| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5106339 | International Journal of Forecasting | 2017 | 6 Pages |
Abstract
This paper resolves differences in results and interpretation between Ericsson's (2017) and Gamber and Liebner's (2017) assessments of forecasts of U.S. gross federal debt. As Gamber and Liebner (2017) discuss, heteroscedasticity could explain the empirical results in Ericsson (2017). However, the combined evidence in Ericsson (2017) and Gamber and Liebner (2017) supports the interpretation that these forecasts have significant time-varying biases. Both Ericsson (2017) and Gamber and Liebner (2017) advocate using impulse indicator saturation in empirical modeling.
Keywords
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Authors
Neil R. Ericsson,