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Failures are not rare in economic forecasting, probably due to the high incidence of shocks and regime shifts in the …
Persistent link: https://www.econbiz.de/10010284441
This paper discusses pooling versus model selection for now- and forecasting in the presence of model uncertainty with … forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the euro area, with a large set of …
Persistent link: https://www.econbiz.de/10003811129
paper, we compare their performance in a relevant case for policy making, i.e., nowcasting and forecasting quarterly GDP …
Persistent link: https://www.econbiz.de/10003815492
Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. The probabilistic assessment about the set of possible trajectories that...
Persistent link: https://www.econbiz.de/10010300297
Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. The probabilistic assessment about the set of possible trajectories that...
Persistent link: https://www.econbiz.de/10003962215
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