A brief survey of density forecasting in macroeconomics
A density forecast of an economic variable is an estimate of the conditional probability density function (p.d.f.) of the possible future values of that variable. For example, a density forecaster might say something like “based on current information, GDP growth over the next year is expected to be...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1901 http://www.mas.gov.sg/Monetary-Policy-and-Economics/Education-and-Research/Research/Economics-Essays-MR-special-features/2015/A-Brief-Survey-Of-Density-Forecasting-In-Macroeconomics.aspx |
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| Institution: | Singapore Management University |
| Language: | English |