Evaluating forecast performance with state dependence

authors

• Sekhposyan, Tatevik

published proceedings

• Journal of Econometrics

altmetric score

• 2.6

author list (cited authors)

• Odendahl, F., Rossi, B., & Sekhposyan, T.

citation count

• 0

complete list of authors

• Odendahl, Florens||Rossi, Barbara||Sekhposyan, Tatevik

publication date

• January 2022

publisher

• Elsevier  Publisher

published in

• Journal of Econometrics  Journal

keywords

• Forecast Evaluation
• Pockets Of Predictability
• State Dependence

Digital Object Identifier (DOI)

• 10.1016/j.jeconom.2021.07.015

start page

• 105220

end page

• 105220

volume

• 237

issue

• 2

URL

• http://dx.doi.org/10.1016/j.jeconom.2021.07.015