The Evolution of Forecast Density Combinations in Economics
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Kapetanios, G. & Mitchell, J. & Price, S. & Fawcett, N., 2015.
"Generalised density forecast combinations,"
Journal of Econometrics,
Elsevier, vol. 188(1), pages 150-165.
- Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2013. "Generalised Density Forecast Combinations," EMF Research Papers 05, Economic Modelling and Forecasting Group.
- N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fawcett, Nicholas & Kapetanios, George & Mitchell, James & Price, Simon, 2014. "Generalised density forecast combinations," Bank of England working papers 492, Bank of England.
- Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
- Terui, Nobuhiko & van Dijk, Herman K., 2002.
"Combined forecasts from linear and nonlinear time series models,"
International Journal of Forecasting,
Elsevier, vol. 18(3), pages 421-438.
- Terui, N. & van Dijk, H.K., 1999. "Combined forecasts from linear and nonlinear time series models," Econometric Institute Research Papers EI 9949-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.
- Stephen C. Hora & Benjamin R. Fransen & Natasha Hawkins & Irving Susel, 2013. "Median Aggregation of Distribution Functions," Decision Analysis, INFORMS, vol. 10(4), pages 279-291, December.
- Mohamed N. Jouini & Robert T. Clemen, 1996. "Copula Models for Aggregating Expert Opinions," Operations Research, INFORMS, vol. 44(3), pages 444-457, June.
- repec:tpr:restat:v:99:y:2017:i:5:p:912-925 is not listed on IDEAS
- Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010.
"Combining forecast densities from VARs with uncertain instabilities,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
- Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank.
- Anne Sofie Jore & James Mitchell & Shaun Vahey, 2008. "Combining Forecast Densities from VARs with Uncertain Instabilities," Reserve Bank of New Zealand Discussion Paper Series DP2008/18, Reserve Bank of New Zealand.
- Granger, C. W. J. & White, Halbert & Kamstra, Mark, 1989. "Interval forecasting : An analysis based upon ARCH-quantile estimators," Journal of Econometrics, Elsevier, vol. 40(1), pages 87-96, January.
- Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2016.
"Dynamic prediction pools: An investigation of financial frictions and forecasting performance,"
Journal of Econometrics,
Elsevier, vol. 192(2), pages 391-405.
- Del Negro, Marco & Hasegawa, Raiden B. & Schorfheide, Frank, 2014. "Dynamic prediction pools: an investigation of financial frictions and forecasting performance," Staff Reports 695, Federal Reserve Bank of New York.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," NBER Working Papers 20575, National Bureau of Economic Research, Inc.
- Michael P. Clements, 2004. "Evaluating the Bank of England Density Forecasts of Inflation," Economic Journal, Royal Economic Society, vol. 114(498), pages 844-866, October.
- Rossi, Barbara & Sekhposyan, Tatevik, 2014.
"Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set,"
International Journal of Forecasting,
Elsevier, vol. 30(3), pages 662-682.
- Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
- Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona Graduate School of Economics.
- Graham Elliott & Allan Timmermann, 2016.
"Economic Forecasting,"
Economics Books,
Princeton University Press,
edition 1, number 10740, November.
- Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
- Elliott, Graham & Timmermann, Allan G, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers.
- Ager, P. & Kappler, M. & Osterloh, S., 2009.
"The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach,"
International Journal of Forecasting,
Elsevier, vol. 25(1), pages 167-181.
- Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz-Zentrum für Europäische Wirtschaftsforschung GmbH Mannheim / Leibniz Centre for European Economic Research.
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
"Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox,"
Journal of Statistical Software,
Foundation for Open Access Statistics, vol. 68(i03).
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014. "Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox," Working Paper 2014/11, Norges Bank.
- Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
- repec:bla:obuest:v:79:y:2017:i:4:p:495-512 is not listed on IDEAS
- Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-883, November.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
"Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
- Christian Kascha & Francesco Ravazzolo, 2010.
"Combining inflation density forecasts,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(1-2), pages 231-250.
- Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank.
- Gian Luigi Mazzi & James Mitchell & Gaetana Montana, 2014. "Density Nowcasts and Model Combination: Nowcasting Euro-Area GDP Growth over the 2008–09 Recession," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 233-256, April.
- Amisano, Gianni & Giacomini, Raffaella, 2007.
"Comparing Density Forecasts via Weighted Likelihood Ratio Tests,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 25, pages 177-190, April.
- Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
- Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011.
"Combining VAR and DSGE forecast densities,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(10), pages 1659-1670, October.
- Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
- Davide Pettenuzzo & Francesco Ravazzolo, 2016.
"Optimal Portfolio Choice Under Decision‐Based Model Combinations,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Businesss School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2015. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers No 9/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
- Peter A. Morris, 1974. "Decision Analysis Expert Use," Management Science, INFORMS, vol. 20(9), pages 1233-1241, May.
- Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014.
"Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
- Alessi, Luci & Ghysels, Eric & Onorante, Luca & Peach, Richard & Potter, Simon M., 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Staff Reports 680, Federal Reserve Bank of New York.
- Onorante, Luca & Alessi, Lucia & Ghysels, Eric & Potter, Simon & Peach, Richard, 2014. "Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences," Working Paper Series 1688, European Central Bank.
- Geweke, John & Amisano, Gianni, 2011.
"Optimal prediction pools,"
Journal of Econometrics,
Elsevier, vol. 164(1), pages 130-141, September.
- Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
- Sloughter, J. McLean & Gneiting, Tilmann & Raftery, Adrian E., 2010. "Probabilistic Wind Speed Forecasting Using Ensembles and Bayesian Model Averaging," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 25-35.
- Guidolin, Massimo & Timmermann, Allan, 2009.
"Forecasts of US short-term interest rates: A flexible forecast combination approach,"
Journal of Econometrics,
Elsevier, vol. 150(2), pages 297-311, June.
- Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis.
- Guidolin, Massimo & Timmermann, Allan G, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
- Todd E. Clark & Michael W. McCracken, 2010.
"Averaging forecasts from VARs with uncertain instabilities,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
- Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper RWP 06-12, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2007. "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series 2007-42, Board of Governors of the Federal Reserve System (US).
- Todd E. Clark & Michael W. McCracken, 2008. "Averaging forecasts from VARs with uncertain instabilities," Working Papers 2008-030, Federal Reserve Bank of St. Louis.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014.
"Nowcasting GDP in Real Time: A Density Combination Approach,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
- Maheu, John M. & McCurdy, Thomas H., 2009.
"How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27, pages 95-112.
- John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
- John M. Maheu & Thomas H. McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Paper series 19_07, Rimini Centre for Economic Analysis.
- Lutz Kilian & Simone Manganelli, 2007.
"Quantifying the Risk of Deflation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(2-3), pages 561-590, March.
- Lutz KILIAN & Simone MANGANELLI, "undated". "Quantifying the Risk of Deflation," EcoMod2004 330600076, EcoMod.
- repec:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1253-2 is not listed on IDEAS
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018.
"Combined Density Nowcasting in an Uncertain Economic Environment,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an uncertain economic environment," Working Paper 2014/17, Norges Bank.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
- Robert T. Clemen & Robert L. Winkler, 1985. "Limits for the Precision and Value of Information from Dependent Sources," Operations Research, INFORMS, vol. 33(2), pages 427-442, April.
- Clements, Michael P., 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 469-482, December.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies," Tinbergen Institute Discussion Papers 16-099/III, Tinbergen Institute.
- N/A, 2016. "The World Economy: Forecast Summary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 237(1), pages 2-2, August.
- repec:wly:riskan:v:19:y:1999:i:2:p:187-203 is not listed on IDEAS
- repec:wly:japmet:v:32:y:2017:i:7:p:1298-1313 is not listed on IDEAS
- Roopesh Ranjan & Tilmann Gneiting, 2010. "Combining probability forecasts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(1), pages 71-91, January.
- Stephen C. Hora, 2004. "Probability Judgments for Continuous Quantities: Linear Combinations and Calibration," Management Science, INFORMS, vol. 50(5), pages 597-604, May.
- Robert L. Winkler, 1981. "Combining Probability Distributions from Dependent Information Sources," Management Science, INFORMS, vol. 27(4), pages 479-488, April.
- Todd E. Clark, 2011.
"Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 29(3), pages 327-341, July.
- Clark, Todd E., 2011. "Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 327-341.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011.
"Real-time inflation forecast densities from ensemble Phillips curves,"
The North American Journal of Economics and Finance,
Elsevier, vol. 22(1), pages 77-87, January.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fabio Busetti, 2017.
"Quantile Aggregation of Density Forecasts,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 79(4), pages 495-512, August.
- Fabio Busetti, 2014. "Quantile aggregation of density forecasts," Temi di discussione (Economic working papers) 979, Bank of Italy, Economic Research and International Relations Area.
- Malte Knüppel & Guido Schultefrankenfeld, 2012.
"How Informative Are Central Bank Assessments of Macroeconomic Risks?,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 8(3), pages 87-139, September.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
- Pauwels, Laurent L. & Vasnev, Andrey L., 2016. "A note on the estimation of optimal weights for density forecast combinations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 391-397.
- Peter A. Morris, 1977. "Combining Expert Judgments: A Bayesian Approach," Management Science, INFORMS, vol. 23(7), pages 679-693, March.
- Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2015.
"Optimal combination of survey forecasts,"
International Journal of Forecasting,
Elsevier, vol. 31(4), pages 1096-1103.
- Cristina Conflitti & Christine De Mol & Domenico Giannone, 2012. "Optimal Combination of Survey Forecasts," Working Papers ECARES ECARES 2012-023, ULB -- Universite Libre de Bruxelles.
- Conflitti, Cristina & De Mol, Christine & Giannone, Domenico, 2012. "Optimal Combination of Survey Forecasts," CEPR Discussion Papers 9096, C.E.P.R. Discussion Papers.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- Kenneth C. Lichtendahl & Yael Grushka-Cockayne & Robert L. Winkler, 2013. "Is It Better to Average Probabilities or Quantiles?," Management Science, INFORMS, vol. 59(7), pages 1594-1611, July.
- Roy Batchelor & Pami Dua, 1995. "Forecaster Diversity and the Benefits of Combining Forecasts," Management Science, INFORMS, vol. 41(1), pages 68-75, January.
- N/A, 2016. "The World Economy: Forecast Summary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 238(1), pages 2-2, November.
- N/A, 2016. "The UK Economy: Forecast summary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 237(1), pages 3-3, August.
- James Mitchell & Kenneth F. Wallis, 2011. "Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 1023-1040, September.
- Jeremy Smith & Kenneth F. Wallis, 2009. "A Simple Explanation of the Forecast Combination Puzzle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 331-355, June.
- G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.
- Nicholas Barberis, 2000. "Investing for the Long Run when Returns Are Predictable," Journal of Finance, American Finance Association, vol. 55(1), pages 225-264, February.
- N/A, 2016. "The UK Economy: Forecast Summary," National Institute Economic Review, National Institute of Economic and Social Research, vol. 238(1), pages 3-3, November.
- Robert L. Winkler, 1968. "The Consensus of Subjective Probability Distributions," Management Science, INFORMS, vol. 15(2), pages 61-75, October.
- Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
- repec:taf:jnlasa:v:113:y:2018:i:522:p:675-685 is not listed on IDEAS
More about this item
Keywords
Forecasting; Model Uncertainty; Density Combinations;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2018-09-17 (All new papers)
- NEP-ECM-2018-09-17 (Econometrics)
- NEP-FOR-2018-09-17 (Forecasting)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tin:wpaper:20180069. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tinbergen Office +31 (0)10-4088900). General contact details of provider: http://edirc.repec.org/data/tinbenl.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.