Search Results - subject:"set forecasts"

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 117-159

individual time series. In addition to density forecasts, we construct set forecasts that explicitly target the average coverage …

Persistent link: https://www.econbiz.de/10014306360

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Quantitative Economics 14 (2023) 1, pp. 117-159

individual time series. In addition to density forecasts, we construct set forecasts that explicitly target the average coverage …

Persistent link: https://www.econbiz.de/10014536986

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019 - This version: December 10, 2019

Persistent link: https://www.econbiz.de/10012223913

Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019

Persistent link: https://www.econbiz.de/10012172706