Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts
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- Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
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Cited by:
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019.
"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
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JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-11-05 (Econometrics)
- NEP-FOR-2017-11-05 (Forecasting)
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