Fan chart or Monte Carlo simulations for assessing the uncertainty of inflation forecasts in Romania? (original) (raw)
Related papers
A New Technique based on Simulations for Improving the Inflation Rate Forecasts in Romania
2015
Research Papers in Economics and Finance, 2020
The Inflation - Inflation Uncertainty Nexus in Romania
2014
2021
Term Structure of Inflation Forecast Uncertainties and Skew Normal Distributions
2014
Forecast Uncertainties in Macroeconomic Modeling
Journal of the American Statistical Association, 2003
Accuracy Assessement of Short Run Macroeconomic Forecasts in Romania
Economics & Sociology, 2012
The Evaluation of Global Accuracy of Romanian Inflation Rate Predictions Using Mahalanobis Distance
Management Dynamics in the Knowledge Economy, 2015
The Measurement and Characteristics of Professional Forecasters' Uncertainty
Journal of Applied Econometrics, 2014
Forecast intervals for inflation rate and unemployment rate in Romania
Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy
Journal of Advanced Studies in Finance, 2018
Forecasting Inflation Under Uncertainty: The Forgotten Dog & the Frisbee
SSRN Electronic Journal, 2017
UTMS Journal of Economics, 2014
Financial Theory and Practice, 2011
Empirical comparison of inflation models' forecast accuracy
Ragnar Nymoen, Øyvind Eitrheim
2000
An Evaluation of Alternative BVAR Models for Forecasting Iranian Inflation
2008
2015
The Accuracy Analysis of Inflation Rate Forecasts in Euro Area
Global Economic Observer, 2015
Inflation Fan Charts, Monetary Policy and Skew Normal Distributions
RePEc: Research Papers in Economics, 2013
1-EMPIRICAL Investigation of Forecast Uncertainty with Monte Carlo Simulation 0 3 ( 3 4 ) 2 0
2012
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy
2003
QUASI EX-ANTE INFLATION FORECAST UNCERTAINTY Extended abstract
2017
Fan Chart A Tool for NBP's Monetary Policy Making
SSRN Electronic Journal, 2016
Macroeconomic Forecasting: Methods, Accuracy and Coordination
D. Havrlant, Kateřina Arnoštová, Jan Filáček, Filip Novotny
2000
Quasi ex-ante inflation forecast uncertainty
International Journal of Forecasting, 2019
FORECASTING THE ALBANIAN SHORT-TERM INFLATION THROUGH A BAYESIAN VAR MODEL
FORECASTING THE ALBANIAN SHORT-TERM INFLATION THROUGH A BAYESIAN VAR MODEL, 2019
An application of the Choleskized multivariate distributions for constructing inflation ‘fan charts’
2010
The Economic Journal, 2008
Investigating uncertainty in macroeconomic forecasts by stochastic simulation
Bayesian Forecast Intervals for Inflation and Unemployment Rate in Romania
2017
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
A comparison of inflation forecasts
Journal of Monetary Economics, 1984