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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Bibliographic Details
Main Author: Laurent, Thomas (-)
Other Authors: Koźluk, Tomasz
Format: eBook Section
Language:Inglés
Published: Paris : OECD Publishing 2012.
Series:OECD Economics Department Working Papers, no.978.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706048006719

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