Ebook Evaluating econometric forecasts of economic and financial variables - Michael P. Clements

Ebook "Evaluating econometric forecasts of economic and financial variables" provides a comprehensive treatment of the evaluation of different types of forecasts and draws out the parallels between the different approaches. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.

Từ khóa: Evaluating econometric forecasts, Economic variables, Financial variables, Point forecasts, Volatility forecasts, Interval forecasts, Decision-based evaluation