𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Evaluating FOMC forecasts

✍ Scribed by William T. Gavin; Rachel J. Mandal


Book ID
114174786
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
812 KB
Volume
19
Category
Article
ISSN
0169-2070

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Strategic forecasting on the FOMC
✍ Peter Tillmann πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 188 KB
EVALUATING ACCOUNTING FORECASTS
✍ CHARLES H. BRANDON; JEFFREY E. JARRETT πŸ“‚ Article πŸ“… 1976 πŸ› John Wiley and Sons 🌐 English βš– 500 KB
Evaluating long term forecasts
✍ George M. Lady πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 198 KB
Evaluating volatility and interval forec
✍ James W. Taylor πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 173 KB

A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mea