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dc.contributor.authorKnüppel, Malteen
dc.contributor.authorTödter, Karl-Heinzen
dc.date.accessioned2009-01-28T16:02:07Z-
dc.date.available2009-01-28T16:02:07Z-
dc.date.issued2007-
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
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 1 |x2007,25en
dc.subject.jelE37en
dc.subject.jelC53en
dc.subject.jelC14en
dc.subject.ddc330en
dc.subject.keywordMacroeconomic forecastsen
dc.subject.keywordstochastic forecast intervalsen
dc.subject.keywordrisken
dc.subject.keyworduncertaintyen
dc.subject.keywordasymmetrically weighted normal distributionen
dc.subject.keywordasymmetric bootstrapen
dc.subject.stwKonjunkturprognoseen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwRisikoen
dc.subject.stwBootstrap-Verfahrenen
dc.subject.stwTheorieen
dc.subject.stwDeutschlanden
dc.titleQuantifying risk and uncertainty in macroeconomic forecasts-
dc.typeWorking Paperen
dc.identifier.ppn546267807en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp1:6341en

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