Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target

Author:

McDonald Christopher,Thamotheram Craig,Vahey Shaun P.,Wakerly Elizabeth C.

Publisher

Elsevier BV

Reference46 articles.

1. Nowcasting GDP in real time: A density combination approach;K A Aastveit;Journal of Business and Economic Statistics,2014

2. Comparing density forecasts via likelihood ratio tests;G Amisano;Journal of Business and Economic Statistics,2007

3. Modern forecasting models in action: improving macroeconomic analyses at central banks;M Adolfson;International Journal of Central Banking,2007

4. Comparing density forecast models;Y Bao;Journal of Forecasting,2007

5. The classification of economic activity into expansions and recessions;T Berge;American Economic Journal: Macroeconomics,2011

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