IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Combining forecasts: A review and annotated bibliography"

by Clemen, Robert T.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H., 2014. "Combining multiple probability predictions using a simple logit model," International Journal of Forecasting, Elsevier, vol. 30(2), pages 344-356.
  2. Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan, 2013. "Combining expert forecasts: Can anything beat the simple average?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 108-121.
  3. Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
  4. Michael P. Clements & David F. Hendry, 2005. "Guest Editors' Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 713-753, December.
  5. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
  6. Aguilera, Roberto F. & Inchauspe, Julian & Ripple, Ronald D., 2014. "The Asia Pacific natural gas market: Large enough for all?," Energy Policy, Elsevier, vol. 65(C), pages 1-6.
  7. Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
  8. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & Georgios P. Kouretas, 2006. "Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(4), pages 371-383.
  9. Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015. "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
  10. Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
  11. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
  12. Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
  13. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
  14. Rothschild, David, 2015. "Combining forecasts for elections: Accurate, relevant, and timely," International Journal of Forecasting, Elsevier, vol. 31(3), pages 952-964.
  15. Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L., 1996. "Automatic feature identification and graphical support in rule-based forecasting: a comparison," International Journal of Forecasting, Elsevier, vol. 12(4), pages 495-512, December.
  16. Graham, John R. & Harvey, Campbell R., 1996. "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November.
  17. David Hendry & Michael Clements, 2001. "Pooling of Forecasts," Economics Series Working Papers 2002-W09, University of Oxford, Department of Economics.
  18. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.).
  19. repec:lan:wpaper:413 is not listed on IDEAS
  20. West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
  21. M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department.
  22. Amendola, Alessandra & Storti, Giuseppe, 2008. "A GMM procedure for combining volatility forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3047-3060, February.
  23. Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
  24. Cruz E. Borges & Yoseba K. Penya & Iván Fernández & Juan Prieto & Oscar Bretos, 2013. "Assessing Tolerance-Based Robust Short-Term Load Forecasting in Buildings," Energies, MDPI, Open Access Journal, vol. 6(4), pages 2110, April.
  25. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
  26. Ke Yang & Langnan Chen & Fengping Tian, 2015. "Realized Volatility Forecast of Stock Index Under Structural Breaks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(1), pages 57-82, 01.
  27. N. Gregory Mankiw & Ricardo Augusto Marc Rocha Reis & Justin Wolfers, 2004. "Disagreement about Inflation Expectations," Yale School of Management Working Papers ysm391, Yale School of Management.
  28. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2014. "Forecast combinations in a DSGE-VAR lab," Economics Series 309, Institute for Advanced Studies.
  29. Sean Langcake & Tim Robinson, 2013. "An Empirical BVAR-DSGE Model of the Australian Economy," RBA Research Discussion Papers rdp2013-07, Reserve Bank of Australia.
  30. KOMINE Takao & BAN Kanemi & KAWAGOE Masaaki & YOSHIDA Hiroshi, 2009. "What Have We Learned from a Survey of Japanese Professional Forecasters? Taking Stock of Four Years of ESP Forecast Experience," ESRI Discussion paper series 214, Economic and Social Research Institute (ESRI).
  31. Thomas M Fullerton Jr & Eiichi Araki, 2004. "New Directions in Latin American Macroeconometrics," Development and Comp Systems 0408002, EconWPA.
  32. Newbold, Paul & Wohar, Mark E. & Rayner, Tony & Kellard, Neil & Ennew, Christine, 1998. "Two puzzles in the analysis of foreign exchange market efficiency," International Review of Financial Analysis, Elsevier, vol. 7(2), pages 95-111.
  33. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
  34. Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
  35. Clements, Michael P., 2003. "Some possible directions for future research," International Journal of Forecasting, Elsevier, vol. 19(1), pages 1-3.
  36. Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," BORRADORES DE ECONOMIA 007014, BANCO DE LA REPÚBLICA.
  37. Ilan Yaniv, 2006. "The Benefit of Additional Opinions," Discussion Paper Series dp422, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  38. Pablo Pincheira, 2006. "Shrinkage Based Tests of the Martingale Difference Hypothesis," Working Papers Central Bank of Chile 376, Central Bank of Chile.
