修正“使用经济学家情景的政体转换密度预测”

IF 3.4 3区经济学 Q1 ECONOMICS

Journal of Forecasting Pub Date : 2025-03-13 DOI:10.1002/for.3273

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Journal of Forecasting, 44: 833–845. https://doi.org/10.1002/for.3228.In the third paragraph of Section 3.1 (“Priors and Fed Scenarios”), the sentence “Accordingly, the prior means for the regime-specific intercepts are set to \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>1</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mn>2.1</mn>\n <mo>/</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mn>0.21</mn></math> for the normal times regime, \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>2</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mo>−</mo>\n <mn>2.125</mn>\n <mo>/</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mo>−</mo>\n <mn>0.2125</mn></math> for the recession regime, and \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>3</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mo>−</mo>\n <mn>6.275</mn>\n <mo>/</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mo>−</mo>\n <mn>0.6275</mn></math> for the severe recession regime.” contained typographical errors in the formulas.The correct text is: “Accordingly, the prior means for the regime-specific intercepts are set to \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>1</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mn>2.1</mn>\n <mo>·</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mn>0.21</mn></math> for the normal times regime, \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>2</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mo>−</mo>\n <mn>2.125</mn>\n <mo>·</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mo>−</mo>\n <mn>0.2125</mn></math> for the recession regime, and \n<math>\n <msub>\n <mi>b</mi>\n <mrow>\n <mn>0</mn>\n <mo>,</mo>\n <mn>3</mn>\n </mrow>\n </msub>\n <mo>=</mo>\n <mo>−</mo>\n <mn>6.275</mn>\n <mo>·</mo>\n <mfenced>\n <mrow>\n <mn>1</mn>\n <mo>−</mo>\n <mn>0.9</mn>\n </mrow>\n </mfenced>\n <mo>=</mo>\n <mo>−</mo>\n <mn>0.6275</mn></math> for the severe recession regime.”In the fifth paragraph of Section 3.3.1 (“Main Results”), the reference to Figure 2 in the sentence “On average, they account for about 35% of the combined forecasts in the case of optimal weights (Figure 2)” was incorrect. The correct reference is to Figure 3.We apologize for these errors.","PeriodicalId":47835,"journal":{"name":"Journal of Forecasting","volume":"44 4","pages":""},"PeriodicalIF":3.4000,"publicationDate":"2025-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/for.3273","citationCount":"0","resultStr":"{\"title\":\"Correction to “Regime-Switching Density Forecasts Using Economists' Scenarios”\",\"authors\":\"\",\"doi\":\"10.1002/for.3273\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n Moramarco, G. (2025), Regime-Switching Density Forecasts Using Economists' Scenarios. 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引用次数: 0

摘要

Moramarco， G.(2025)，基于经济学家情景的制度转换密度预测。预测学报，44(4):833-845。https://doi.org/10.1002/for.3228.In第3.1节第三段（“先验和美联储情景”），句子“因此，针对特定政权的拦截的先验手段被设置为b 0，1 = 2.1 / 1−0.9 = 0.21对于正常时间，b 0，2 =−2.125 / 1−0.9 =−0.2125为衰退机制，b 0，3 =−6.275 / 1−0.9 =−0.6275。包含公式中的印刷错误。正确的文本是：“因此，针对特定时段拦截的先验均值设置为b 0,1 = 2.1·1−0.9 = 0.21，适用于正常时段；B 0,2 =−2.125·1−0.9 =−0.2125b 0,3 = - 6.275·1 - 0.9 = - 0.6275为严重衰退制度。在Section 3.3.1（“Main Results”）的第5段中，“On average, they account for about 35% of the combined forecasts In the weight of optimal （Figure 2）”这句话中对图2的引用是不正确的。正确的参考是图3。我们为这些错误道歉。

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Correction to “Regime-Switching Density Forecasts Using Economists' Scenarios”

Moramarco, G. (2025), Regime-Switching Density Forecasts Using Economists' Scenarios. Journal of Forecasting, 44: 833–845. https://doi.org/10.1002/for.3228.

In the third paragraph of Section 3.1 (“Priors and Fed Scenarios”), the sentence “Accordingly, the prior means for the regime-specific intercepts are set to $b_{0, 1} = 2.1 / (1 - 0.9) = 0.21$ for the normal times regime, $b_{0, 2} = - 2.125 / (1 - 0.9) = - 0.2125$ for the recession regime, and $b_{0, 3} = - 6.275 / (1 - 0.9) = - 0.6275$ for the severe recession regime.” contained typographical errors in the formulas.

The correct text is: “Accordingly, the prior means for the regime-specific intercepts are set to $b_{0, 1} = 2.1 \cdot (1 - 0.9) = 0.21$ for the normal times regime, $b_{0, 2} = - 2.125 \cdot (1 - 0.9) = - 0.2125$ for the recession regime, and $b_{0, 3} = - 6.275 \cdot (1 - 0.9) = - 0.6275$ for the severe recession regime.”

In the fifth paragraph of Section 3.3.1 (“Main Results”), the reference to Figure 2 in the sentence “On average, they account for about 35% of the combined forecasts in the case of optimal weights (Figure 2)” was incorrect. The correct reference is to Figure 3.

We apologize for these errors.

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来源期刊

Journal of Forecasting Multiple-

CiteScore

5.40

自引率

5.90%

发文量

期刊介绍： The Journal of Forecasting is an international journal that publishes refereed papers on forecasting. It is multidisciplinary, welcoming papers dealing with any aspect of forecasting: theoretical, practical, computational and methodological. A broad interpretation of the topic is taken with approaches from various subject areas, such as statistics, economics, psychology, systems engineering and social sciences, all encouraged. Furthermore, the Journal welcomes a wide diversity of applications in such fields as business, government, technology and the environment. Of particular interest are papers dealing with modelling issues and the relationship of forecasting systems to decision-making processes.