Multivariate asymmetric loss functions of the European Central Bank
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DOI: 10.1080/13504851.2020.1795067
Abstract: ABSTRACT This study investigates asymmetric loss functions in the forecasts of real output growth and inflation published by the European Central Bank (ECB). In contrast to previous studies that examined each variable independently, this study… read more here.
Keywords: asymmetric loss; central bank; multivariate asymmetric; loss functions ... See more keywords