  39. Elkin Castaño V. & Luis Fernando Melo Velandia, 1998. "Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana," BORRADORES DE ECONOMIA 003212, BANCO DE LA REPÚBLICA.
  40. Nowotarski, Jakub & Raviv, Eran & Trück, Stefan & Weron, Rafał, 2014. "An empirical comparison of alternative schemes for combining electricity spot price forecasts," Energy Economics, Elsevier, vol. 46(C), pages 395-412.
  41. Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Regime Switching and Artificial Neural Network Forecasting," Working Papers 0502, University of Crete, Department of Economics.
  42. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
  43. Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
  44. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
  45. Dan Farhat, 2014. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand:," Working Papers 1404, University of Otago, Department of Economics, revised Mar 2014.
  46. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, vol. 19(1), pages 87-94.
  47. Ruth, Karsten, 2008. "Macroeconomic forecasting in the EMU: Does disaggregate modeling improve forecast accuracy?," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 417-429.
  48. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
  49. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Society for Computational Economics, vol. 40(3), pages 245-264, October.
  50. Jose, Victor Richmond R. & Winkler, Robert L., 2008. "Simple robust averages of forecasts: Some empirical results," International Journal of Forecasting, Elsevier, vol. 24(1), pages 163-169.
  51. Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  52. R. Glen Donaldson & Mark J. Kamstra, 2005. "Volatility Forecasts, Trading Volume, And The Arch Versus Option-Implied Volatility Trade-Off," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(4), pages 519-538.
  53. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
  54. Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
  55. Hansen, Bruce E., 2008. "Least-squares forecast averaging," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October.
  56. Kausel, Edgar E. & Culbertson, Satoris S. & Leiva, Pedro I. & Slaughter, Jerel E. & Jackson, Alexander T., 2015. "Too arrogant for their own good? Why and when narcissists dismiss advice," Organizational Behavior and Human Decision Processes, Elsevier, vol. 131(C), pages 33-50.
  57. Andrea Carriero & Massimiliano Marcellino, 2011. "Sectoral Survey‐based Confidence Indicators for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(2), pages 175-206, 04.
  58. Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," BORRADORES DE ECONOMIA 002153, BANCO DE LA REPÚBLICA.
  59. Leitner, Johannes & Leopold-Wildburger, Ulrike, 2011. "Experiments on forecasting behavior with several sources of information - A review of the literature," European Journal of Operational Research, Elsevier, vol. 213(3), pages 459-469, September.
  60. Elkin Castaño Vélez & Luis Fernando Melo Velandia, 2000. "Metodos de combinacion de pronosticos: una aplicacion a la inflacion," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 52, pages 113-165, Enero Jun.
  61. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
  62. Le, Van & Zurbruegg, Ralf, 2010. "The role of trading volume in volatility forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 533-555, December.
  63. Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 126-145.
  64. Mario Reinhold & Stephan Thomsen, 2015. "Subnational Population Projections by Age: An Evaluation of Combined Forecast Techniques," Population Research and Policy Review, Springer, vol. 34(4), pages 593-613, August.
  65. Pablo Pincheira, 2008. "Combining Tests of Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates," Working Papers Central Bank of Chile 459, Central Bank of Chile.
  66. Ilan Yaniv, 2005. "Receiving Other People's Advice: Influence and Benefit," Discussion Paper Series dp405, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  67. Österholm, Pär, 2006. "Incorporating Judgement in Fan Charts," Working Paper Series 2006:30, Uppsala University, Department of Economics.
  68. 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.
  69. Peng W. He & Andrew Grant & Joel Fabre, 2013. "Economic value of analyst recommendations in Australia: an application of the Black–Litterman asset allocation model," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(2), pages 441-470, 06.
  70. Fifić, Mario & Gigerenzer, Gerd, 2014. "Are two interviewers better than one?," Journal of Business Research, Elsevier, vol. 67(8), pages 1771-1779.
