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Forecast combination when outcomes are difficult to predict

Elliott, Graham - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 7-20

Persistent link: https://www.econbiz.de/10011929308

Measuring Uncertainty About Long-Run Prediction

Müller, Ulrich K. - 2013

Long-run forecasts of economic variables play an important role in policy, planning, and portfolio decisions. We consider long-horizon forecasts of average growth of a scalar variable, assuming that first differences are second-order stationary. The main contribution is the construction of...

Persistent link: https://www.econbiz.de/10013085495

Measuring uncertainty about long-run prediction

Müller, Ulrich K.; Watson, Mark W. - 2013

Persistent link: https://www.econbiz.de/10009730746

Are forecasters reluctant to revise their predictions? : Some German evidence

Kirchgässner, Gebhard; Müller, Ulrich K. - In: Journal of forecasting 25 (2006) 6, pp. 401-413

Persistent link: https://www.econbiz.de/10003378442

Measuring uncertainty about long-run predictions

Müller, Ulrich K.; Watson, Mark W. - In: The review of economic studies 83 (2016) 4, pp. 1711-1740

Persistent link: https://www.econbiz.de/10011656576

An econometric model of international long-run growth dynamics

Müller, Ulrich K.; Stock, James H.; Watson, Mark W. - 2019

Persistent link: https://www.econbiz.de/10012174807

An econometric model of international growth dynamics for long-horizon forecasting

Müller, Ulrich K.; Stock, James H.; Watson, Mark W. - In: The review of economics and statistics 104 (2022) 5, pp. 857-876

Persistent link: https://www.econbiz.de/10013407538

Estimating loss function pararmeters

Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003

Persistent link: https://www.econbiz.de/10001748802

Economic forecasting

Elliott, Graham; Timmermann, Allan - In: Journal of economic literature 46 (2008) 1, pp. 3-56

Persistent link: https://www.econbiz.de/10003680164

Handbook of economic forecasting ; Vol. 1

Elliott, Graham (contributor); Granger, C. W. J. (contributor) - 2006 - 1. ed.

Persistent link: https://www.econbiz.de/10003338303

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