Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis

DOI10.1080/02664763.2019.1652253OpenAlexW2967665900MaRDI QIDQ5037050

Marian Risse, Christoph Behrens, Christian Pierdzioch

Publication date: 25 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2019.1652253

zbMATH Keywords

regression treesBayesian modelingforecast efficiency

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

A bootstrap-based efficiency test of growth and inflation forecasts for Germany

Uses Software

• R
• randomForest
• bartMachine
• ElemStatLearn
• BART-BMA
• BartPy

Cites Work

• Unnamed Item
• BART: Bayesian additive regression trees
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• Bayesian additive regression trees using Bayesian model averaging
• Testing Forecast Optimality Under Unknown Loss
• A test of the joint efficiency of macroeconomic forecasts using multivariate random forests
• The Rationality and Efficiency of Individuals' Forecasts

This page was built for publication: Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis