(Un-)Lost in Translation: Risk-adjusting RMSE to improve alignment of forecast accuracy and economic forecast performance

Dec 11, 2025·
Sebastian Stöckl
Sebastian Stöckl
,
Lukas Salcher
,
Michael Hanke
· 1 min read

Presentation at the 38th Australasian Finance and Banking Conference (AFBC 2025), 10–13 December 2025, UNSW Business School, Sydney, Australia. Session 1 “Capital Markets I” (chair: Yuet Ning Chau, HKUST), Room BUS220, Thursday 11 December 2025, 9:00–11:00 AEDT.