On comparing multi-horizon forecasts

Author:

Capistrán Carlos

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference6 articles.

1. Leading indicators for Euro-area inflation and GDP growth;Banerjee,2003

2. The unreliability of inflation indicators;Cecchetti,2000

3. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives;Corradi;International Journal of Forecasting,2004

4. A Practitioner's Guide to Robust Covariance Matrix Estimator;Den Haan,1997

5. Comparing predictive accuracy;Diebold;Journal of Business and Economic Statistics,1995

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. The accuracy and informativeness of agricultural baselines;American Journal of Agricultural Economics;2022-10-03

2. Multi-Horizon Forecast Comparison;Journal of Business & Economic Statistics;2019-07-16

3. Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter;SSRN Electronic Journal;2017

4. Multi-Horizon Forecast Comparison;SSRN Electronic Journal;2017

5. Forecasting aggregates and disaggregates with common features;International Journal of Forecasting;2013-10

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