أعرض تسجيلة المادة بشكل مبسط

dc.creator Knüppel, Malte
dc.creator Tödter, Karl-Heinz
dc.date 2007
dc.date.accessioned 2013-10-16T07:06:22Z
dc.date.available 2013-10-16T07:06:22Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19702
dc.identifier ppn:546267807
dc.identifier RePEc:zbw:bubdp1:6341
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19702
dc.description This paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non-parametric procedures are developed. The former are based on a class of asymmetrically weighted normal distributions whereas the latter employ asymmetric bootstrap simulations. Both procedures are closely related. The bootstrap is applied to the structural macroeconometric model of the Bundesbank for Germany. Forecast intervals that integrate judgement on risk and uncertainty are obtained.
dc.language eng
dc.relation Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2007,25
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject E37
dc.subject C53
dc.subject C14
dc.subject ddc:330
dc.subject Macroeconomic forecasts
dc.subject stochastic forecast intervals
dc.subject risk
dc.subject uncertainty
dc.subject asymmetrically weighted normal distribution
dc.subject asymmetric bootstrap
dc.subject Konjunkturprognose
dc.subject Prognoseverfahren
dc.subject Risiko
dc.subject Bootstrap-Verfahren
dc.subject Theorie
dc.subject Deutschland
dc.title Quantifying risk and uncertainty in macroeconomic forecasts
dc.type doc-type:workingPaper


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أعرض تسجيلة المادة بشكل مبسط