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Evaluating the Reserve Bank’s forecasting performance
Conducts statistical tests on the full sample of the Reserve Bank’s economic forecasts, as well as on a 10-year rolling window. Considers a broad measure of performance across four distinct periods, and presents a qualitative assessment of relative forecasting performance over the COVID-19 pandemic...
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Published in: | Reserve Bank of New Zealand Bulletin 2022-12, Vol.85 (4), p.I-33 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Online Access: | Get full text |
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Summary: | Conducts statistical tests on the full sample of the Reserve Bank’s economic forecasts, as well as on a 10-year rolling window. Considers a broad measure of performance across four distinct periods, and presents a qualitative assessment of relative forecasting performance over the COVID-19 pandemic period. Source: National Library of New Zealand Te Puna Matauranga o Aotearoa, licensed by the Department of Internal Affairs for re-use under the Creative Commons Attribution 3.0 New Zealand Licence. |
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ISSN: | 1174-7943 1177-8644 1177-8644 |