Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196)
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scientific article; zbMATH DE number 6264151
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| 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 |
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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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0.8436440825462341
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0.819563627243042
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0.7691551446914673
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0.7618695497512817
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0.753868579864502
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