出版社:Urad za Makroekonomske Analize in Razvoj (UMAR) / Institute of Macroeconomic Analysis and Development (IMAD)
摘要:In this paper we analyze the forecast performance of macroeconomic variables for six institutions, which regularly
publish the forecasts for Slovenia. The analysis is focused on the quality of forecast of real and nominal GDP growth
and average growth rate of inflation for the period 1997 to 2009. The results are mixed and do not point at one
most reliable forecast. The tests also reviled that the forecast models might have structural difficulties. Overall we
can conclude, that there is a lot of room for further development of forecast models. The results also indicate, that
the developers of forecast models placed greater emphasis to small overall forecast error of the models and less to
the accuracy in the direction. For efficient economic policy however, the last property is of great importance.
关键词:forecast of macroeconomic variables, economic policy, measures of predictive accuracy