Expositor:
Kerry
Loaiza Marín, candidato a Ph.D. en Economía, Indiana University.
Resumen del coloquio:
We propose a method to improve a given point
forecast with a given density forecast by estimating functional regressions. It
relies on functional principal components as an effective way to summarize and
exploit the predictive content of density forecasts. An application to
forecasting the U.S. quarterly GDP growth rate and CPI inflation rate shows
more than 30% improvement in the out-of-sample RMSE compared to the Survey of
Professional Forecasters' average forecast.
Modalidad:
Presencial, miniauditorio aula 244CE.
Transmisión en vivo, FBLive Escuela de Economía.
Únase a la reunión de Zoom
https://udecr.zoom.us/j/89587746816
ID de reunión: 895 8774 6816
Código de acceso: 958481
Detalles: 30 de mayo de 2025 a las 12:00
m.d. Costa Rica