FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2022189875> ?p ?o ?g. }

• W2022189875 endingPage "1065" @default.
• W2022189875 startingPage "1058" @default.
• W2022189875 abstract "It is commonly accepted that information is helpful if it can be exploited to improve a decision making process. In economics, decisions are often based on forecasts of the upward or downward movements of the variable of interest. We point out that directional forecasts can provide a useful framework for assessing the economic forecast value when loss functions (or success measures) are properly formulated to account for the realized signs and realized magnitudes of directional movements. We discuss a general approach to (directional) forecast evaluation which is based on the loss function proposed by Granger, Pesaran and Skouras. It is simple to implement and provides an economically interpretable loss/success functional framework. We show that, in addition, this loss function is more robust to outlying forecasts than traditional loss functions. As such, the measure of the directional forecast value is a readily available complement to the commonly used squared error loss criterion." @default.
• W2022189875 created "2016-06-24" @default.
• W2022189875 creator A5000563855 @default.
• W2022189875 creator A5083613234 @default.
• W2022189875 date "2011-10-01" @default.
• W2022189875 modified "2023-10-18" @default.
• W2022189875 title "On economic evaluation of directional forecasts" @default.
• W2022189875 cites W111282056 @default.
• W2022189875 cites W1981037056 @default.
• W2022189875 cites W1982553743 @default.
• W2022189875 cites W1994980679 @default.
• W2022189875 cites W2016210396 @default.
• W2022189875 cites W2021862238 @default.
• W2022189875 cites W2024559312 @default.
• W2022189875 cites W2032927332 @default.
• W2022189875 cites W2040503026 @default.
• W2022189875 cites W2046388213 @default.
• W2022189875 cites W2055808879 @default.
• W2022189875 cites W2135791301 @default.
• W2022189875 cites W2137018331 @default.
• W2022189875 cites W2142638246 @default.
• W2022189875 cites W3121429101 @default.
• W2022189875 cites W3122598275 @default.
• W2022189875 cites W4243840727 @default.
• W2022189875 cites W4251363364 @default.
• W2022189875 cites W4256425349 @default.
• W2022189875 doi "https://doi.org/10.1016/j.ijforecast.2010.07.002" @default.
• W2022189875 hasPublicationYear "2011" @default.
• W2022189875 type Work @default.
• W2022189875 sameAs 2022189875 @default.
• W2022189875 citedByCount "40" @default.
• W2022189875 countsByYear W20221898752012 @default.
• W2022189875 countsByYear W20221898752013 @default.
• W2022189875 countsByYear W20221898752014 @default.
• W2022189875 countsByYear W20221898752015 @default.
• W2022189875 countsByYear W20221898752016 @default.
• W2022189875 countsByYear W20221898752017 @default.
• W2022189875 countsByYear W20221898752018 @default.
• W2022189875 countsByYear W20221898752019 @default.
• W2022189875 countsByYear W20221898752020 @default.
• W2022189875 countsByYear W20221898752021 @default.
• W2022189875 countsByYear W20221898752022 @default.
• W2022189875 countsByYear W20221898752023 @default.
• W2022189875 crossrefType "journal-article" @default.
• W2022189875 hasAuthorship W2022189875A5000563855 @default.
• W2022189875 hasAuthorship W2022189875A5083613234 @default.
• W2022189875 hasBestOaLocation W20221898752 @default.
• W2022189875 hasConcept C104317684 @default.
• W2022189875 hasConcept C105795698 @default.
• W2022189875 hasConcept C111919701 @default.
• W2022189875 hasConcept C112313634 @default.
• W2022189875 hasConcept C126255220 @default.
• W2022189875 hasConcept C127716648 @default.
• W2022189875 hasConcept C134306372 @default.
• W2022189875 hasConcept C14036430 @default.
• W2022189875 hasConcept C149782125 @default.
• W2022189875 hasConcept C162324750 @default.
• W2022189875 hasConcept C174303752 @default.
• W2022189875 hasConcept C182365436 @default.
• W2022189875 hasConcept C185592680 @default.
• W2022189875 hasConcept C188082640 @default.
• W2022189875 hasConcept C2524010 @default.
• W2022189875 hasConcept C2776291640 @default.
• W2022189875 hasConcept C28719098 @default.
• W2022189875 hasConcept C33923547 @default.
• W2022189875 hasConcept C41008148 @default.
• W2022189875 hasConcept C55493867 @default.
• W2022189875 hasConcept C78458016 @default.
• W2022189875 hasConcept C86803240 @default.
• W2022189875 hasConcept C98045186 @default.
• W2022189875 hasConceptScore W2022189875C104317684 @default.
• W2022189875 hasConceptScore W2022189875C105795698 @default.
• W2022189875 hasConceptScore W2022189875C111919701 @default.
• W2022189875 hasConceptScore W2022189875C112313634 @default.
• W2022189875 hasConceptScore W2022189875C126255220 @default.
• W2022189875 hasConceptScore W2022189875C127716648 @default.
• W2022189875 hasConceptScore W2022189875C134306372 @default.
• W2022189875 hasConceptScore W2022189875C14036430 @default.
• W2022189875 hasConceptScore W2022189875C149782125 @default.
• W2022189875 hasConceptScore W2022189875C162324750 @default.
• W2022189875 hasConceptScore W2022189875C174303752 @default.
• W2022189875 hasConceptScore W2022189875C182365436 @default.
• W2022189875 hasConceptScore W2022189875C185592680 @default.
• W2022189875 hasConceptScore W2022189875C188082640 @default.
• W2022189875 hasConceptScore W2022189875C2524010 @default.
• W2022189875 hasConceptScore W2022189875C2776291640 @default.
• W2022189875 hasConceptScore W2022189875C28719098 @default.
• W2022189875 hasConceptScore W2022189875C33923547 @default.
• W2022189875 hasConceptScore W2022189875C41008148 @default.
• W2022189875 hasConceptScore W2022189875C55493867 @default.
• W2022189875 hasConceptScore W2022189875C78458016 @default.
• W2022189875 hasConceptScore W2022189875C86803240 @default.
• W2022189875 hasConceptScore W2022189875C98045186 @default.
• W2022189875 hasIssue "4" @default.
• W2022189875 hasLocation W20221898751 @default.
• W2022189875 hasLocation W20221898752 @default.
• W2022189875 hasLocation W20221898753 @default.
• W2022189875 hasOpenAccess W2022189875 @default.

• next