  71. Capistrán, Carlos & Timmermann, Allan, 2009. "Forecast Combination With Entry and Exit of Experts," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 428-440.
  72. Wichard, Jörg D., 2011. "Forecasting the NN5 time series with hybrid models," International Journal of Forecasting, Elsevier, vol. 27(3), pages 700-707, July.
  73. Duarte, Fernando M. & Rosa, Carlo, 2015. "The equity risk premium: a review of models," Economic Policy Review, Federal Reserve Bank of New York, issue 2, pages 39-57.
  74. Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
  75. Granger, Clive W. J. & Jeon, Yongil, 2004. "Thick modeling," Economic Modelling, Elsevier, vol. 21(2), pages 323-343, March.
  76. Osherson, Daniel & Vardi, Moshe Y., 2006. "Aggregating disparate estimates of chance," Games and Economic Behavior, Elsevier, vol. 56(1), pages 148-173, July.
  77. E. Andrew Boyd & Ioana C. Bilegan, 2003. "Revenue Management and E-Commerce," Management Science, INFORMS, vol. 49(10), pages 1363-1386, October.
  78. Sanders, N. R., 1997. "The impact of task properties feedback on time series judgmental forecasting tasks," Omega, Elsevier, vol. 25(2), pages 135-144, April.
  79. J. S. Armstrong, 2005. "Forecasting for Environmental Decision Making," General Economics and Teaching 0502017, EconWPA.
  80. Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009.
  81. Samuel D. Bond & Kurt A. Carlson & Ralph L. Keeney, 2008. "Generating Objectives: Can Decision Makers Articulate What They Want?," Management Science, INFORMS, vol. 54(1), pages 56-70, January.
  82. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip, 2009. "Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts?," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53052, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  83. David Harvey & Paul Newbold, 2000. "Tests for multiple forecast encompassing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 471-482.
  84. Caesar Lack, 2006. "Forecasting Swiss inflation using VAR models," Economic Studies 2006-02, Swiss National Bank.
  85. Dewispelare, Aaron R. & Herren, L. Tandy & Clemen, Robert T., 1995. "The use of probability elicitation in the high-level nuclear waste regulation program," International Journal of Forecasting, Elsevier, vol. 11(1), pages 5-24, March.
  86. Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015. "Golden rule of forecasting: Be conservative," Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
  87. 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 Group Munich.
  88. Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers 01-12, Bank of Canada.
  89. Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien, 2014. "The financial content of inflation risks in the euro area," International Journal of Forecasting, Elsevier, vol. 30(3), pages 648-659.
  90. Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), August.
  91. Zou, Hui & Yang, Yuhong, 2004. "Combining time series models for forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 69-84.
  92. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  93. Lin, Vera Shanshan & Goodwin, Paul & Song, Haiyan, 2014. "Accuracy and bias of experts’ adjusted forecasts," Annals of Tourism Research, Elsevier, vol. 48(C), pages 156-174.
  94. Pesaran, M Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
  95. Green, Kesten C. & Armstrong, J. Scott, 2015. "Simple versus complex forecasting: The evidence," Journal of Business Research, Elsevier, vol. 68(8), pages 1678-1685.
  96. Arvydas Jadevicius & Brian Sloan & Andrew Brown, 2012. "Examination of property forecasting models - accuracy and its improvement through combination forecasting," ERES eres2012_082, European Real Estate Society (ERES).
  97. Angelos Kanas, 2003. "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 299-315.
  98. Charles F. Manski, 2010. "When consensus choice dominates individualism: Jensen's inequality and collective decisions under uncertainty," Quantitative Economics, Econometric Society, vol. 1(1), pages 187-202, 07.
  99. Pablo Pincheira B. & Nicolás Fernández, 2011. "Jaque Mate a las Proyecciones de Consenso," Working Papers Central Bank of Chile 630, Central Bank of Chile.
  100. Klayman, Joshua & Soll, Jack B. & Gonzalez-Vallejo, Claudia & Barlas, Sema, 1999. "Overconfidence: It Depends on How, What, and Whom You Ask, , , , , , , , ," Organizational Behavior and Human Decision Processes, Elsevier, vol. 79(3), pages 216-247, September.
