Time scale evaluation of economic forecasts

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 3
Pages: 279-281

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A maximal overlap discrete wavelet transform is used to obtain time scale decompositions of economic forecasts and their errors. The generated time scale components can be used in loss measures and tests for comparing forecast accuracy to evaluate whether the forecasts accurately capture the cyclical features of the data.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:3:p:279-281
Journal Field
General
Author Count
1
Added to Database
2026-01-26