Results 141 to 150 of about 4,301,417 (173)
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Assessing distributional properties of forecast errors for fan-chart modelling
Empirical Economics, 2019This paper considers the problem of assessing the distributional properties (normality and symmetry) of macroeconomic forecast errors of G7 countries for the purpose of fan-chart modelling. Our results indicate that the assumption of symmetry of the marginal distribution of forecast errors is reasonable, whereas the assumption of normality is not ...
Marián Vávra
semanticscholar +2 more sources
Stochastic life table forecasting: A time-simultaneous fan chart application
Mathematics and Computers in Simulation, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
J. S. Li, A. Ng, W. Chan
semanticscholar +2 more sources
Debt Sustainability in Emerging Market Countries: A 'Fan Chart' Approach
SSRN Electronic Journal, 2006The paper by Debrun, Celasun and Ostry focuses on the assessment of debt sustainability and stresses the need to overcome one of the main drawbacks of debt sustainability analysis, i.e. the fact that it is usually based on a deterministic approach in which uncertainty is dealt with by simulating alternative scenarios in which only one key variable at a
X. Debrun, Oya Celasun, J. Ostry
semanticscholar +2 more sources
Asymmetric density forecasts of inflation and the Bank of England's fan chart
National Institute Economic Review, 1999This article examines the statistical issues surrounding the Bank of England's density forecast of inflation and its presentation as a ‘fan chart’. The Bank's preferred central projection is the mode of the density but this underestimates ‘average inflation over a number of years’ in terms of which monetary stability is defined.
K. Wallis
semanticscholar +2 more sources
Un fan chart conditionnel du PIB construit à l’aide des enquêtes de conjoncture de l’Insee
Économie & prévision, 2012Les intervalles de confiance, les prévisions en densité et leurs illustrations (les fan charts) permettent de décrire utilement l’incertitude inhérente à toute prévision ponctuelle. Toutefois, les techniques existantes à cet égard présentent plusieurs défauts.
M. Cornec
semanticscholar +3 more sources
Social Science Research Network, 2021
The use of macro-econometric modelling technique has become a norm for policy decisions in central banks and in particular, the Bank of Sierra Leone. This study has leveraged on the technicalities of scientific and artistic approaches of assessing risks ...
Emerson Abraham Jackson, E. Tamuke
semanticscholar +1 more source
The use of macro-econometric modelling technique has become a norm for policy decisions in central banks and in particular, the Bank of Sierra Leone. This study has leveraged on the technicalities of scientific and artistic approaches of assessing risks ...
Emerson Abraham Jackson, E. Tamuke
semanticscholar +1 more source
SSRN Electronic Journal, 2022
This paper presents debt fan charts constructed using the quantile regression approach for nine developing member countries of ADB. Macroeconomic and fiscal determinants of debt are forecasted using quantile regression and the resulting projections are shown in the fan charts for India, Indonesia, Kazakhstan, Malaysia, the People’s Republic of China ...
Dagli, Suzette +2 more
openaire +2 more sources
This paper presents debt fan charts constructed using the quantile regression approach for nine developing member countries of ADB. Macroeconomic and fiscal determinants of debt are forecasted using quantile regression and the resulting projections are shown in the fan charts for India, Indonesia, Kazakhstan, Malaysia, the People’s Republic of China ...
Dagli, Suzette +2 more
openaire +2 more sources
Constructing Fan Charts from the Ragged Edge of SPF Forecasts
SSRN Electronic Journal, 2022Abstract We develop models that take point forecasts from the Survey of Professional Forecasters (SPF) as inputs and produce estimates of survey-consistent term structures of expectations and uncertainty at arbitrary forecast horizons.
Todd E. Clark +2 more
openaire +2 more sources
Behavior and Information Technology, 2022
The Billboard chart is a clear barometer for measuring a song's success in the music industry. Therefore, a number of artists and affiliated marketers in the music industry have attempted to determine how to emerge at the top of the chart. In the current
Jihwan Aum, Jisu Kim, Eunil Park
semanticscholar +1 more source
The Billboard chart is a clear barometer for measuring a song's success in the music industry. Therefore, a number of artists and affiliated marketers in the music industry have attempted to determine how to emerge at the top of the chart. In the current
Jihwan Aum, Jisu Kim, Eunil Park
semanticscholar +1 more source