论文标题
经济固定活动预测的预测间隔
Prediction intervals for economic fixed-event forecasts
论文作者
论文摘要
固定事件预测设置在经济政策中很常见。它涉及相同（“固定”）预测的一系列预测，因此预测问题的难度会随着时间的流逝而减少。固定点预测通常在不确定性的不确定性衡量的情况下发布。为了构建这样的措施，我们考虑针对固定事实案例量身定制的预测后处理技术。我们开发的回归方法施加了由当前问题激发的约束，并使用这些方法来构建德国和美国的国内生产总值（GDP）增长的预测间隔。
The fixed-event forecasting setup is common in economic policy. It involves a sequence of forecasts of the same (`fixed') predictand, so that the difficulty of the forecasting problem decreases over time. Fixed-event point forecasts are typically published without a quantitative measure of uncertainty. To construct such a measure, we consider forecast postprocessing techniques tailored to the fixed-event case. We develop regression methods that impose constraints motivated by the problem at hand, and use these methods to construct prediction intervals for gross domestic product (GDP) growth in Germany and the US.
