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Analyzing Three-Dimensional Panel Data of Forecasts

Davies, Antony; Lahiri, Kajal; Sheng, Xuguang - In: The Oxford handbook of economic forecasting. 2012

Persistent link: https://www.econbiz.de/10012882013

Estimating the international transmission of shocks using GDP forecasts : India and its trading partners

Lahiri, Kajal; Isiklar, Gultekin - In: Development macroeconomics : essays in memory of Anita …, (pp. 123-162). 2009

Persistent link: https://www.econbiz.de/10003844298

Forecasting binary outcomes

Lahiri, Kajal; Yang, Liu - 2013

Persistent link: https://www.econbiz.de/10011507041

Density forecasting

Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - In: Macroeconomic forecasting in the era of big data : …, (pp. 465-494). 2020

This chapter reviews different methods to construct density forecasts and to aggregate forecasts from many sources. Density evaluation tools to measure the accuracy of density forecasts are reviewed and calibration methods for improving the accuracy of forecasts are presented. The manuscript...

Persistent link: https://www.econbiz.de/10012160010

Re-examining the rational expectations hypothesis using panel data on multi-period forecasts

Davies, Anthony; Lahiri, Kajal - In: Analysis of panels and limited dependent variable …, (pp. 226-254). 1999

Persistent link: https://www.econbiz.de/10001445115

ARCH models for multi-period forecast uncertainty : a reality check using a panel of density forecasts

Lahiri, Kajal; Liu, Fushang - 2006

Persistent link: https://www.econbiz.de/10003331416

Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 29-50). 2022

Persistent link: https://www.econbiz.de/10013201758