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Activity Number:
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92
- Time Series and Finance
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Type:
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Contributed
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Date/Time:
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Monday, August 9, 2021 : 10:00 AM to 11:50 AM
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Sponsor:
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Business and Economic Statistics Section
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Abstract #318487
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Title:
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Directional Accuracy of MMS Survey of Inflation-Output Forecasts: A ROC Analysis
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Author(s):
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yasemin ulu*
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Companies:
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SVSU
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Keywords:
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ROC curves;
directional forecast accuracy;
MMS survey;
inflation, Output forecast
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Abstract:
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We study the directional forecast accuracy of inflation, output forecasts from Money Market Survey (MMS) for USA using a ROC Analysis. We find that the forecasts of MMS are useful and contain information with respect to directional changes of inflation and output.
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Authors who are presenting talks have a * after their name.
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