A Simple Forecasting Accuracy Criterion Under Rational Expectations : Evidence From the World Economic Outlook and Time Series Models /

A Simple Forecasting Accuracy Criterion Under Rational Expectations : Evidence From the World Economic Outlook and Time Series Models /

A simple criterion based on the properties of the forecast error is presented to evaluate the accuracy of forecasts. The efficiency conditions of an optimization problem are used to show that under rational expectations the standard statistical conditions are necessary, but not sufficient to ensure...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Barrionuevo, Jose
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 1992.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 1992/048
ऑनलाइन पहुंच:	Full text available on IMF

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