Empirical simultaneous confidence regions for path-forecasts:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2010
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, economic studies
2010,6 |
| Schlagworte: | |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | Auch im Internet verfügbar. - Zsfassung in dt. Sprache |
| Beschreibung: | 51 S. graph. Darst. |
| ISBN: | 9783865586049 9783865586056 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV036510259 | ||
| 003 | DE-604 | ||
| 005 | 20120808 | ||
| 007 | t | ||
| 008 | 100618s2010 d||| |||| 00||| eng d | ||
| 020 | |a 9783865586049 |9 978-3-86558-604-9 | ||
| 020 | |a 9783865586056 |9 978-3-86558-605-6 | ||
| 035 | |a (OCoLC)643542941 | ||
| 035 | |a (DE-599)BVBBV036510259 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 |a DE-945 |a DE-20 |a DE-12 |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 100 | 1 | |a Jordà, Òscar |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Empirical simultaneous confidence regions for path-forecasts |c Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino |
| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2010 | |
| 300 | |a 51 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Deutsche Bundesbank : Series 1, economic studies |v 2010,6 | |
| 500 | |a Auch im Internet verfügbar. - Zsfassung in dt. Sprache | ||
| 650 | 0 | 7 | |a Pfad |g Mathematik |0 (DE-588)4507234-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognosefehler |0 (DE-588)4115642-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Prognosemodell |0 (DE-588)4125215-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Prognosemodell |0 (DE-588)4125215-9 |D s |
| 689 | 0 | 1 | |a Prognosefehler |0 (DE-588)4115642-0 |D s |
| 689 | 0 | 2 | |a Pfad |g Mathematik |0 (DE-588)4507234-6 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 700 | 1 | |a Knüppel, Malte |d 1974- |e Verfasser |0 (DE-588)12409029X |4 aut | |
| 700 | 1 | |a Marcellino, Massimiliano |d 1970- |e Verfasser |0 (DE-588)114655065 |4 aut | |
| 810 | 2 | |a Deutsche Bundesbank |t Discussion paper |v Series 1, economic studies ; 2010,6 |w (DE-604)BV017594637 |9 2010,6 | |
| 856 | 4 | 1 | |u http://hdl.handle.net/10419/32454 |x Verlag |z kostenfrei |3 Volltext |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020432481&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 912 | |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-020432481 | ||
Datensatz im Suchindex
| _version_ | 1804143078008684544 |
|---|---|
| adam_text | Titel: Empirical simultaneous confidence regions for path-forecasts
Autor: Jordà, Oscar
Jahr: 2010
Contents
1 Introduction 1
2 Statistical Discussion 5
2.1 One Period-ahead Forecasting........................... 6
2.2 Path-forecasting .................................. 8
3 Probability Coverage of Alternative Confidence Bands: Simulation Evi-
dence 15
3.1 Experimental design................................ 16
3.2 Simulation Results: Null Model is Correctly Specified ............. 17
3.3 Simulation Results: Misspecified Null Model................... 18
4 Central Bank Forecasting: The Bank of England and The Federal Reserve 20
4.1 Data......................................... 21
4.2 Alternative measures of Path-forecast Uncertainty............... 22
4.3 Coverage rates................................... 23
5 Conclusions 25
|
| any_adam_object | 1 |
| author | Jordà, Òscar Knüppel, Malte 1974- Marcellino, Massimiliano 1970- |
| author_GND | (DE-588)12409029X (DE-588)114655065 |
| author_facet | Jordà, Òscar Knüppel, Malte 1974- Marcellino, Massimiliano 1970- |
| author_role | aut aut aut |
| author_sort | Jordà, Òscar |
| author_variant | ò j òj m k mk m m mm |
| building | Verbundindex |
| bvnumber | BV036510259 |
| classification_rvk | QB 910 QH 233 |
| collection | ebook |
| ctrlnum | (OCoLC)643542941 (DE-599)BVBBV036510259 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02124nam a2200469 cb4500</leader><controlfield tag="001">BV036510259</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120808 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">100618s2010 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865586049</subfield><subfield code="9">978-3-86558-604-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783865586056</subfield><subfield code="9">978-3-86558-605-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)643542941</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV036510259</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Jordà, Òscar</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Empirical simultaneous confidence regions for path-forecasts</subfield><subfield code="c">Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt am Main</subfield><subfield code="b">Dt. Bundesbank</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">51 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Deutsche Bundesbank : Series 