An Evaluation of the World Economic Outlook Forecasts / / Allan Timmermann |
Autore | Timmermann Allan |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (108 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Economic development
Economic forecasting - Evaluation International economic relations Balance of payments Current Account Adjustment Current account balance Current account Deflation Economic Forecasting Economic forecasting Exports and Imports Forecasting and Other Model Applications Forecasting and Simulation: Models and Applications Forecasting Gdp forecasting Inflation International economics Macroeconomics National income Price Level Prices Short-term Capital Movements |
ISBN |
1-4623-9421-3
1-4527-1887-3 1-283-51486-9 1-4519-0855-5 9786613827319 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. DESCRIPTION OF WEO DATASET""; ""III. PROPERTIES OF OPTIMAL FORECASTS""; ""IV. EMPIRICAL RESULTS""; ""V. ANALYSIS OF STATISTICAL SIGNIFICANCE""; ""VI. CAN THE WEO FORECAST ERRORS BE PREDICTED?""; ""VII. DIRECTIONAL ACCURACY""; ""VIII. REVISIONS FROM BOARD TO PUBLISHED FORECASTS""; ""IX. RECENT PERFORMANCE OF WEO FORECASTS""; ""X. LONG-RUN FORECASTING PERFORMANCE FOR G-7 ECONOMIES""; ""XI. COMPARISON OF WEO AND CONSENSUS FORECASTS""; ""XII. FORECAST COMBINATIONS""; ""XIII. RECOMMENDATIONS""; ""XIV. CONCLUSION""; ""References"" |
Record Nr. | UNINA-9910817459903321 |
Timmermann Allan | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Incorporating Market Information into the Construction of the Fan Chart / / Prakash Kannan, Selim Elekdag |
Autore | Kannan Prakash |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (23 p.) |
Disciplina | 336.54 |
Altri autori (Persone) | ElekdagSelim |
Collana | IMF Working Papers |
Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Asset prices Deflation Derivative securities Economic Forecasting Energy: Demand and Supply Finance Financial Instruments Forecasting and Simulation: Models and Applications Gdp forecasting Inflation Institutional Investors Investments: Options Macroeconomics National income Non-bank Financial Institutions Oil prices Options Pension Funds Price Level Prices |
ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
Record Nr. | UNINA-9910817190803321 |
Kannan Prakash | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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