How informative are central bank assessments of macroeconomic risks?:
Gespeichert in:
Hauptverfasser: | , |
---|---|
Format: | Buch |
Sprache: | English German |
Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2011
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Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,13 |
Schlagworte: | |
Online-Zugang: | Volltext Inhaltsverzeichnis |
Beschreibung: | Zsfassungen in dt. und engl. Sprache |
Beschreibung: | 65 S. graph. Darst. |
ISBN: | 9783865587206 |
Internformat
MARC
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245 | 1 | 0 | |a How informative are central bank assessments of macroeconomic risks? |c Malte Knüppel ; Guido Schultefrankenfeld |
264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2011 | |
300 | |a 65 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 2011,13 | |
500 | |a Zsfassungen in dt. und engl. Sprache | ||
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912 | |a ebook | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-024143753 |
Datensatz im Suchindex
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adam_text | Titel: How informative are central bank assessments of macroeconomic risks?
Autor: Knüppel, Malte
Jahr: 2011
Contents
1 Introduction 1
2 An Overview of Risk Forecasting 4
2.1 Definition of Risk............................ 4
2.2 Reasons for Risk Forecasting ..................... 11
2.3 Methods for Risk Forecasting..................... 13
3 Evaluation of Risk Forecasts 15
3.1 The Methods.............................. 15
3.2 The Data................................ 19
3.3 Bias of Volatility, Mode, Mean and Risk Forecasts.......... 24
3.4 Empirical Results............................ 26
4 Possible Explanations for Poor Risk Forecasting Performance 36
4.1 Endogeneity of Outturns........................ 36
4.2 Reasons for Risk Forecasting Reconsidered.............. 38
5 Conclusion 40
A Appendix: Central Banks and Risk Forecasts 47
B Appendix: The Data 51
B.l Bank of England............................ 51
B.2 Sveriges Riksbank............................ 53
B.3 Pearson Mode Skewness of Forecast Densities ............ 54
|
any_adam_object | 1 |
author | Knüppel, Malte 1974- Schultefrankenfeld, Guido |
author_GND | (DE-588)12409029X |
author_facet | Knüppel, Malte 1974- Schultefrankenfeld, Guido |
author_role | aut aut |
author_sort | Knüppel, Malte 1974- |
author_variant | m k mk g s gs |
building | Verbundindex |
bvnumber | BV039125288 |
classification_rvk | QK 700 |
collection | ebook |
ctrlnum | (OCoLC)744277441 (DE-599)BVBBV039125288 |
dewey-full | 339.53 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 339 - Macroeconomics and related topics |
dewey-raw | 339.53 |
dewey-search | 339.53 |
dewey-sort | 3339.53 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Book |
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geographic_facet | Großbritannien Schweden |
id | DE-604.BV039125288 |
illustrated | Illustrated |
indexdate | 2024-07-09T23:59:30Z |
institution | BVB |
isbn | 9783865587206 |
language | English German |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024143753 |
oclc_num | 744277441 |
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owner_facet | DE-355 DE-BY-UBR DE-20 DE-473 DE-BY-UBG DE-12 DE-945 DE-703 |
physical | 65 S. graph. Darst. |
psigel | ebook |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | Dt. Bundesbank |
record_format | marc |
series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
spelling | Knüppel, Malte 1974- Verfasser (DE-588)12409029X aut How informative are central bank assessments of macroeconomic risks? Malte Knüppel ; Guido Schultefrankenfeld Frankfurt am Main Dt. Bundesbank 2011 65 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2011,13 Zsfassungen in dt. und engl. Sprache Inflationsrate (DE-588)4120485-2 gnd rswk-swf Informationswert (DE-588)4123429-7 gnd rswk-swf Notenbank (DE-588)4042669-5 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf Großbritannien (DE-588)4022153-2 gnd rswk-swf Schweden (DE-588)4077258-5 gnd rswk-swf Großbritannien (DE-588)4022153-2 g Notenbank (DE-588)4042669-5 s Inflationsrate (DE-588)4120485-2 s Prognoseverfahren (DE-588)4358095-6 s Informationswert (DE-588)4123429-7 s Schweden (DE-588)4077258-5 g b DE-604 Schultefrankenfeld, Guido Verfasser aut Erscheint auch als Online-Ausgabe 978-3-86558-721-3 Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2011,13 (DE-604)BV017594637 2011,13 http://hdl.handle.net/10419/47887 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024143753&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Knüppel, Malte 1974- Schultefrankenfeld, Guido How informative are central bank assessments of macroeconomic risks? Inflationsrate (DE-588)4120485-2 gnd Informationswert (DE-588)4123429-7 gnd Notenbank (DE-588)4042669-5 gnd Prognoseverfahren (DE-588)4358095-6 gnd |
subject_GND | (DE-588)4120485-2 (DE-588)4123429-7 (DE-588)4042669-5 (DE-588)4358095-6 (DE-588)4022153-2 (DE-588)4077258-5 |
title | How informative are central bank assessments of macroeconomic risks? |
title_auth | How informative are central bank assessments of macroeconomic risks? |
title_exact_search | How informative are central bank assessments of macroeconomic risks? |
title_full | How informative are central bank assessments of macroeconomic risks? Malte Knüppel ; Guido Schultefrankenfeld |
title_fullStr | How informative are central bank assessments of macroeconomic risks? Malte Knüppel ; Guido Schultefrankenfeld |
title_full_unstemmed | How informative are central bank assessments of macroeconomic risks? Malte Knüppel ; Guido Schultefrankenfeld |
title_short | How informative are central bank assessments of macroeconomic risks? |
title_sort | how informative are central bank assessments of macroeconomic risks |
topic | Inflationsrate (DE-588)4120485-2 gnd Informationswert (DE-588)4123429-7 gnd Notenbank (DE-588)4042669-5 gnd Prognoseverfahren (DE-588)4358095-6 gnd |
topic_facet | Inflationsrate Informationswert Notenbank Prognoseverfahren Großbritannien Schweden |
url | http://hdl.handle.net/10419/47887 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024143753&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV017594637 |
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