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Browsing Working Papers CREI (Centre de Recerca en Economia Internacional) by Subject "Moment-based tests"

Browsing Working Papers CREI (Centre de Recerca en Economia Internacional) by Subject "Moment-based tests"

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  • Odendahl, Florens; Rossi, Barbara, 1971-; Sekhposyan, Tatevik (2021-07-18)
    We propose a novel forecast evaluation methodology to assess models’ absolute and relative forecasting performance when it is a state-dependent function of economic variables. In our framework, the forecasting performance, ...

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