  101. 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 Dec 2015.
  102. Seifert, Matthias & Hadida, Allègre L., 2013. "On the relative importance of linear model and human judge(s) in combined forecasting," Organizational Behavior and Human Decision Processes, Elsevier, vol. 120(1), pages 24-36.
  103. Goodwin, P., 1996. "Statistical correction of judgmental point forecasts and decisions," Omega, Elsevier, vol. 24(5), pages 551-559, October.
  104. Diego Nocetti & William T. Smith, 2006. "Why Do Pooled Forecasts Do Better Than Individual Forecasts Ex Post?," Economics Bulletin, AccessEcon, vol. 4(36), pages 1-7.
  105. Guillermo Benavides & Carlos Capistrán, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
  106. Carlos, Thiago Carlomagno & Marçal, Emerson Fernandes, 2013. "Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon," Textos para discussão 346, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  107. Joshua Gallin & Randal Verbrugge, 2007. "Improving the CPI’s Age-Bias Adjustment: Leverage, Disaggregation and Model Averaging," Working Papers 411, U.S. Bureau of Labor Statistics.
  108. Skitmore, Martin, 1998. "A method for forecasting owner monthly construction project expenditure flow," International Journal of Forecasting, Elsevier, vol. 14(1), pages 17-34, March.
  109. Reason Lesego Machete, 2011. "Early Warning with Calibrated and Sharper Probabilistic Forecasts," Papers 1112.6390, arXiv.org, revised Jan 2012.
  110. Peter Bednarik & Thomas Schultze, 2015. "The effectiveness of imperfect weighting in advice taking," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 10(3), pages 265-276, May.
  111. Hsiao, Cheng & Wan, Shui Ki, 2014. "Is there an optimal forecast combination?," Journal of Econometrics, Elsevier, vol. 178(P2), pages 294-309.
  112. Bec, F. & Mogliani, M., 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
  113. Carlo Altavilla & Paul De Grauwe, 2006. "Forecasting and Combining Competing Models of Exchange rate Determination," Discussion Papers 5_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  114. Rianne Legerstee & Philip Hans Franses, 2015. "Does Disagreement Amongst Forecasters Have Predictive Value?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(4), pages 290-302, 07.
  115. Karsten Hueffer & Miguel A. Fonseca & Anthony Leiserowitz & Karen M. Taylor, 2013. "The wisdom of crowds: Predicting a weather and climate-related event," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 8(2), pages 91-105, March.
  116. David G. McMillan & Mark E. Wohar, 2010. "Stock return predictability and dividend-price ratio: a nonlinear approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 351-365.
  117. Wagner Piazza Gaglianone & Luiz Renato Lima, 2014. "Constructing Optimal Density Forecasts From Point Forecast Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 736-757, 08.
  118. Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011. "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 61-76, January.
  119. Szwed, P. & Dorp, J. Rene van & Merrick, J.R.W. & Mazzuchi, T.A. & Singh, A., 2006. "A Bayesian paired comparison approach for relative accident probability assessment with covariate information," European Journal of Operational Research, Elsevier, vol. 169(1), pages 157-177, February.
  120. Lyon, Aidan & Wintle, Bonnie C. & Burgman, Mark, 2015. "Collective wisdom: Methods of confidence interval aggregation," Journal of Business Research, Elsevier, vol. 68(8), pages 1759-1767.
  121. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 06/97, International Monetary Fund.
  122. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.
  123. Michael P. Clements & David I. Harvey, 2010. "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(6), pages 1028-1062.
  124. Nicolaas van der Wath, 2013. "Comparing the BER’s forecasts," Working Papers 23/2013, Stellenbosch University, Department of Economics.
  125. Manfredo, Mark R. & Leuthold, Raymond M., 1999. "Measuring Market Risk Of The Cattle Feeding Margin: An Application Of Value-At-Risk Analysis," 1999 Annual meeting, August 8-11, Nashville, TN 21628, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  126. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
  127. Karine Bouthevillain & Alexandre Mathis, 1995. "Prévisions : mesures, erreurs et principaux résultats," Économie et Statistique, Programme National Persée, vol. 285(1), pages 89-100.
