Název: Economic research bulletin (2012, No.1)
Název části: Macroeconomic forecasting: methods, accuracy and coordination
Autoři: Česká národní banka
Typ dokumentu: Firemní tisk
ISSN: 1803-7089
Rok: 2012
Jazyk: eng
Abstrakt: The first article performs an empirical investigation of the accuracy of Czech quarterly GDP forecasts of various models which extract information from the available monthly indicators. The forecast performance of the eight models is compared mutually and with the historical near-term forecasts of the CNB’s staff. The second article assesses the practical usability of Bayesian fan charts for the purposes of CNB forecast evaluation and financial stability stress testing. The third article evaluates the accuracy of Consensus Economics forecasts by comparison with the alternative forecasts including those of international organisations. Furthermore, the impact of the recent crisis on forecast performance is investigated. The last article analyses the extent to which private analysts coordinate their forecasts with those produced by the Czech National Bank, and whether such coordination changes over time.
Klíčová slova: centrální banka cedulová; ekonomický výzkum; hrubý domácí produkt; makroekonomie; central bank of issue; central banks; Czech national bank; economic research; gross domestic product; macroeconomics; macroeconomy
Práva: Dílo je chráněno podle autorského zákona č. 121/2000 Sb.

Instituce: Česká národní banka (web)
Externí umístění souboru: http://www.cnb.cz/en/research/research_publications/erb/index.html

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-124092


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Ostatní > Česká národní banka
Firemní literatura > Firemní tisk