Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
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- Kurt F. Lewis & Charles H. Whiteman, 2015. "Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 15-35, January.
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- repec:taf:jnlbes:v:35:y:2017:i:3:p:470-485 is not listed on IDEAS
- Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2015.
"Bayesian VARs: Specification Choices and Forecast Accuracy,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 30(1), pages 46-73, January.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011. "Bayesian VARs: specification choices and forecast accuracy," Working Paper 1112, Federal Reserve Bank of Cleveland.
- Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers 8273, C.E.P.R. Discussion Papers.
- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017.
"Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts,"
Journal of Business & Economic Statistics,
Taylor & Francis Journals, vol. 35(3), pages 470-485, July.
- Krueger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Paper 1439, Federal Reserve Bank of Cleveland.
- Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Working Papers No 8/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Krüger, Fabian & Clark, Todd E. & Ravazzolo, Francesco, 2015. "Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113077, Verein für Socialpolitik / German Economic Association.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-23 (All new papers)
- NEP-ECM-2006-09-23 (Econometrics)
- NEP-ETS-2006-09-23 (Econometric Time Series)
- NEP-FOR-2006-09-23 (Forecasting)
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