Multivariate asymmetric loss functions of the European Central Bank
Author:
Affiliation:
1. Graduate School of International Cultural Studies, Tohoku University, Sendai, Japan
Funder
Zengin Foundation
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1795067
Reference13 articles.
1. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
2. Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?
3. Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts
4. Estimation and Testing of Forecast Rationality under Flexible Loss
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1. Evaluating plant managers’ production plans over business cycles: asymmetric loss and rationality;SN Business & Economics;2022-07-20
2. Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years;Journal of Forecasting;2021-08-17
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