Measuring GDP Forecast Uncertainty Using Quantile Regressions
Uncertainty is inherent to forecasting and assessing the uncertainty surrounding a point forecast is as important as the forecast itself. Following Cornec (2010), a method to assess the uncertainty around the indicator models used at OECD to forecast GDP growth of the six largest member countries is...
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Format: | eBook Section |
Language: | Inglés |
Published: |
Paris :
OECD Publishing
2012.
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Series: | OECD Economics Department Working Papers,
no.978. |
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See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706048006719 |