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  • Search: subject:"forecast intervals"
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Year of publication
Subject
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forecast intervals 12 uncertainty 6 Prognoseverfahren 5 accuracy 5 Forecast 4 Forecasting model 4 Prognose 4 Inflation 3 historical forecasts errors 3 relative variance 3 root mean squared error (RMSE) 3 Bayesian VAR model 2 Bootstrap BCA 2 Bootstrap-Verfahren 2 Forecast intervals 2 Forecasts 2 Frühindikator 2 Inflation rate 2 Leading indicator 2 M1 indicator 2 M2 indicator 2 Macroeconomic forecasts 2 Monte Carlo 2 RMSE 2 Romania 2 Rumänien 2 Theorie 2 Time series analysis 2 U Theil's statistic 2 Uncertainty 2 VAR model 2 Zeitreihenanalyse 2 asymmetric bootstrap 2 asymmetrically weighted normal distribution 2 exchange rate 2 forecasts 2 historical errors method 2 risk 2 simulations 2 stochastic forecast intervals 2
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Online availability
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Free 17
Type of publication
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Article 13 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Article 3 Working Paper 1
Language
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English 9 Undetermined 8
Author
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Bratu, Mihaela 5 Simionescu, Mihaela 5 BRATU, Mihaela 3 Knüppel, Malte 2 Tödter, Karl-Heinz 2 Dragan, Irina 1 Drăgan, Irina 1 Fresoli, Diego 1 Irwin, Scott H. 1 Karali, Berna 1 Massa, Olga Isengildina 1 Ruiz, Esther 1
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 1 Deutsche Bundesbank 1 Institutul de Prognoza Economica, Institutul National de Cercetari Economice (INCE) 1
Published in...
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Acta Universitatis Danubius. OEconomica 1 Atlantic Review of Economics 1 Atlantic review of economics : AROE 1 Computational Methods in Social Sciences (CMSS) 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Economic Review: Journal of Economics and Business 1 Economic review : journal of economics & business 1 EuroEconomica 1 Global Economic Observer 1 Journal of agricultural and applied economics : JAEE 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Statistics and Econometrics Working Papers 1 Theoretical and Applied Economics 1 Timisoara Journal of Economics 1 Working Papers of Macroeconomic Modelling Seminar 1
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Source
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RePEc 9 ECONIS (ZBW) 4 EconStor 4
Showing 1 - 10 of 17
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Are USDA forecasts optimal? : a systematic review
Massa, Olga Isengildina; Karali, Berna; Irwin, Scott H. - In: Journal of agricultural and applied economics : JAEE 56 (2024) 3, pp. 496-527
Persistent link: https://www.econbiz.de/10015188172
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Forecast intervals for US/EURO foreign exchange rate
Simionescu, Mihaela - In: Revista de Métodos Cuantitativos para la Economía y … 23 (2017), pp. 257-271
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate … model for data starting with the first month of 1999. The forecast intervals are based on the prediction error of the …
Persistent link: https://www.econbiz.de/10011995036
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Forecast intervals for US/EURO foreign exchange rate
Bratu, Mihaela - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 257-271
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate … model for data starting with the first month of 1999. The forecast intervals are based on the prediction error of the …
Persistent link: https://www.econbiz.de/10011694420
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The Evaluation of Quarterly Forecast Intervals for Inflation Rate in Romania
Simionescu, Mihaela; Dragan, Irina - In: Economic Review: Journal of Economics and Business 14 (2016) 1, pp. 80-89
nowadays. The aim of this paper is to build and assess different types of forecast intervals for quarterly inflation rate in … Romania. The Bootstrap Bias-corrected-accelerated (BCA) forecast intervals outperformed the intervals based on historical … of 0.95 and the real probabilities for both types of forecast intervals. As a methodological novelty, Monte Carlo and …
Persistent link: https://www.econbiz.de/10011985113
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The evaluation of quarterly forecast intervals for inflation rate in Romania
Bratu, Mihaela; Drăgan, Irina - In: Economic review : journal of economics & business 14 (2016) 1, pp. 80-89
nowadays. The aim of this paper is to build and assess different types of forecast intervals for quarterly inflation rate in … Romania. The Bootstrap Bias-corrected-accelerated (BCA) forecast intervals outperformed the intervals based on historical … of 0.95 and the real probabilities for both types of forecast intervals. As a methodological novelty, Monte Carlo and …
Persistent link: https://www.econbiz.de/10012012468
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M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
Simionescu, Mihaela - In: Computational Methods in Social Sciences (CMSS) 2 (2014) 1, pp. 54-59
assessing the global accuracy of the forecast intervals. Taking into account that there are not specific indicators for … whose function is only to identify the best method of constructing forecast intervals on a specific horizon. This research …
Persistent link: https://www.econbiz.de/10010801178
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M1 and M2 indicators- new proposed measures for the global accuracy of forecast intervals
Simionescu, Mihaela - In: Global Economic Observer 2 (2014) 1, pp. 54-59
assessing the global accuracy of the forecast intervals. Taking into account that there are not specific indicators for … whose function is only to identify the best method of constructing forecast intervals on a specific horizon. This research …
Persistent link: https://www.econbiz.de/10010793677
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The uncertainty of conditional returns, volatilities and correlations in DCC models
Fresoli, Diego; Ruiz, Esther - Departamento de Estadistica, Universidad Carlos III de … - 2014
returns and volatilities. The procedure is illustrated by obtaining conditional forecast intervals and regions of returns …
Persistent link: https://www.econbiz.de/10010751625
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Forecast Intervals for Inflation Rate and Unemployment Rate in Romania
Simionescu, Mihaela - In: Acta Universitatis Danubius. OEconomica (2014) 5(5), pp. 39-51
The main objective of this research is to construct forecast intervals for inflation and unemployment rate in Romania … square error method- RMSE). The forecast intervals based on point forecasts of National Bank of Romania (NBR) include more … forecast intervals for annual inflation and unemployment rate based predictions provided by two anonymous experts on the …
Persistent link: https://www.econbiz.de/10011152689
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New accuracy measures for point and interval forecasts: A case study for Romania's forecasts of inflation and unemployment rate
Bratu, Mihaela - In: Atlantic Review of Economics 1 (2013)
versions of U2 Theil's statistic) and for forecast intervals (number of intervals including the realization, difference between …
Persistent link: https://www.econbiz.de/10011536964
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