Consensus and Uncertainty in Economic Prediction
In: Business Cycles: Theory, History, Indicators, and Forecasting
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- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013.
"Time-varying combinations of predictive densities using nonlinear filtering,"
Journal of Econometrics,
Elsevier, vol. 177(2), pages 213-232.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
- repec:eee:jfinec:v:127:y:2018:i:3:p:459-484 is not listed on IDEAS
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
- repec:eee:intfin:v:48:y:2017:i:c:p:192-205 is not listed on IDEAS
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