Article ID: | iaor20112069 |
Volume: | 27 |
Issue: | 2 |
Start Page Number: | 379 |
End Page Number: | 393 |
Publication Date: | Apr 2011 |
Journal: | International Journal of Forecasting |
Authors: | Smith Jeremy, Boero Gianna, Wallis Kenneth F |
Keywords: | economics |
This article provides a practical evaluation of some leading density forecast scoring rules in the context of forecast surveys. We analyse the density forecasts of UK inflation obtained from the Bank of England’s Survey of External Forecasters, considering both the survey average forecasts published in the Bank’s quarterly