arXiv subjects

Friederike Becker

Publications and source records attributed to Friederike Becker.

2 recordsLinked to original sources

arXiv2024

Simple Macroeconomic Forecast Distributions for the G7 Economies

We present a simple method for predicting the distribution of output growth and inflation in the G7 economies. The method is based on point forecasts published by the International Monetary Fund (IMF), as well as robust statistics from the empirical distribution of the IMF's past forecast errors while imposing coherence of prediction intervals across horizons. We show that the technique yields calibrated prediction intervals and performs similar to, or better than, more complex time series models in terms of statistical loss functions. We provide a simple website with graphical illustrations of our forecasts, as well as time-stamped data files that document their real-time character.

stat.AP↗

arXiv2024

The 2023/24 VIEWS Prediction Challenge: Predicting the Number of Fatalities in Armed Conflict, with Uncertainty

This draft article outlines a prediction challenge where the target is to forecast the number of fatalities in armed conflicts, in the form of the UCDP `best' estimates, aggregated to the VIEWS units of analysis. It presents the format of the contributions, the evaluation metric, and the procedures, and a brief summary of the contributions. The article serves a function analogous to a pre-analysis plan: a statement of the forecasting models made publicly available before the true future prediction window commences. More information on the challenge, and all data referred to in this document, can be found at https://viewsforecasting.org/research/prediction-challenge-2023.

stat.AP↗