Non‑Parametric Stochastic Simulations to Investigate Uncertainty around the OECD Indicator Model Forecasts
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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The forecasting uncertainty around point macroeconomic forecasts is usually measured by the historical performance of the forecasting model, using measures such as root mean squared forecasting errors (RMSE). This measure, however, has the major drawback that it is constant over time and hence does not convey any information on the specific source...



