Evaluating real-time forecasts in real-time
2007-08-27
Miscellaneous
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Dataset in Excel consisting of three parts: dataset 1, dataset 2, and forecasts.
Keywords
- forecast evaluation
- Bayesian estimation
- structural breaks
- data revision
- dataset
- parameter uncertainty
Classifications using
Journal of Economic Literature (JEL) Classification System
- E01 : Measurement and Data on National Income and Product Accounts (NIPA) and Wealth
- C53 : Forecasting and Other Model Applications
- E27 : Forecasting and Simulation
- C22 : Time-Series Models; Dynamic Quantile Regressions
- C82 : Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
- C11 : Bayesian Analysis
- C8 : Data Collection and Data Estimation Methodology; Computer Programs