The use of prior information in forecast combination

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The use of prior information in forecast combination

Author Info

Diebold, Francis X.
Pauly, Peter

Additional information is available for the following registered author(s):

Francis X. Diebold

Abstract

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Publisher Info
Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 6 (1990)
Issue (Month): 4 (December)
Pages: 503-508
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508

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Web page: http://www.elsevier.com/locate/ijforecast

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Paper
- Francis X. Diebold & Peter Pauly, 1987. "The use of prior information in forecast combination," Special Studies Papers 218, Board of Governors of the Federal Reserve System (U.S.).

Cited by:
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Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics. [Downloadable!]
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- Pär Österholm, 2006. "Incorporating judgement in fan charts," Finance and Economics Discussion Series 2006-39, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
- Pär Österholm, 2009. "Incorporating Judgement in Fan Charts," Scandinavian Journal of Economics, Blackwell Publishing, vol. 111(2), pages 387-415, 06. [Downloadable!] (restricted)
Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York. [Downloadable!]
David E. Rapach & Jack K. Strauss, 2005. "Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 97-112. [Downloadable!]
Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge. [Downloadable!]
Robin L. Lumsdaine & Eswar S. Prasad, 2003. "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January. [Downloadable!] (restricted)
Other versions:
- Eswar Prasad & Robin L. Lumsdaine, 1999. "Identifying the Common Component in International Economic Fluctuations - A New Approach," IMF Working Papers 99/154, International Monetary Fund.
- Lumsdaine, Robin L. & Prasad, Eswar S., 2002. "Identifying the Common Component of International Economic Fluctuations: A New Approach," IZA Discussion Papers 487, Institute for the Study of Labor (IZA). [Downloadable!]
Monica Billio, Domenico Sartore, Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 126-145, June. [Downloadable!] (restricted)
Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge. [Downloadable!]
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- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute for the Study of Labor (IZA). [Downloadable!]
- Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," Review of Economic Studies, Blackwell Publishing, vol. 73(4), pages 1057-1084, October. [Downloadable!] (restricted)
Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009. [Downloadable!]
Joshua Gallin & Randal Verbrugge, 2007. "Improving the CPI’s Age-Bias Adjustment: Leverage, Disaggregation and Model Averaging," Working Papers 411, U.S. Bureau of Labor Statistics. [Downloadable!]
Elliott, Graham & Timmermann, Allan G, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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