Decision-Based Methods for Forecast Evaluation

2007 ◽  
pp. 241-267 ◽  
Author(s):  
M. Hashem Pesaran ◽  
Spyros Skouras
Keyword(s):  
Forecast Evaluation

Forecast Evaluation

2019 ◽  
Author(s):  
Mingmian Cheng ◽  
Norman Rasmus Swanson ◽  
Chun Yao
Keyword(s):  
Forecast Evaluation

A Note on Qualitative Forecast Evaluation

1986 ◽  
Vol 68 (3) ◽  
pp. 721-726 ◽  
Author(s):  
Gopal Naik ◽  
Raymond M. Leuthold
Keyword(s):  
Forecast Evaluation

scholarly journals Multivariate Forecast Evaluation and Rationality Testing

2007 ◽  
Author(s):  
Ivana Komunjer ◽  
Michael Owyang
Keyword(s):  
Forecast Evaluation

scholarly journals Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility

2015 ◽  
Author(s):  
Francis X. Diebold ◽  
Frank Schorfheide ◽  
Minchul Shin
Keyword(s):  
Real Time ◽  
Stochastic Volatility ◽  
Forecast Evaluation ◽  
Dsge Models

Forecast Evaluation in the Presence of Unobserved Volatility

2005 ◽  
Vol 23 (3) ◽  
pp. 175-198 ◽  
Author(s):  
George A. Christodoulakis ◽  
Stephen E. Satchell
Keyword(s):  
Forecast Evaluation

scholarly journals Forecast Evaluation of Small Nested Model Sets

2008 ◽  
Author(s):  
Kirstin Hubrich ◽  
Kenneth West
Keyword(s):  
Forecast Evaluation ◽  
Nested Model ◽  
Model Sets

scholarly journals 8 Forecast evaluation and combination

1996 ◽  
pp. 241-268 ◽  
Author(s):  
Francis X. Diebold ◽  
Jose A. Lopez
Keyword(s):  
Forecast Evaluation
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