一种简单的方法,用于共同评估多个变量的方向预测技能
Thitithep Sitthiyot1, Kanyarat Holasut2
1Department of Banking and Finance, Faculty of Commerce and Accountancy, Chulalongkorn University, Mahitaladhibesra Bld., 10th Fl., Phayathai Rd., Pathumwan, Bangkok, 10330, Thailand.
本研究引入了一种新的方法来评估宏观经济变量如GDP增长和通货膨胀的预测技能. 泰国组织表现出一些技巧,但在更窄的预测频段下,准确性显著下降.
科学领域:
- 经济学 经济学 经济学
- 计量经济学 计量经济学
- 预测分析预测分析
背景情况:
- 宏观经济预测对于政策决策至关重要,通常是共同制作的.
- 评估制定这些预测的组织的技能对于了解其可靠性至关重要.
研究的目的:
- 引入一种新的,简单的方法,用于在多个宏观经济变量中共同评估方向预测技能.
- 评估泰国主要经济机构对GDP增长和通货膨胀的预测准确度.
主要方法:
- 开发一种新的统计方法,共同评估定向预测准确度.
- 该方法应用于三家泰国组织 (2001-2021) 的GDP增长和通货膨胀预测数据.
- 在不同宽容范围下对预测准确度进行比较 (没有范围, ±1标准偏差, ±0.5%的预测).
主要成果:
- 被评估的组织在预测GDP增长方向和通货膨胀变化的方面表现出一定技能,没有宽容区间或 ±1标准偏差区间.
- 当预测结果的±0.5%的更窄范围被应用时,预测技能会大幅下降.
- 在最严格的频段下,预测准确度仅略高于随机机会.
结论:
- 开发的方法为评估联合预测技能提供了一种实际方法.
- 泰国经济预测机构在更广泛的条件下预测宏观经济方向方面表现出适度的技能.
- 经济预测所需的准确性对机构可衡量的技能产生重大影响.
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