%0 Documento de trabajo (Working Paper) %A Martinez-Rivera, Wilmer Osvaldo %I Banco de la República %D 2014 %G Español (Spanish) %T On forecast evaluation %U http://repositorio.banrep.gov.co/handle/20.500.12134/6112 %X We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast