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Measuring GDP Forecast Uncertainty Using Quantile Regressions

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Organisation for Economic Co-operation and Development2026-04-11 收录
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https://www.oecd.org/en/publications/measuring-gdp-forecast-uncertainty-using-quantile-regressions_5k95xd76jvvg-en.html
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Uncertainty is inherent to forecasting and assessing the uncertainty surrounding a point forecast is as important as the forecast itself. Following Cornec (2010), a method to assess the uncertainty around the indicator models used at OECD to forecast GDP growth of the six largest member countries is developed, using quantile regressions to...
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