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31.
Central Banks regularly make forecasts, such as the Fed’s Greenbook forecast, that are conditioned on hypothetical paths for the policy interest rate. While there are good public policy reasons to evaluate the quality of such forecasts, up until now, the most common approach has been to ignore their conditional nature and apply standard forecast efficiency tests. In this paper we derive tests for the efficiency of conditional forecasts. Intuitively, these tests involve implicit estimates of the degree to which the conditioning path is counterfactual and the magnitude of the policy feedback over the forecast horizon. We apply the tests to the Greenbook forecast and the Bank of England’s inflation report forecast, finding some evidence of forecast inefficiency. Nonetheless, we argue that the conditional nature of the forecasts made by central banks represents a substantial impediment to the analysis of their quality—stronger assumptions are needed and forecast inefficiency may go undetected for longer than would be the case if central banks were instead to report unconditional forecasts. 相似文献
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This paper reports the results of a study which investigates the market for professional services in Indonesia, a country which has not been investigated in the by audit fee literature prior. A well‐developed research model used in the prior literature has also been applied in this study, and the empirical findings suggest broad similarities in the pricing of professional services in Indonesia and other countries previously studied. In addition to extending the results of prior research to a country not previously studied, this paper examines whether the large auditors fee premium documented in other countries exists in Indonesia, especially after the major Asian financial crisis of 1997/98, since then almost all companies in this geographical area exercise tight budget controls. The results suggest that no audit fee premium is accrued to Indonesian Big 5 auditors, in contrast to the large audit firm fee premium documented in many other countries. 相似文献
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本文通过研究驻地网分配的IPv6可聚合全球单播地址,对其16位SLA ID和64位接口ID进行合理划分,提出一种基于用户分类的可聚类性IPv6地址分配方案.该方案较好的满足了IPv6路由要求,同时为IPv6网络的用户管理提供了便捷. 相似文献
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文章从预防的角度分析了长短嘴棒产生的原因,叙述了针对PM5机型进行长短预防的一些思路,并详细地分析了解决措施的可行性。 相似文献
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《International Journal of Forecasting》2022,38(4):1555-1561
Machine learning (ML) methods are gaining popularity in the forecasting field, as they have shown strong empirical performance in the recent M4 and M5 competitions, as well as in several Kaggle competitions. However, understanding why and how these methods work well for forecasting is still at a very early stage, partly due to their complexity. In this paper, I present a framework for regression-based ML that provides researchers with a common language and abstraction to aid in their study. To demonstrate the utility of the framework, I show how it can be used to map and compare ML methods used in the M5 Uncertainty competition. I then describe how the framework can be used together with ablation testing to systematically study their performance. Lastly, I use the framework to provide an overview of the solution space in regression-based ML forecasting, identifying areas for further research. 相似文献