Handbook of Economic Forecasting

Index

A

Absolute evaluation methods

correct coverage test, 979

correct specification test, 977–978

quantile regression based tests, 981

Accounting identities

co-integration approach, 388

interest rate forecasting, 389

predictable excess returns, 399

Accuracy evaluation

AR-DFMS model, 182, 185, 188

DSGE model, 76, 80, 84

equal finite-sample (inflation), 10

finite–sample inference, 1126, 1135

forecasters, 696, 698, 702

forecasting models, 401

model-based forecasting, 272, 277, 297, 305

multiple forecasts, 1148, 1180

nested models, 1132

non-nested model, 1132

oil price, 428, 448, 461, 467

overlapping models, 1135

prediction markets, 669

Active portfolios, 735, 737

Additive models, 987–988

Ad-hoc estimation methods

instabilities forecasting, 1228 ...