Assessing Forecast Uncertainty: An Information Bayesian Approach
The Bayesian entropy technique is benchmarked with naive-generated density forecasts that utilize information from historical forecast errors. The results show that the Bayesian density forecasts outperform the naive-generated benchmark predictions, illustrating the value added of the introduced met...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C
The World Bank
2017
|
| Series: | World Bank E-Library Archive
|
| Online Access: | Volltext |
| Summary: | The Bayesian entropy technique is benchmarked with naive-generated density forecasts that utilize information from historical forecast errors. The results show that the Bayesian density forecasts outperform the naive-generated benchmark predictions, illustrating the value added of the introduced methodology |
| Physical Description: | 1 Online-Ressource (39 p) |
| DOI: | 10.1596/1813-9450-8165 |
Staff View
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| indexdate | 2025-02-20T07:19:40Z |
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| spellingShingle | Mendez-Ramos, Fabian Assessing Forecast Uncertainty An Information Bayesian Approach |
| title | Assessing Forecast Uncertainty An Information Bayesian Approach |
| title_auth | Assessing Forecast Uncertainty An Information Bayesian Approach |
| title_exact_search | Assessing Forecast Uncertainty An Information Bayesian Approach |
| title_exact_search_txtP | Assessing Forecast Uncertainty An Information Bayesian Approach |
| title_full | Assessing Forecast Uncertainty An Information Bayesian Approach Fabian Mendez-Ramos |
| title_fullStr | Assessing Forecast Uncertainty An Information Bayesian Approach Fabian Mendez-Ramos |
| title_full_unstemmed | Assessing Forecast Uncertainty An Information Bayesian Approach Fabian Mendez-Ramos |
| title_short | Assessing Forecast Uncertainty |
| title_sort | assessing forecast uncertainty an information bayesian approach |
| title_sub | An Information Bayesian Approach |
| url | https://doi.org/10.1596/1813-9450-8165 |
| work_keys_str_mv | AT mendezramosfabian assessingforecastuncertaintyaninformationbayesianapproach |