Fan charts 2.0: flexible forecast distributions with expert judgement
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More about this item
Keywords
at-risk; conditional forecasting; density forecast evaluation; house prices; quantile regression;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-12-20 (Econometrics)
- NEP-EEC-2021-12-20 (European Economics)
- NEP-FOR-2021-12-20 (Forecasting)
- NEP-MAC-2021-12-20 (Macroeconomics)
- NEP-MON-2021-12-20 (Monetary Economics)
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