Assessing Forecast Uncertainty : An Information Bayesian Approach

Assessing Forecast Uncertainty : An Information Bayesian Approach

Regardless of the field, forecasts are widely used and yet assessments of the embedded uncertainty—the magnitude of the downside and upside risks of the prediction itself—are often missing. Particularly in policy-making and investment, accounting f...

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Bibliographic Details
Main Author: Mendez-Ramos, Fabian
Format: Working Paper
Language:English
en_US
Published: World Bank, Washington, DC 2017
Subjects:
BAYESIAN ENTROPY
DENSITY FORECASTS
SCORING RULES
CONTINUOUS RANKED PROBABILITY SCORE
ECONOMIC GROWTH
VOLATILITY
RISKS
VARIANCE
SKEWNESS
DECOMPOSITION
UNCERTAINTY
Online Access:http://documents.worldbank.org/curated/en/802551502718519493/Assessing-forecast-uncertainty-an-information-Bayesian-approach
http://hdl.handle.net/10986/27972

Internet

http://documents.worldbank.org/curated/en/802551502718519493/Assessing-forecast-uncertainty-an-information-Bayesian-approach
http://hdl.handle.net/10986/27972

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