Recent Developments in Density Forecasting
Recent Developments in Density Forecasting
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DOI：
10.1057/9780230244405_5
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发表时间：
2009
期刊：
影响因子：
--
通讯作者：
S. Hall;James Mitchell
中科院分区：
文献类型：
--
作者：
S. Hall;James Mitchell
随着越来越多的人认识到，点预测，传统的焦点，最好被视为不确定范围的中心点，近年来越来越重视密度预测。本章回顾了这些最近的发展，重点是宏观经济学中密度预测的产生和使用。特别注意密度预测的评价和组合。
With the growing recognition that point forecasts, the traditional focus, are better seen as the central points of ranges of uncertainty, in recent years increased emphasis has been given to density forecasts. This chapter reviews these recent developments, with a focus on the production and use of density forecasts in macroeconomics. Particular attention is paid to the evaluation and combination of density forecasts.