我们能提高经济预测的感知质量吗?

Can we improve the perceived quality of economic forecasts?

Journal of Applied Econometrics · 1996
被引 24
人大 AABS 3

中文导读

讨论了如何改进经济预测的质量或至少是呈现方式,包括使用50%不确定性区间、注意预测者偶尔同向错误、低估变化趋势、未充分利用预期和近期数据等,对预测者和使用者有参考价值。

Abstract

A number of topics are discussed concerning how economic forecasts can be improved in quality or at least in presentation. These include the following: using 50% uncertainty intervals rather than 95%; noting that even though forecasters use many different techniques, they are all occasionally incorrect in the same direction; that there is a tendency to underestimate changes; that some expectations and recently available data are used insufficiently; lagged forecasts errors can help compensate for structural breaks; series that are more forecastable could be emphasized and that present methods of evaluating forecasts do not capture the useful properties of some methods compared to alternatives.

经济预测质量预测不确定性预测评估方法预测改进策略