Evaluating forecast uncertainty

National Institute Economic Review

Volumn 201, Issue 1, 2007, Pages 55-60

  Barrell, Ray ^a   Khoman, Ehsan ^a   Kirby, Simon ^a  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 43449124829     PISSN: 00279501     EISSN: 17413036     Source Type: Journal    
DOI: 10.1177/0027950107083049     Document Type: Article

References (7)

1. Barrell, R. (2003), 'Monetary and fiscal frameworks in Europe - assessing and choosing monetary and fiscal policy rules', Submissions on EMU from leading academics, HM Treasury EMU Assessment Exercise, June, pp. 3-14
2. Barrell, R., Kirby, S. and Metz, R. (2005), 'Forecast comparisons', National Institute Economic Review, 193, pp. 70-4
3. Barrell, R. and Metz, R. (2006), 'An assessment of NIESR forecast accuracy: US and Euro Area GDP and inflation', National Institute Economic Review, April, pp. 36-9
4. Clements, M.P. and Hendry, D.H. (1998), Forecasting Economic Time Series, Cambridge, Cambridge University Press
5. Diebold, F.X. and Mariano, R.S. (1995), 'Comparing predictive ccuracy', Journal of Business and Economic Statistics 13 (3), pp. 253-263
6. Harvey, D., Leybourne, S. and Newbold, P. (1997), 'Testing the equality of prediction mean squared errors', International journal of Forecasting, 13 (2), pp. 281-91
7. Pain, N., Riley, R. and Weale, M. (2001), 'The performance of Natinal Institutte economic forecasts', National Institute Economic Review, 156, pp. 55-62.