scholarly journals Does judgment improve macroeconomic density forecasts?

2021 ◽  
Author(s):  
Ana Beatriz Galvão ◽  
Anthony Garratt ◽  
James Mitchell
Keyword(s):  
Density Forecasts

Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts

2008 ◽  
Author(s):  
Kevin Dowd ◽  
Andrew J. G. Cairns ◽  
David P. Blake ◽  
Guy Coughlan ◽  
David Epstein ◽  
...  
Keyword(s):  
Stochastic Mortality ◽  
Post Evaluation ◽  
Ex Post ◽  
Stochastic Mortality Models ◽  
Mortality Models ◽  
Density Forecasts

Forecasting the intra-day effective bid ask spread by combining density forecasts

2021 ◽  
pp. 1-21
Author(s):  
Malick Fall ◽  
Waël Louhichi ◽  
Jean Laurent Viviani
Keyword(s):  
Bid Ask Spread ◽  
Density Forecasts

scholarly journals How Informative are the Subjective Density Forecasts of Macroeconomists?

2011 ◽  
Author(s):  
Geoff Kenny ◽  
Thomas Kostka ◽  
Federico Masera
Keyword(s):  
Density Forecasts

scholarly journals Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models

2008 ◽  
Author(s):  
Andrew J. G. Cairns ◽  
David P. Blake ◽  
Kevin Dowd ◽  
Guy Coughlan ◽  
David Epstein ◽  
...  
Keyword(s):  
Stochastic Mortality ◽  
Stochastic Mortality Models ◽  
Mortality Models ◽  
Density Forecasts
Sign in / Sign up

Export Citation Format

Share Document