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Forecast Combination with Entry and Exit of Experts
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Cited by:
- von der Gracht, Heiko A. & Hommel, Ulrich & Prokesch, Tobias & Wohlenberg, Holger, 2016. "Testing weighting approaches for forecasting in a Group Wisdom Support System environment," Journal of Business Research, Elsevier, vol. 69(10), pages 4081-4094.
- Kakuho Furukawa & Ryohei Hisano & Yukio Minoura & Tomoyuki Yagi, 2022. "A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches," Bank of Japan Working Paper Series 22-E-16, Bank of Japan.
- Li, Li & Kang, Yanfei & Li, Feng, 2023.
"Bayesian forecast combination using time-varying features,"
International Journal of Forecasting, Elsevier, vol. 39(3), pages 1287-1302.
- Li Li & Yanfei Kang & Feng Li, 2021. "Bayesian forecast combination using time-varying features," Papers 2108.02082, arXiv.org, revised Jun 2022.
- Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
- Krüger, Fabian & Nolte, Ingmar, 2016. "Disagreement versus uncertainty: Evidence from distribution forecasts," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 172-186.
- Rossi, Barbara, 2013.
"Advances in Forecasting under Instability,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324,
Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2022.
"Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 29-50,
Emerald Group Publishing Limited.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo.
- Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers 2021-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 8810, CESifo.
- Constantin Rudolf Salomo Bürgi, 2023.
"How to deal with missing observations in surveys of professional forecasters,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
- Constantin Bürgi, 2023. "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series 10203, CESifo.
- Öztunç Kaymak, Öznur & Kaymak, Yiğit, 2022. "Prediction of crude oil prices in COVID-19 outbreak using real data," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
- Christopher G. Gibbs, 2017.
"Forecast combination, non-linear dynamics, and the macroeconomy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
- Christopher Gibbs, 2015. "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers 2015-05, School of Economics, The University of New South Wales.
- Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
- Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
- Capistrán, Carlos & López-Moctezuma, Gabriel, 2014.
"Forecast revisions of Mexican inflation and GDP growth,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 177-191.
- López Moctezuma Gabriel & Capistrán Carlos, 2010. "Forecast Revisions of Mexican Inflation and GDP Growth," Working Papers 2010-11, Banco de México.
- Panopoulou, Ekaterini & Vrontos, Spyridon, 2015. "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 103-122.
- Haase, Felix & Neuenkirch, Matthias, 2023.
"Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- 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.
- Zhao, Albert Bo & Cheng, Tingting, 2022. "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 288-317.
- Monticini, Andrea & Ravazzolo, Francesco, 2014.
"Forecasting the intraday market price of money,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
- Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
- Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023.
"A penalized two-pass regression to predict stock returns with time-varying risk premia,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
- Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
- Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
- Proaño, Christian R. & Theobald, Thomas, 2014. "Predicting recessions with a composite real-time dynamic probit model," International Journal of Forecasting, Elsevier, vol. 30(4), pages 898-917.
- Till Weigt & Bernd Wilfling, 2016. "A new combination approach to reducing forecast errors with an application to volatility forecasting," CQE Working Papers 4616, Center for Quantitative Economics (CQE), University of Muenster.
- Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020. "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, vol. 219(2), pages 456-477.
- Zhu, Min & Chen, Rui & Du, Ke & Wang, You-Gan, 2018. "Dividend growth and equity premium predictability," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 125-137.
- Darvas, Zsolt & Schepp, Zoltán, 2024. "Exchange rates and fundamentals: Forecasting with long maturity forward rates," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Narayan Kundan Kishor, 2021. "Forecasting real‐time economic activity using house prices and credit conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 213-227, March.
- Panopoulou, Ekaterini & Souropanis, Ioannis, 2019. "The role of technical indicators in exchange rate forecasting," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 197-221.
- Wang, Chengyang & Nishiyama, Yoshihiko, 2015. "Volatility forecast of stock indices by model averaging using high-frequency data," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 324-337.
- Menkhoff, Lukas & Sakha, Sahra, 2017.
"Estimating risky behavior with multiple-item risk measures,"
Journal of Economic Psychology, Elsevier, vol. 59(C), pages 59-86.