1, economic studies</subfield><subfield code="v">2010,6</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Auch im Internet verfügbar. - Zsfassung in dt. Sprache</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Pfad</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4507234-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognosefehler</subfield><subfield code="0">(DE-588)4115642-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognosemodell</subfield><subfield code="0">(DE-588)4125215-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Prognosemodell</subfield><subfield code="0">(DE-588)4125215-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Prognosefehler</subfield><subfield code="0">(DE-588)4115642-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Pfad</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4507234-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Knüppel, Malte</subfield><subfield code="d">1974-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12409029X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Marcellino, Massimiliano</subfield><subfield code="d">1970-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)114655065</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Deutsche Bundesbank</subfield><subfield code="t">Discussion paper</subfield><subfield code="v">Series 1, economic studies ; 2010,6</subfield><subfield code="w">(DE-604)BV017594637</subfield><subfield code="9">2010,6</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://hdl.handle.net/10419/32454</subfield><subfield code="x">Verlag</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020432481&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ebook</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-020432481</subfield></datafield></record></collection> |
| id | DE-604.BV036510259 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:41:56Z |
| institution | BVB |
| isbn | 9783865586049 9783865586056 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020432481 |
| oclc_num | 643542941 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR DE-945 DE-20 DE-12 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-945 DE-20 DE-12 DE-188 |
| physical | 51 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, economic studies |
| spelling | Jordà, Òscar Verfasser aut Empirical simultaneous confidence regions for path-forecasts Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino Frankfurt am Main Dt. Bundesbank 2010 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, economic studies 2010,6 Auch im Internet verfügbar. - Zsfassung in dt. Sprache Pfad Mathematik (DE-588)4507234-6 gnd rswk-swf Prognosefehler (DE-588)4115642-0 gnd rswk-swf Prognosemodell (DE-588)4125215-9 gnd rswk-swf Prognosemodell (DE-588)4125215-9 s Prognosefehler (DE-588)4115642-0 s Pfad Mathematik (DE-588)4507234-6 s b DE-604 Knüppel, Malte 1974- Verfasser (DE-588)12409029X aut Marcellino, Massimiliano 1970- Verfasser (DE-588)114655065 aut Deutsche Bundesbank Discussion paper Series 1, economic studies ; 2010,6 (DE-604)BV017594637 2010,6 http://hdl.handle.net/10419/32454 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020432481&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jordà, Òscar Knüppel, Malte 1974- Marcellino, Massimiliano 1970- Empirical simultaneous confidence regions for path-forecasts Pfad Mathematik (DE-588)4507234-6 gnd Prognosefehler (DE-588)4115642-0 gnd Prognosemodell (DE-588)4125215-9 gnd |
| subject_GND | (DE-588)4507234-6 (DE-588)4115642-0 (DE-588)4125215-9 |
| title | Empirical simultaneous confidence regions for path-forecasts |
| title_auth | Empirical simultaneous confidence regions for path-forecasts |
| title_exact_search | Empirical simultaneous confidence regions for path-forecasts |
| title_full | Empirical simultaneous confidence regions for path-forecasts Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino |
| title_fullStr | Empirical simultaneous confidence regions for path-forecasts Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino |
| title_full_unstemmed | Empirical simultaneous confidence regions for path-forecasts Òscar Jordà ; Malte Knüppel ; Massimiliano Marcellino |
| title_short | Empirical simultaneous confidence regions for path-forecasts |
| title_sort | empirical simultaneous confidence regions for path forecasts |
| topic | Pfad Mathematik (DE-588)4507234-6 gnd Prognosefehler (DE-588)4115642-0 gnd Prognosemodell (DE-588)4125215-9 gnd |
| topic_facet | Pfad Mathematik Prognosefehler Prognosemodell |
| url | http://hdl.handle.net/10419/32454 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020432481&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT jordaoscar empiricalsimultaneousconfidenceregionsforpathforecasts AT knuppelmalte empiricalsimultaneousconfidenceregionsforpathforecasts AT marcellinomassimiliano empiricalsimultaneousconfidenceregionsforpathforecasts |