Estimates of Uncertainty around the RBA's Forecasts

Preprint OPEN
Peter Tulip; Stephanie Wallace;
  • Subject: forecast errors; confidence intervals
    • jel: jel:E17 | jel:E27 | jel:E37

We use past forecast errors to construct confidence intervals and other estimates of uncertainty around the Reserve Bank of Australia's forecasts of key macroeconomic variables. Our estimates suggest that uncertainty about forecasts is high. We find that the RBA's forec... View more
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