Publication Type

Journal Article

Publication Date

7-2000

Abstract

A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerning the production, presentation, and evaluation of density forecasts are discussed.

Keywords

Density forecasts, economic forecasts, financial forecasts, probability distributions, forecast evaluation

Discipline

Econometrics | Economics

Research Areas

Econometrics

Publication

Journal of Forecasting

Volume

19

Issue

4

First Page

235

Last Page

254

ISSN

0277-6693

Identifier

10.1002/1099-131X(200007)19:4<235::AID-FOR772>3.0.CO;2-L

Publisher

Wiley

Copyright Owner and License

Authors

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

Additional URL

http://doi.org/10.1002/1099-131X(200007)19:4<235::AID-FOR772>3.0.CO;2-L

Included in

Econometrics Commons

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