  128. 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.
  129. Giancarlo Lutero & Marco Marini, 2010. "Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 12(2-3), pages 73-96, October.
  130. 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.
  131. Wallsten, Thomas S. & Diederich, Adele, 2001. "Understanding pooled subjective probability estimates," Mathematical Social Sciences, Elsevier, vol. 41(1), pages 1-18, January.
  132. Soll, Jack B. & Mannes, Albert E., 2011. "Judgmental aggregation strategies depend on whether the self is involved," International Journal of Forecasting, Elsevier, vol. 27(1), pages 81-102, January.
  133. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
  134. David Bouras, 2015. "Combining forecasts to enhance fish production prediction: the Case of Coastal Fish Production in Morocco," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages -, December.
  135. David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
  136. Timmermann, Allan, 2006. "Forecast Combinations," Handbook of Economic Forecasting, Elsevier.
  137. Fernandez, Viviana, 2007. "Wavelet- and SVM-based forecasts: An analysis of the U.S. metal and materials manufacturing industry," Resources Policy, Elsevier, vol. 32(1-2), pages 80-89.
  138. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
  139. Cairns, Andrew J. G., 2000. "A discussion of parameter and model uncertainty in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 313-330, December.
  140. Konstantinidi, Eirini & Skiadopoulos, George, 2011. "Are VIX futures prices predictable? An empirical investigation," International Journal of Forecasting, Elsevier, vol. 27(2), pages 543-560.
  141. Nigel Meade & Towhidul Islam, 1998. "Technological Forecasting---Model Selection, Model Stability, and Combining Models," Management Science, INFORMS, vol. 44(8), pages 1115-1130, August.
  142. Gang Cheng & Sicong Wang & Yuhong Yang, 2015. "Forecast Combination under Heavy-Tailed Errors," Econometrics, MDPI, Open Access Journal, vol. 3(4), pages 797, November.
  143. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 611-620.
  144. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
  145. repec:ebl:ecbull:v:4:y:2006:i:36:p:1-7 is not listed on IDEAS
  146. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
  147. Kizilaslan, Recep & Freund, Steven & Iseri, Ali, 2016. "A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil," European Journal of Operational Research, Elsevier, vol. 253(3), pages 697-710.
  148. Mostaghimi, Mehdi, 1996. "Combining ranked mean value forecasts," European Journal of Operational Research, Elsevier, vol. 94(3), pages 505-516, November.
  149. Yaniv, Ilan, 2004. "Receiving other people's advice: Influence and benefit," Organizational Behavior and Human Decision Processes, Elsevier, vol. 93(1), pages 1-13, January.
  150. Kanas, Angelos & Yannopoulos, Andreas, 2001. "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, vol. 10(4), pages 383-398, December.
  151. Dan Farhat, 2012. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand," Working Papers 1205, University of Otago, Department of Economics, revised Dec 2012.
  152. Graefe, Andreas & Küchenhoff, Helmut & Stierle, Veronika & Riedl, Bernhard, 2015. "Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems," International Journal of Forecasting, Elsevier, vol. 31(3), pages 943-951.
  153. Luis Fernando Melo & Rubén Albeiro Loaiza Maya, 2012. "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," BORRADORES DE ECONOMIA 009511, BANCO DE LA REPÚBLICA.
  154. Chan, Chi Kin & Kingsman, Brian G. & Wong, H., 1999. "The value of combining forecasts in inventory management - a case study in banking," European Journal of Operational Research, Elsevier, vol. 117(2), pages 199-210, September.
  155. Christian Dunis & Jason Laws & Stephane Chauvin, 2003. "FX volatility forecasts and the informational content of market data for volatility," The European Journal of Finance, Taylor & Francis Journals, vol. 9(3), pages 242-272.
  156. Bell, William Paul, 2009. "Adaptive interactive expectations: dynamically modelling profit expectations," MPRA Paper 38260, University Library of Munich, Germany, revised 09 Feb 2010.
