Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6264151
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts |
scientific article; zbMATH DE number 6264151 |
Statements
Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (English)
0 references
3 March 2014
0 references
forecast rationality
0 references
asymmetric loss
0 references
GARCH-M
0 references
inflation-output forecasts
0 references
0.8436440825462341
0 references
0.819563627243042
0 references
0.7691551446914673
0 references
0.7618695497512817
0 references
0.753868579864502
0 references
