-
The Measurement and Characteristics of Professional Forecasters' Uncertainty ...
Several statistical issues that arise in the construction and interpretation of measures of uncertainty from forecast surveys that include probability questions are considered,... -
Bayesian VARs: Specification Choices and Forecast Accuracy (replication data)
In this paper we discuss how the point and density forecasting performance of Bayesian vector autoregressions (BVARs) is affected by a number of specification choices. We adopt...
