On forecast evaluation
Borradores de Economía; No. 825
Date published
2014-06-06Date of last update
2014-06-06Document language
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast
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https://repositorio.banrep.gov.co/handle/20.500.12134/6112https://hdl.handle.net/20.500.12134/6112
https://doi.org/10.32468/be.825
https://ideas.repec.org/p/bdr/borrec/825.html
https://ideas.repec.org/p/col/000094/011604.html
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