Forecast uncertainty in economic modeling
By: Neil R. Ericsson.
Series: International finance discussion papers ;; no. 697; International finance discussion papers (Online) ;; no. 697.
Publisher: Federal Reserve Board
Published: 2001
Place of publication: Washington, D.C
Language: eng
Format: Electronic resource
Description: "This paper provides an introduction to forecast uncertainty in empirical economic modeling.  Forecast uncertainty is defined, various measures of forecast uncertainty are examined, and some sources and consequences of forecast uncertainty are analyzed.  Empirical illustrations with the U.S. trade balance, U.K. inflation and real national income, and the U.S./U.K. exchange rate help clarify the issues involved"--Federal Reserve Board web site.
Notes: Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 10/22/2004.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.