  157. Naik, Gopal, 2004. "The structural qualitative method: a promising forecasting tool for developing country markets," International Journal of Forecasting, Elsevier, vol. 20(3), pages 475-485.
  158. Goodwin, Paul, 2000. "Improving the voluntary integration of statistical forecasts and judgment," International Journal of Forecasting, Elsevier, vol. 16(1), pages 85-99.
  159. David Hendry & Michael P. Clements, 2010. "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers 484, University of Oxford, Department of Economics.
  160. Xiao, Yu & Han, Jingti, 2016. "Forecasting new product diffusion with agent-based models," Technological Forecasting and Social Change, Elsevier, vol. 105(C), pages 167-178.
  161. Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh.
  162. Hou, Zhijian & Lian, Zhiwei & Yao, Ye & Yuan, Xinjian, 2006. "Cooling-load prediction by the combination of rough set theory and an artificial neural-network based on data-fusion technique," Applied Energy, Elsevier, vol. 83(9), pages 1033-1046, September.
  163. Kourentzes, Nikolaos & Petropoulos, Fotios & Trapero, Juan R., 2014. "Improving forecasting by estimating time series structural components across multiple frequencies," International Journal of Forecasting, Elsevier, vol. 30(2), pages 291-302.
  164. Nikolopoulos, K. & Goodwin, P. & Patelis, A. & Assimakopoulos, V., 2007. "Forecasting with cue information: A comparison of multiple regression with alternative forecasting approaches," European Journal of Operational Research, Elsevier, vol. 180(1), pages 354-368, July.
  165. Patton, Andrew J. & Sheppard, Kevin, 2009. "Optimal combinations of realised volatility estimators," International Journal of Forecasting, Elsevier, vol. 25(2), pages 218-238.
  166. Bouzgou, Hassen & Benoudjit, Nabil, 2011. "Multiple architecture system for wind speed prediction," Applied Energy, Elsevier, vol. 88(7), pages 2463-2471, July.
  167. Arie Preminger & Uri Ben-Zion & David Wettstein, 2006. "Extended switching regression models with time-varying probabilities for combining forecasts," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 455-472.
  168. Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper 2009/19, Norges Bank.
  169. Wei, Xiaoqiao & Yang, Yuhong, 2012. "Robust forecast combinations," Journal of Econometrics, Elsevier, vol. 166(2), pages 224-236.
  170. West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
  171. Graefe, Andreas & Armstrong, J. Scott & Jones, Randall J. & Cuzán, Alfred G., 2014. "Combining forecasts: An application to elections," International Journal of Forecasting, Elsevier, vol. 30(1), pages 43-54.
  172. Lessmann, Stefan & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun, 2012. "A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction," European Journal of Operational Research, Elsevier, vol. 218(1), pages 163-174.
  173. Keunkwan Ryu & Kuo-yuan Liang, 1992. "Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application," UCLA Economics Working Papers 668, UCLA Department of Economics.
  174. Scheibehenne, Benjamin & Broder, Arndt, 2007. "Predicting Wimbledon 2005 tennis results by mere player name recognition," International Journal of Forecasting, Elsevier, vol. 23(3), pages 415-426.
  175. Oliver Blaskowitz & Helmut Herwartz, 2009. "Adaptive forecasting of the EURIBOR swap term structure," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 575-594.
  176. Robin C. Sickles & Jiaqi Hao & Chenjun Shang, 2014. "Panel data and productivity measurement: an analysis of Asian productivity trends," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 12(3), pages 211-231, August.
  177. Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham, 2011. "Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 672-688, July.
  178. Aiolfi, Marco & Timmermann, Allan, 2006. "Persistence in forecasting performance and conditional combination strategies," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 31-53.
  179. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
  180. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York.
  181. Thomadakis, Apostolos, 2016. "Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence," MPRA Paper 71589, University Library of Munich, Germany.
  182. Chiang, Wen-Chyuan & Russell, Robert A. & Urban, Timothy L., 2011. "Forecasting ridership for a metropolitan transit authority," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(7), pages 696-705, August.
