Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196): Difference between revisions
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| Property / cites work: Rationality testing under asymmetric loss / rank | |||
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| Property / cites work: Estimation and Testing of Forecast Rationality under Flexible Loss / rank | |||
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| Property / cites work: Prediction with a Generalized Cost of Error Function / rank | |||
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| Property / cites work: Testing Forecast Optimality Under Unknown Loss / rank | |||
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| Property / cites work: Bayesian Estimation and Prediction Using Asymmetric Loss Functions / rank | |||
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Latest revision as of 10:35, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts |
scientific article |
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Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (English)
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3 March 2014
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forecast rationality
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asymmetric loss
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GARCH-M
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inflation-output forecasts
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