We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Type
Sessional meetings: papers and abstracts of discussions
Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)
References
Artzner, P. (1999). Application of Coherent Risk Measures to Capital Requirements in Insurance. North American Actuarial Journal, 3(2), 11–25.Google Scholar
Basak, S., Shapiro, A. (1998). Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices. Wharton working paper.Google Scholar
Berkowitz, J. (2001). Testing Density Forecasts with Applications to Risk Management. Journal of Business and Economic Statistics, 19, 465–474.Google Scholar
Britton, E., Fisher, P., Whiteley, J. (1998). The Inflation Report projections: understanding the fan chart. Bank of England Quarterly Bulletin, February, 30–37.Google Scholar
Gibbons, J.F., Mylroie, S. (1973). Estimation of impurity profiles in ion-implanted amorphous targets using joined half-Gaussian distributions. Applied Physics Letters, 22, 568–569.Google Scholar
Mitchell, J., Hall, S.G. (2005). Evaluating, Comparing and Combining Density Forecasts using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation. Oxford Bulletin of Economics and Statistics, 67, 995–1033.Google Scholar
Orphanides, A., van Norden, S. (2005). The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time. Journal of Money, Credit and Banking, 37(3), 583–601.Google Scholar
Pouzilac, D., Weale, M., Young, G. (1996). The Performance of National Institute Economic Forecasts. National Institute Economic Review, 156, 55–62.Google Scholar
Smith, J., Wallis, K.F. (2009). A simple explanation of the forecast combination puzzle. Oxford Bulletin of Economics and Statistics, 71, 331–355.Google Scholar
Söderlind, P., Svensson, L.E.O. (1997). New Tehcniques to Extract Market Expectations from Financial Instruments. Journal of Monetary Economics, 40, 383–429.Google Scholar
Svensson, L.E.O. (1997a). Inflation-Forecast-Targeting: Implementing and Monitoring Inflation Targets. European Economic Review, 41(1), 111–146.Google Scholar
Svensson, L.E.O. (1997b). Inflation Targeting: Some Extensions. NBER Working Paper No. 5962.Google Scholar
Taylor, J.B. (1993). Discretion versus policy rules in practice. Carnegie-Rochester Conference Series on Public Policy, 39, 195–214.Google Scholar
Teichroew, D. (1957). The Mixture of Normal Distributions with Different Variances. Annals of Mathematical Statistics, 28, 510–512.Google Scholar
Wallis, K.F. (1999). Asymmetric density forecasts and the Bank of England's fan chart. National Institute Economic Review, 167, 106–112.Google Scholar
Wallis, K.F. (2005). Combining Density and Interval Forecasts: a Modest Proposal. Oxford Bulletin of Economics and Statistics, 67, 983–994.Google Scholar
Weale, M., Blake, A., Christodoulakis, N., Meade, J., Vines, D. (1989). Macroeconomic Policy: Inflation, Wealth and the Exchange Rate. Allen and Unwin, London.Google Scholar