Browsing Working Papers by Author "JORDÀ, Òscar"
Title:Empirical simultaneous prediction regions for path-forecasts Author(s):JORDÀ, Òscar; KNUEPPEL, Malte; MARCELLINO, MassimilianoDate:2012Type of Publication:Working PaperSeries/Report no.:Federal Reserve Bank of San Francisco Working Paper; 2012/05
Title:Empirical Simultaneous Confidence Regions for Path-Forecasts Author(s):JORDÀ, Òscar; KNÜPPEL, Malte; MARCELLINO, MassimilianoDate:2010Type of Publication:Working PaperSeries/Report no.:EUI ECO; 2010/18Abstract:Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. ...
Title:Path Forecast Evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type of Publication:Working PaperSeries/Report no.:EUI ECO; 2008/34Abstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...