Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/19702
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dc.contributor.authorKnüppel, Malteen_US
dc.contributor.authorTödter, Karl-Heinzen_US
dc.date.accessioned2009-01-28T16:02:07Z-
dc.date.available2009-01-28T16:02:07Z-
dc.date.issued2007en_US
dc.identifier.urihttp://hdl.handle.net/10419/19702-
dc.description.abstractThis paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non-parametric procedures are developed. The former are based on a class of asymmetrically weighted normal distributions whereas the latter employ asymmetric bootstrap simulations. Both procedures are closely related. The bootstrap is applied to the structural macroeconometric model of the Bundesbank for Germany. Forecast intervals that integrate judgement on risk and uncertainty are obtained.en_US
dc.language.isoengen_US
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.-
dc.relation.ispartofseries|aDiscussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank |x2007,25en_US
dc.subject.jelE37en_US
dc.subject.jelC53en_US
dc.subject.jelC14en_US
dc.subject.ddc330en_US
dc.subject.keywordMacroeconomic forecastsen_US
dc.subject.keywordstochastic forecast intervalsen_US
dc.subject.keywordrisken_US
dc.subject.keyworduncertaintyen_US
dc.subject.keywordasymmetrically weighted normal distributionen_US
dc.subject.keywordasymmetric bootstrapen_US
dc.subject.stwKonjunkturprognoseen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwRisikoen_US
dc.subject.stwBootstrap-Verfahrenen_US
dc.subject.stwTheorieen_US
dc.subject.stwDeutschlanden_US
dc.titleQuantifying risk and uncertainty in macroeconomic forecastsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn546267807en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:bubdp1:6341-

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