  183. Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
  184. Poncela, Pilar & Rodríguez, Julio & Sánchez-Mangas, Rocío & Senra, Eva, 2011. "Forecast combination through dimension reduction techniques," International Journal of Forecasting, Elsevier, vol. 27(2), pages 224-237.
  185. Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
  186. Kamastra, M & Kennedy, P, 1996. "Combining Qualitative Forecasts Using Logit," Discussion Papers dp96-08, Department of Economics, Simon Fraser University.
  187. Guillermo Benavides, 2006. "Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models," Working Papers 2006-04, Banco de México.
  188. Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik, 2014. "Forecasting macroeconomic variables using disaggregate survey data," International Journal of Forecasting, Elsevier, vol. 30(1), pages 65-77.
  189. 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.
  190. Steffen Henzel & Johannes Mayr, 2009. "The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study," Ifo Working Paper Series Ifo Working Paper No. 65, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  191. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis.
  192. Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
  193. repec:lan:wpaper:425 is not listed on IDEAS
  194. Weatherford, Larry R. & Kimes, Sheryl E., 2003. "A comparison of forecasting methods for hotel revenue management," International Journal of Forecasting, Elsevier, vol. 19(3), pages 401-415.
  195. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
  196. Karine Bouthevillain, 1993. "La prévision macro-économique : précision relative et consensus," Économie et Prévision, Programme National Persée, vol. 108(2), pages 97-126.
  197. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
  198. Cheng, Gang & Yang, Yuhong, 2015. "Forecast combination with outlier protection," International Journal of Forecasting, Elsevier, vol. 31(2), pages 223-237.
  199. Diamantopoulos, Adamantios & Winklhofer, Heidi, 2003. "Export sales forecasting by UK firms: Technique utilization and impact on forecast accuracy," Journal of Business Research, Elsevier, vol. 56(1), pages 45-54, January.
  200. Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
  201. Guillermo Benavides Perales, 2009. "Price volatility forecasts for agricultural commodities: an application of volatility models, option implieds and composite approaches forfutures prices of corn and wheat," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 3(2), pages 40-59.
  202. Henzel, Steffen R. & Mayr, Johannes, 2013. "The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 1-24.
  203. de Menezes, Lilian M. & W. Bunn, Derek & Taylor, James W., 2000. "Review of guidelines for the use of combined forecasts," European Journal of Operational Research, Elsevier, vol. 120(1), pages 190-204, January.
  204. Eksoz, Can & Mansouri, S. Afshin & Bourlakis, Michael, 2014. "Collaborative forecasting in the food supply chain: A conceptual framework," International Journal of Production Economics, Elsevier, vol. 158(C), pages 120-135.
  205. Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," BORRADORES DE ECONOMIA 007015, BANCO DE LA REPÚBLICA.
  206. Enrique Moral-Benito, 2010. "Model Averaging In Economics," Working Papers wp2010_1008, CEMFI.
  207. repec:lan:wpaper:539557 is not listed on IDEAS
  208. Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
  209. Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016. "Predicting the yield curve using forecast combinations," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 79-98.
  210. Hendry, David F & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers.
  211. Rodríguez, Julio & Poncela, Pilar & Fuentes, Julieta, 2014. "Selecting and combining experts from survey forecasts," DES - Working Papers. Statistics and Econometrics. WS ws140905, Universidad Carlos III de Madrid. Departamento de Estadística.
  212. Gorr, Wilpen L. & Schneider, Matthew J., 2013. "Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis," International Journal of Forecasting, Elsevier, vol. 29(2), pages 274-281.
  213. Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham, 2011. "Combination of long term and short term forecasts, with application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 27(3), pages 870-886, July.
  214. Bonaccio, Silvia & Dalal, Reeshad S., 2006. "Advice taking and decision-making: An integrative literature review, and implications for the organizational sciences," Organizational Behavior and Human Decision Processes, Elsevier, vol. 101(2), pages 127-151, November.
