, (pp. 361-395). 2024

Persistent link: https://www.econbiz.de/10015189651

Exchange rate predictability and financial conditions

Fossati, Sebastian; Lu, Xiao - 2025 - This version: September 12, 2025

Persistent link: https://www.econbiz.de/10015461625

Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics

Mitchell, James; Poon, Aubrey; Zhu, Dan - In: Journal of applied econometrics 39 (2024) 5, pp. 790-812

Persistent link: https://www.econbiz.de/10015156775

Bayesian bi-level sparse group regressions for macroeconomic density forecasting

Mogliani, Matteo; Simoni, Anna - 2025

Persistent link: https://www.econbiz.de/10015455139

Testing for differences in survey-based density expectations : a compositional data approach

Dovern, Jonas; Glas, Alexander; Kenny, Geoff - In: Journal of applied econometrics 39 (2024) 6, pp. 1104-1122

Persistent link: https://www.econbiz.de/10015156822

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