CORDIS Project
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This project focuses on improving forecasting methods in economics and statistics by developing robust techniques for assessing forecast optimality, evaluating density forecasts, and understanding the effectiveness of forecast tests. It aims to enhance model performance by identifying and addressing model misspecificat…
Forecasting is a fundamental tool in Economics, Statistics, Business and other sciences.
Judging whether forecasts are good and robust is of great importance since forecasts are used everyday to guide policymakers' and practitioners' decisions.
The proposal aims at addressing four important issues that researchers encounter in practice.A first issue is how to assess whether forecasts are optimal in the presence of instabilities.
Optimality is an important property of models’ forecasts: if foreca…
UNIVERSIDAD POMPEU FABRA
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