Interpretation of point forecasts with unknown directive-Reference-Cited by-同舟云学术

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Interpretation of point forecasts with unknown directive

Published:2021-08-15 Issue:6 Volume:36 Page:728-743
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J of Applied Econometrics

Author:

Schmidt Patrick¹²,Katzfuss Matthias³,Gneiting Tilmann⁴⁵

Affiliation:

1. Department of Psychology University of Zurich Zürich Switzerland

2. Johann Wolfgang Goethe‐Universität Frankfurt am Main

3. Department of Statistics Texas A&M University College Station Texas USA

4. Computational Statistics, Heidelberg Institute for Theoretical Studies Heidelberg Germany

5. Institute for Stochastics, Karlsruhe Institute of Technology Karlsruhe Germany

Funder

Klaus Tschira Stiftung

Seventh Framework Programme

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2833

Reference50 articles.

1. The quiet revolution of numerical weather prediction

2. Generalized quantiles as risk measures

3. Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious?

4. An assessment of the EU growth forecasts under asymmetric preferences

Cited by 3 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. Hydrological post-processing for predicting extreme quantiles;Journal of Hydrology;2023-02

2. Forecasting Value at Risk and expected shortfall using a model with a dynamic omega ratio;Journal of Banking & Finance;2022-07

3. A scoring framework for tiered warnings and multicategorical forecasts based on fixed risk measures;Quarterly Journal of the Royal Meteorological Society;2022-04

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