2003): “Forecast uncertainties in macroeconometric modelling: an application to the UK economy

Cached

Download Links

by Anthony Garratt , Kevin Lee , M. Hashem Pesaran
Venue:Journal of the American Statistical Association
Citations:44 - 14 self

Active Bibliography

TrinityCollege,Cambridge,and3University of Edinburgh – Anthony Garratt, Kevin Lee, M. Hashem Pesaran, Yongcheol Shin - 2001
13 Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management – M. Hashem Pesaran, Paolo Zaffaroni - 2005
9 Model Averaging in Risk Management with an Application to Futures Markets – M. Hashem Pesaran, Christoph Schleicher, Paolo Zaffaroni - 2008
30 Evaluating, comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESR “fan” charts of inflation – James Mitchell, Stephen G. Hall - 2005
2 FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION – Kenneth F. Wallis - 2004
7 Density forecast combination – Stephen G. Hall, James Mitchell
Real Time Econometrics Hashem Pesaran ∗ Cambridge University and USC – Allan Timmermann - 2004
23 Evaluating the Bank of England density forecasts of inflation – Michael P. Clements - 2004
Contents lists available at ScienceDirect Journal of Econometrics – Bruce E. Hansen
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach – Xu Cheng, Bruce E. Hansen
11 Combining Forecast Densities from VARs with Uncertain Instabilities – Anne Sofie Jore, James Mitchell, Shaun P. Vahey - 2008
In Boletin Inflacion y Analisis Macroeconomico, Universidad Carlos III de Madrid, Special Issue No 100 (January 2003), pp.89-98. Forecast Uncertainty, its Representation and Evaluation – Kenneth F. Wallis - 2003
1 Unclassified INDICATOR MODELS OF REAL GDP GROWTH IN SELECTED OECD COUNTRIES ECONOMICS DEPARTMENT WORKING PAPERS NO. 364 – English Text Only, Franck Sédillot, Nigel Pain
How Informative Are Macroeconomic Risk Forecasts? An Examination of the Bank of England’s Inflation Forecasts – Guido Schultefrankenfeld - 2008
of LaborReal Time Econometrics – M. Hashem Pesaran, Allan Timmermann, M. Hashem Pesaran, Allan Timmermann, M. Hashem Pesaran
the Euro area – James Mitchell - 2005
23 Optimal combination of density forecasts – Stephen G. Hall, James Mitchell - 2005
www.elsevier.com/locate/jeconom Interval forecasts and parameter uncertainty – Bruce E. Hansen - 2005
dependence using the Survey of Professional Forecasters – James Mitchell - 2008