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.

Detalles: 30 de mayo de 2025 a las 12:00 m.d. Costa Rica