宏观经济变量观测不确定性的下界及其预测精度的上限
Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
AI总结：
本文定义了依赖交易随机价值与交易量统计特性的宏观经济变量观测不确定性下界，推导其概率预测精度上限受限于前两阶统计矩且不超高斯近似精度，明确了预测不确定性的最低水平。
摘要：
本文定义了宏观经济变量观测不确定性的理论下界，该下界取决于市场交易的随机价值与交易量的统计矩及相关性。任何对宏观经济变量的计量经济学评估都具有更高的不确定性。我们将宏观经济变量视为依赖于交易的随机价值与交易量的随机变量。要预测随机宏观经济变量，需预测其概率。宏观经济变量、价格及收益率的概率预测精度的上限取决于所预测的统计矩的数量。我们研究了将可预测统计矩的数量限制在前两个的经济障碍。随机宏观经济变量、价格、收益率及市场交易的概率的任何预测精度都不会超过高斯近似的精度。宏观经济变量的任何预测的不确定性，都高于由随机价值与交易量的变异系数预测所确定的不确定性。
英文摘要：
This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volumes of market trades. Any econometric assessments of macroeconomic variables have greater uncertainty. We consider macroeconomic variables as random that depend on random values and volumes of trades. To predict random macroeconomic variables, one should forecast their probabilities. Upper limits on the accuracy of the forecasts of probabilities of macroeconomic variables, prices, and returns depend on the number of predicted statistical moments. We consider economic obstacles that limit by the first two the number of predicted statistical moments. The accuracy of any forecasts of probabilities of random macroeconomic variables, prices, returns, and market trades doesn't exceed the accuracy of Gaussian approximations. Any forecasts of macroeconomic variables have uncertainty higher than one determined by predictions of coefficients of variation of random values and volumes of trades.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
