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How Informative are Central Bank Assessments of Macroeconomic Risks?
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How Informative are Central Bank Assessments of Macroeconomic Risks? (2016)How Informative are Central Bank Assessme…Assessing the Mpc's Fan Charts (2005)Assessing the Mpc's Fan ChartsChi-squared tests of interval and density forecasts, and the Bank of England’s fan charts (2002)Chi-squared tests of interval…The Evolution of Forecast Density Combinations in Economics (2019)The Evolution of Forecast Den…Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors (2018)Modeling Time-Varying Uncerta…Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach (2018)Gauging the uncertainty of th…RECENT DEVELOPMENTS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT (2011)RECENT DEVELOPMENTS IN QUANTI…How Informative are the Subjective Density Forecasts of Macroeconomists? (2011)How Informative are the Subje…Foreign demand for euro banknotes issued in Germany: Estimation using indirect approaches (2011)Foreign demand for euro bankn…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Models of business cycles (1987)A Positive Theory of Fiscal Deficits and Government Debt (1990)Sovereign Default, Private Investment, and Economic Growth (2015)Sustainability vs credibility of fiscal consolidation (2015)Asymptotic Inference about Predictive Ability (1996)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Interval Forecasts (1998)Combining Density and Interval Forecasts: A Modest Proposal* (2005)Nowcasting GDP in Real Time: A Density Combination Approach (2013)Evaluating predictive count data distributions in retail sales forecasting (2016)Forecasting Efficiency: Concepts and Applications (1987)8 Forecast evaluation and combination (1996)Testing Density Forecasts, With Applications to Risk Management (2001)Forecast combination and the Bank of England's suite of statistical forecasting models (2008)Evaluating Point and Density Forecasts of DSGE Models (2013)Evaluating qualitative forecasts: The FOMC minutes, 2006–2010 (2015)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Federal Reserve Information and the Behavior of Interest Rates (2000)Macroeconomic News in Asset Pricing and Reality (2023)Automatic Lag Selection in Covariance Matrix Estimation (1994)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (2021)Uncertainty before and during COVID‐19: A survey (2022)Investing for the Long Run when Returns Are Predictable (2000)Making and Evaluating Point Forecasts (2011)The Location of U.S. Currency: How Much Is Abroad? (1996)Business cycle synchronization and the Euro: A wavelet analysis (2011)Systemic Risk Contributions (2011)Currency movements within and outside a currency union: The case of Germany and the euro area (2013)Choices, values, and frames. (1984)Econometric Analysis of Cross Section and Panel Data (2001)The Impact of Uncertainty Shocks (2009)A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area (2020)
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References

  • 2002Chi-squared tests of interval and density forecasts, and the Bank of England’s fan charts157 cited
  • 2005Assessing the Mpc's Fan Charts56 cited

Cited by

  • 2018Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach50 cited
  • 2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors49 cited
  • 2011How Informative are the Subjective Density Forecasts of Macroeconomists?45 cited
  • 2019The Evolution of Forecast Density Combinations in Economics42 cited
  • 2011RECENT DEVELOPMENTS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT25 cited
  • 2011Foreign demand for euro banknotes issued in Germany: Estimation using indirect approaches12 cited

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