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Evaluation of inflation forecasting models in Guatemala

Castañeda-Fuentes, Juan Carlos; Valle-Samayoa, Héctor … - 2018

Forecasting the inflation path is an important task for central banks in an inflation targeting regime. Therefore, central banks must continuously evaluate the forecasting accuracy of the models used to generate inflation forecasts. This paper evaluates the performance of most of the models that...

Persistent link: https://www.econbiz.de/10011913044

The predictive power of the business and bank sentiment of firms : a high-dimensional Granger Causality approach

Wilms, I.; Gelper, Sarah; Croux, Christophe - 2015

Persistent link: https://www.econbiz.de/10011646403

What predicts U.S. recessions?

Liu, Weiling; Mönch, Emanuel - 2014

and assess relative model performance based on the receiver operating characteristic (ROC) curve. While the Treasury term …

Persistent link: https://www.econbiz.de/10010404520

Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan

Proaño Acosta, Christian; Tarassow, Artur - 2017

-Operating-Characteristic (ROC) Kurve sowie zwei dazugehörige statistische Maße berechnet. …

Persistent link: https://www.econbiz.de/10011772057

ROC and PRC approaches to evaluate recession forecasts

Lahiri, Kajal; Cheng, Yang - 2023

We have studied the relationship between Receiver Operating Characteristics (ROC) and Precision-Recall Curve (PRC) both … ROC and inverted precision in PRC are analogous concepts, and their difference is determined by the interaction of sample … quantify the extent to which ROC could be exaggerating the true predictive value of the yield curve in predicting recessions. …

Persistent link: https://www.econbiz.de/10014284725