An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index

DOI10.1016/J.ECONLET.2020.109582zbMath1451.91140OpenAlexW3087681309MaRDI QIDQ2209625

Nima Nonejad

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109582

zbMATH Keywords

commodity pricesout-of-sample forecast evaluationglobal economic activitypopulation-level predictability

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Approximately normal tests for equal predictive accuracy in nested models

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