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Rich et al., 2021 - Google Patents

All forecasters are not the same: time-varying predictive ability across forecast environments

Rich et al., 2021

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Document ID
10052914911392231843
Author
Rich R
Tracy J
Publication year

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This paper examines data from the European Central Bank's Survey of Professional Forecasters to investigate whether participants display equal predictive performance. We use panel data models to evaluate point-and density-based forecasts of real GDP growth …
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    • G06Q10/00—Administration; Management
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