Evaluating forecasts, narratives and policy using a test of invariance

Evaluating forecasts, narratives and policy using a test of invariance

Economic policy agencies produce forecasts with accompanying narratives, and base policy changes on the resulting anticipated developments in the target variables. Systematic forecast failure, defined as large, persistent deviations of the outturns from the numerical forecasts, can make the associat...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Castle, J, Hendry, D, Martinez, A
Fformat:	Journal article
Cyhoeddwyd:	MDPI 2017

Eitemau Tebyg

Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
gan: Jennifer L. Castle, et al.
Cyhoeddwyd: (2017-09-01)

Testing the invariance of expectations models of inflation
gan: Hendry, D, et al.
Cyhoeddwyd: (2010)

Policy analysis, forediction, and forecast failure
gan: Castle, J, et al.
Cyhoeddwyd: (2016)

Testing the Invariance of Expectations Models of Inflation.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Misspecification Testing: Non-Invariance of Expectations Models of Inflation
gan: Castle, J, et al.
Cyhoeddwyd: (2014)

On not evaluating economic models by forecast outcomes
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

On not evaluating economic models by forecast outcomes
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

On Not Evaluating Economic Models by Forecast Outcomes.
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Forecasting breaks and forecasting during breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Forecasting breaks and forecasting during breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2011)

Forecasting by factors, by variables, or both?
gan: Castle, J, et al.
Cyhoeddwyd: (2012)

Testing Superexogeneity and Invariance in Regression Models.
gan: Engle, R, et al.
Cyhoeddwyd: (1993)

Testing Super Exogeneity and Invariance in Regression Models.
gan: Engle, R, et al.
Cyhoeddwyd: (1994)

Testing Super Exogeneity and Invariance in Regression Models.
gan: Engle, R, et al.
Cyhoeddwyd: (1990)

Robust approaches to forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2014)

Robust approaches to forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2015)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
gan: Castle, J, et al.
Cyhoeddwyd: (2007)

Smooth robust multi-horizon forecasts
gan: Martinez, AB, et al.
Cyhoeddwyd: (2022)

Forecasting by factors, by variables, or both?
gan: Castle, J, et al.
Cyhoeddwyd: (2012)

An overview of forecasting facing breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2016)

Nowcasting is not just contemporaneous forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2009)

An overview of forecasting facing breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2016)

Nowcasting Is Not Just Contemporaneous Forecasting.
gan: Castle, J, et al.
Cyhoeddwyd: (2009)

Selecting a model for forecasting
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

Forecasting principles from experience with forecasting competitions
gan: Castle, JL, et al.
Cyhoeddwyd: (2021)

Forecasting an essential introduction
gan: Castle, C, et al.
Cyhoeddwyd: (2019)

Forecasting by factors, by variables, by both or neither?
gan: Castle, J, et al.
Cyhoeddwyd: (2013)

Forecasting and nowcasting macroeconomic variables: a methodological overview
gan: Castle, J, et al.
Cyhoeddwyd: (2017)

Forecasting and nowcasting macroeconomic variables: a methodological overview
gan: Castle, J, et al.
Cyhoeddwyd: (2013)

Evaluating multi-step system forecasts with relatively few forecast-error observations
gan: Hendry, D, et al.
Cyhoeddwyd: (2017)

Evaluating multi-step system forecasts with relatively few forecast-error observations
gan: Hendry, D, et al.
Cyhoeddwyd: (2016)

Forecasting with Equilibrium-correction Models during Structural Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

Forecasting with equilibrium-correction models during structural breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Forecasting with equilibrium-correction models during structural breaks
gan: Castle, J, et al.
Cyhoeddwyd: (2010)

The value of robust statistical forecasts in the COVID-19 pandemic
gan: Castle, JL, et al.
Cyhoeddwyd: (2021)

Forecasting with Equilibrium-correction Models during Structural Breaks.
gan: Castle, J, et al.
Cyhoeddwyd: (2008)

Forecasting facing economic shifts, climate change and evolving pandemics
gan: Castle, J, et al.
Cyhoeddwyd: (2021)

Forecasting Principles from Experience with Forecasting Competitions
gan: Jennifer L. Castle, et al.
Cyhoeddwyd: (2021-02-01)