Full-text resources of CEJSH and other databases are now available in the new Library of Science.
Visit https://bibliotekanauki.pl

Results found: 1

first rewind previous Page / 1 next fast forward last

Search results

Search:
in the keywords:  forecasts’ performance
help Sort By:

help Limit search:
first rewind previous Page / 1 next fast forward last
1
Content available remote

COMBINING THE INFLATION RATE FORECASTS PROVIDED BY THE SURVEY OF PROFESSIONAL FORECASTERS (SPF)

100%
Simionescu M.
Czech Journal of Social Sciences, Business and Economics
|
2014
|
vol. 3
|
issue 1
56-64
EN
In this study more alternative forecasts combinations were proposed in order to improve the performance of the predictions provided by the Survey of Professional Forecasters (SPF) on the horizon Q1:2000-Q4:2013. For the inflation rate forecasts provided by SPF there are several methods that substantial improved the performance: projection on the mean, the method based on principal components analysis and the least squares approach. The quite good accuracy of alternative combinations may determine persistent bias in the equal weighted forecast and a positive persistence.
first rewind previous Page / 1 next fast forward last
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.