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1 - 10 van 24 voor forecast errors
Microsoft Word - rapport visitatiecie 2010.doc
... other (inter)national organisations. like a number of other institutions, cpb has experienced large forecast errors in the context of the financial and economic crisis. while this phenomenon is widespread ... analyst) are worthwhile. like a number of other institutions, cpb has experienced large forecast errors in the context of the financial and economic crisis. while this phenomenon is widespread ...
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Microsoft Word - cpbdoc106
... bank (dnb), abn-amro, ing, nib capital bank, rabobank and consensus forecasts. key words accuracy, forecast errors, short-term forecasts 4 5 inhoud ten geleide 7 samenvatting 9 1 inleiding 13 2 ...
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fiscal prefunding response demographic uncertainty pdf
... on stochastic projections of the population development in the netherlands that mimic demographic forecast errors. part 6 then uses these simulations to determine the welfare consequences of demographic ... the paper will be compared. a simulation has been calculated using a point forecast of demographic developments in the netherlands. the baseline population projection presented here deviates ...
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Onderzoeksmemorandum (set-up) [PFP#301156075]
... forecast uncertainty (don, 1994), i compared standard errors from observed forecast errors with standard errors computed from a monte carlo exercise. both approaches led to highly similar numbers for the standard errors ...
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Microsoft Word - discussion61.doc
... errors by individual health plans and thus may enhance financial stability. for 2002, however, both the government and the insurers association, produced substantial forecast errors. these errors not only have reinforced the underwriting cycle but health plans may also have anticipated on possible forecast errors by charging higher ...
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Microsoft Word - don.doc
... decides on the model relations (including additional restrictions or supplementary analyses) and determines the forecast for all other relevant variables, including the target values (conditional on the instrument ... if only because in policy analysis we have no equivalent of ex post measured forecast errors. several practical problems were mentioned in section 3.3 above. graafland (2003) suggests ...
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impact demographic uncertainty public finances netherlands pdf
... immigration.1 the values of parameters are chosen such that the model mimics historical forecast errors made in population predictions. fertility, mortality and net immigration are modelled as independent from ... uncertainty according to the standard deviations of the rate distributions. taking into account the forecast errors that the pep program mimics, some doubt is cast on whether the population ...
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Microsoft Word - memo119.doc
... based on past forecast errors drawn from an appropriate historical sample. the institute calculates the root mean square error of the forecast from past forecast errors. assuming that the forecast errors are normally ... that past forecast errors do not always provide the best description of the risks to the current forecast niesr discusses and quantifies the risks to the current forecast. by means ...
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memo241.pdf
... , which has a unit root. it appears that the trend stationary model implies nonstationary forecast intervals, once parameter uncertainty is taken into account. furthermore, both models are statistically equivalent, ... as equity in the long run. campbell and viceira do not present standard errors of multiperiod return forecast errors, so that it is difficult to judge the reliability of the model ...
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Microsoft Word - discussion55.doc
... examines the accuracy of its forecasts and the reasons for any forecast errors on a regular basis. see e.g. don (1994) and kranendonk ... when the volume of private consumption was relatively easy to forecast. not least owing to the higher standard of living, consumption ... illustrated by the debate on the first claims memorandum context the forecast for tax revenues, and hence for economic growth, was of ...
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