| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5059722 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠A new measure (and test) of forecast quality (viz. versatility) is introduced. ⺠The proposed testing framework avoids distributional assumptions. ⺠The quality of forecasts covering a set of US economic variables is examined. ⺠Forecasts based on a real-time measure of current economic activity are versatile.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Nicholas Taylor,