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DP15039 Uncertainty and dispersion in professional interest rate forecasts: International evidence and theory 智库出版物
2020
作者:  Alex Cukierman;  Thomas Lustenberger
收藏  |  浏览/下载：8/0  |  提交时间：2022/09/22
Forecast dispersion  Uncertainty  Variability  Private noisy information  Public information  
Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices. 智库出版物
2018
作者:  Crespo Cuaresma J;  Hlouskova J;  Obersteiner M
收藏  |  浏览/下载：10/0  |  提交时间：2019/06/18
commodity prices, coffee, forecasting, forecast combination, vector autoregressive models, model uncertainty, model averaging  
DP12489 International evidence on professional interest rates forecasts: The impact of forecasting ability 智库出版物
2017
作者:  Alex Cukierman;  Thomas Lustenberger
收藏  |  浏览/下载：4/0  |  提交时间：2022/09/22
Forecasting interest rates and bond yields  Impact of forecasting ability on forecast formation  Cross-country relation between forecast dispersion and uncertainty  
DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil 智库出版物
2014
作者:  Lutz Kilian;  Christiane Baumeister
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Forecast  Futures  Market expectation  Model uncertainty  Oil price  risk premium  
DP7870 The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy 智库出版物
2010
作者:  Volker Wieland;  Maik Wolters
收藏  |  浏览/下载：3/0  |  提交时间：2022/09/22
Bayesian estimation  Business cycles  Forecast distribution  Forecasting  Heterogeneous beliefs  Model uncertainty  
DP7797 Empirical Simultaneous Confidence Regions for Path-Forecasts 智库出版物
2010
作者:  Massimiliano Marcellino;  Malte Knüppel;  Oscar Jorda
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Forecast uncertainty  Path forecast  Scheffe  's s-method  Simultaneous confidence region  
China's grave demographic challenges in coming decades. 智库出版物
2009
作者:  Ren Q;  Zheng X;  Lutz W;  Scherbov S
Adobe PDF(2899Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/06/18
Uncertainty  Demographic trend  Demographic probability forecast