- Lukas Menkhoff & Sahra Sakha, 2016. "Estimating Risky Behavior with Multiple-Item Risk Measures," Discussion Papers of DIW Berlin 1608, DIW Berlin, German Institute for Economic Research.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011.
"MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542.
- Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2011. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area," International Journal of Forecasting, Elsevier, vol. 27(2), pages 529-542, April.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute.
- Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
- Baumeister, Christiane & Guérin, Pierre, 2021.
"A comparison of monthly global indicators for forecasting growth,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Pierre Guerin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Stefano Cassella & Huseyin Gulen, 2018. "Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables," The Review of Financial Studies, Society for Financial Studies, vol. 31(11), pages 4345-4397.
- Raviv, Eran & Bouwman, Kees E. & van Dijk, Dick, 2015.
"Forecasting day-ahead electricity prices: Utilizing hourly prices,"
Energy Economics, Elsevier, vol. 50(C), pages 227-239.
- Eran Raviv & Kees E. Bouwman & Dick van Dijk, 2013. "Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices," Tinbergen Institute Discussion Papers 13-068/III, Tinbergen Institute.
- Hsiao, Cheng & Wan, Shui Ki, 2014. "Is there an optimal forecast combination?," Journal of Econometrics, Elsevier, vol. 178(P2), pages 294-309.
- 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, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
- Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024. "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Ghysels, Eric & Ozkan, Nazire, 2015. "Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1009-1020.
- Benchimol, Jonathan & El-Shagi, Makram & Saadon, Yossi, 2022.
"Do expert experience and characteristics affect inflation forecasts?,"
Journal of Economic Behavior & Organization, Elsevier, vol. 201(C), pages 205-226.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," CFDS Discussion Paper Series 2020/6, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020. "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers 2020.11, Bank of Israel.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022. "Do expert experience and characteristics affect inflation forecasts?," Post-Print emse-04624966, HAL.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Xiaowen Wang & Ying Ma & Wen Li, 2021. "The Prediction of Gold Futures Prices at the Shanghai Futures Exchange Based on the MEEMD-CS-Elman Model," SAGE Open, , vol. 11(1), pages 21582440211, March.
- Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023.
"LASSO principal component averaging: A fully automated approach for point forecast pooling,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1839-1852.
- Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
- Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017.
"Forecasting GDP with global components: This time is different,"
International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
- Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
- Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Wilson, Kevin J., 2017. "An investigation of dependence in expert judgement studies with multiple experts," International Journal of Forecasting, Elsevier, vol. 33(1), pages 325-336.
- Brave, Scott A. & Gascon, Charles & Kluender, William & Walstrum, Thomas, 2021.
"Predicting benchmarked US state employment data in real time,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1261-1275.
- Scott A. Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Real Time," Working Papers 2019-037, Federal Reserve Bank of St. Louis, revised 11 Mar 2021.
- Scott Brave & Charles S. Gascon & William Kluender & Thomas Walstrum, 2019. "Predicting Benchmarked US State Employment Data in Realtime," Working Paper Series WP 2019-11, Federal Reserve Bank of Chicago.
- Yongchen Zhao, 2021.
"The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms,"
Empirical Economics, Springer, vol. 61(1), pages 173-199, July.
- Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-04, Towson University, Department of Economics, revised Mar 2020.
- Yongchen Zhao, 2015. "Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms," Working Papers 2015-005, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Zhang, Huajing & Jiang, Fuwei & Liu, Yumin, 2024. "Extrapolative beliefs and return predictability: Evidence from China," Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
- Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2024. "Big data financial transactions and GDP nowcasting: The case of Turkey," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 227-248, March.
- Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Fuertes, Ana-Maria, 2016. "Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?," International Journal of Forecasting, Elsevier, vol. 32(3), pages 695-715.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015.
"A new monthly indicator of global real economic activity,"
Globalization Institute Working Papers
244, Federal Reserve Bank of Dallas.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Papers No 2/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Ravazzolo, Francesco & Vespignani, Joaquin, 2015. "A new monthly indicator of global real economic activity," Working Papers 2015-07, University of Tasmania, Tasmanian School of Business and Economics.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," Working Paper 2015/06, Norges Bank.
- Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A New Monthly Indicator of Global Real Economic Activity," CAMA Working Papers 2015-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pablo Pincheira-Brown & Andrea Bentancor & Nicolás Hardy, 2023. "An Inconvenient Truth about Forecast Combinations," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
- Groen, Jan J.J. & Kapetanios, George, 2016.
"Revisiting useful approaches to data-rich macroeconomic forecasting,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
- Alexandridis, Antonios K. & Panopoulou, Ekaterini & Souropanis, Ioannis, 2024. "Forecasting exchange rate volatility: An amalgamation approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
- Li, Jiahan & Tsiakas, Ilias, 2017.
"Equity premium prediction: The role of economic and statistical constraints,"
Journal of Financial Markets, Elsevier, vol. 36(C), pages 56-75.
- Jiahan Li & Ilias Tsiakas, 2016. "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series 16-25, Rimini Centre for Economic Analysis.
- Carlos Trucíos & James W. Taylor, 2023. "A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 989-1007, July.
- Hännikäinen Jari, 2017.
"Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
- Hännikäinen, Jari, 2015. "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper 66759, University Library of Munich, Germany.
- Jari Hännikäinen, 2016. "Selection of an Estimation Window in the Presence of Data Revisions and Recent Structural Breaks," Working Papers 1692, Tampere University, Faculty of Management and Business, Economics.
- Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023.
"On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers 29635, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Working Papers 21-06, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates," PIER Working Paper Archive 21-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- Li, Kaixin & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2024. "Forecasting crude oil returns with oil-related industry ESG indices," Journal of Commodity Markets, Elsevier, vol. 36(C).
- Glas, Alexander, 2020. "Five dimensions of the uncertainty–disagreement linkage," International Journal of Forecasting, Elsevier, vol. 36(2), pages 607-627.
- Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020.
"FFORMA: Feature-based forecast model averaging,"
International Journal of Forecasting, Elsevier, vol. 36(1), pages 86-92.
- Pablo Montero-Manso & George Athanasopoulos & Rob J Hyndman & Thiyanga S Talagala, 2018. "FFORMA: Feature-based forecast model averaging," Monash Econometrics and Business Statistics Working Papers 19/18, Monash University, Department of Econometrics and Business Statistics.
- Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021.
"Forecasting Swiss exports using Bayesian forecast reconciliation,"
European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers 19-457, KOF Swiss Economic Institute, ETH Zurich.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
- Jiang, Yu & Guo, Yongji & Zhang, Yihao, 2017. "Forecasting China's GDP growth using dynamic factors and mixed-frequency data," Economic Modelling, Elsevier, vol. 66(C), pages 132-138.
- Grimme, Christian & Lehmann, Robert & Noeller, Marvin, 2021.
"Forecasting imports with information from abroad,"
Economic Modelling, Elsevier, vol. 98(C), pages 109-117.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2018. "Forecasting Imports with Information from Abroad," CESifo Working Paper Series 7079, CESifo.
- Christian Grimme & Robert Lehmann & Marvin Noeller, 2019. "Forecasting Imports with Information from Abroad," ifo Working Paper Series 294, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Park, Jin Suk & Newaz, Mohammad Khaleq, 2021. "Liquidity and short-run predictability: Evidence from international stock markets," Global Finance Journal, Elsevier, vol. 50(C).
- Ana Sofia Monteiro & Helder Sebastião & Nuno Silva, 2025. "Prediction and Allocation of Stocks, Bonds, and REITs in the US Market," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1191-1230, March.
- Zhang, Hongwei & Zhao, Xinyi & Gao, Wang & Niu, Zibo, 2023. "The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022.
"Forecasting oil prices with penalized regressions, variance risk premia and Google data,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 28-49.
- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
- Xiaojie Xu, 2020. "Corn Cash Price Forecasting," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(4), pages 1297-1320, August.
- George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
- Alberto Caruso & Laura Coroneo, 2023. "Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2027-2059, December.
- 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 Business 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.
- Mihaela Simionescu (Bratu), 2014. "The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 179-195, October.
- Timmermann, Allan, 2006.
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