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Economic statistics

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Rhode Island Current Conditions Index -- July 2004, Leonard Lardaro Jul 2004

Rhode Island Current Conditions Index -- July 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- June 2004, Leonard Lardaro Jun 2004

Rhode Island Current Conditions Index -- June 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- May 2004, Leonard Lardaro May 2004

Rhode Island Current Conditions Index -- May 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- April 2004, Leonard Lardaro Apr 2004

Rhode Island Current Conditions Index -- April 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- March 2004, Leonard Lardaro Mar 2004

Rhode Island Current Conditions Index -- March 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- February 2004, Leonard Lardaro Feb 2004

Rhode Island Current Conditions Index -- February 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- January 2004, Leonard Lardaro Jan 2004

Rhode Island Current Conditions Index -- January 2004, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- December 2003, Leonard Lardaro Dec 2003

Rhode Island Current Conditions Index -- December 2003, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Rhode Island Current Conditions Index -- November 2003, Leonard Lardaro Nov 2003

Rhode Island Current Conditions Index -- November 2003, Leonard Lardaro

The Rhode Island Current Conditions Index

No abstract provided.

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Evaluating Density Forecasts With Applications To Financial Risk Management, Francis X. Diebold, Todd A. Gunther, Anthony S. Tay Nov 1998

Evaluating Density Forecasts With Applications To Financial Risk Management, Francis X. Diebold, Todd A. Gunther, Anthony S. Tay

Research Collection School Of Economics

We propose methods for evaluating density forecasts. We focus primarily on methods that are applicable regardless of the particular user’s loss function. We illustrate the methods with a detailed simulation example, and then we present an application to density forecasting of daily stock market returns. We discuss extensions for improving suboptimal density forecasts, multi-step-ahead density forecast evaluation, multivariate density forecast evaluation, monitoring for structural change and its relationship to density forecasting, and density forecast evaluation with known loss function.

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