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Evaluating forecast performance with state dependence

  • Published:2022-01 Issue: Volume: Page:
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Odendahl Florens,Rossi Barbara,Sekhposyan Tatevik

Funder

Ministerio de Economía y Competitividad

European Regional Development Fund

Horizon 2020 Framework Programme

European Research Council

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting UK inflation bottom up;International Journal of Forecasting;2024-10

2. Forecasting Inflation Using Economic Narratives;Journal of Business & Economic Statistics;2024-08-15

3. Tests for equal forecast accuracy under heteroskedasticity;Journal of Applied Econometrics;2024-04-22

4. Low interest rates and the predictive content of the yield curve;The North American Journal of Economics and Finance;2024-03

5. The Bias of the ECB Inflation Projections: a State-Dependent Analysis;2024
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