  215. JS Armstrong & Fred Collopy, 2004. "Causal Forces: Structuring Knowledge for Time-series Extrapolation," General Economics and Teaching 0412003, EconWPA.
  216. Kolassa, Stephan, 2011. "Combining exponential smoothing forecasts using Akaike weights," International Journal of Forecasting, Elsevier, vol. 27(2), pages 238-251, April.
  217. Chris McDonald & Leif Anders Thorsrud, 2011. "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series DP2011/03, Reserve Bank of New Zealand.
  218. Thomas Theobald, 2012. "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper 89-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  219. Chen Zhuo & Yang Yuhong, 2007. "Time Series Models for Forecasting: Testing or Combining?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(1), pages 56-90, March.
  220. Victor Zarnowitz & Phillip Braun, 1993. "Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 11-94 National Bureau of Economic Research, Inc.
  221. Eliana González, . "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
  222. Giovanni De Luca & Alfonso Carfora, 2014. "Predicting U.S. recessions through a combination of probability forecasts," Empirical Economics, Springer, vol. 46(1), pages 127-144, February.
  223. Richard P. Larrick & Jack B. Soll, 2006. "Intuitions About Combining Opinions: Misappreciation of the Averaging Principle," Management Science, INFORMS, vol. 52(1), pages 111-127, January.
  224. de Menezes, Lilian M. & Bunn, Derek W., 1998. "The persistence of specification problems in the distribution of combined forecast errors," International Journal of Forecasting, Elsevier, vol. 14(3), pages 415-426, September.
  225. Jakub Nowotarski & Rafał Weron, 2015. "Computing electricity spot price prediction intervals using quantile regression and forecast averaging," Computational Statistics, Springer, vol. 30(3), pages 791-803, September.
  226. Albert E. Mannes, 2009. "Are We Wise About the Wisdom of Crowds? The Use of Group Judgments in Belief Revision," Management Science, INFORMS, vol. 55(8), pages 1267-1279, August.
  227. Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler, 1993. "Several Bayesians: A review," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 1-32, December.
  228. Mark R. Manfredo. & Raymond M. Leuthold, 1999. "Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk," Finance 9908002, EconWPA.
  229. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
  230. repec:zbw:rwirep:0294 is not listed on IDEAS
  231. Hu, Michael Y. & Tsoukalas, Christos, 2003. "Explaining consumer choice through neural networks: The stacked generalization approach," European Journal of Operational Research, Elsevier, vol. 146(3), pages 650-660, May.
  232. Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
  233. Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España;Working Papers Homepage.
  234. Antonis Michis, 2012. "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers 2012-02, Central Bank of Cyprus.
  235. Jacques J. Polak, 2002. "Los dos enfoques de la balanza de pagos: el keynesiano y el johnsoniano," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-27, enero-mar.
  236. Xiuzhen Li & Jiming Kong & Zhenyu Wang, 2012. "Landslide displacement prediction based on combining method with optimal weight," Natural Hazards- Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 61(2), pages 635-646, March.
  237. repec:pra:mprapa:37920 is not listed on IDEAS
  238. Roth, Alvin E. & Herzog, Stefan & Hau, Robin & Hertwig, Ralph & Erev, Ido & Ert, Eyal & Haruvy, Ernan & Stewart, Terrence & West, Robert & Lebiere, Christian, 2009. "A Choice Prediction Competition: Choices From Experience and From Description," Scholarly Articles 5343169, Harvard University Department of Economics.
  239. Hu, Michael Y. & Tsoukalas, Christos, 1999. "Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 407-422, November.
  240. Fischer, Ilan & Harvey, Nigel, 1999. "Combining forecasts: What information do judges need to outperform the simple average?," International Journal of Forecasting, Elsevier, vol. 15(3), pages 227-246, July.
  241. Fiordaliso, Antonio, 1998. "A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems," International Journal of Forecasting, Elsevier, vol. 14(3), pages 367-379, September.
  242. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
  243. Thesia I. Garner & Randal Verbrugge, 2007. "Puzzling Divergence of U.S. Rents and User Costs, 1980-2004: Summary and Extensions," Working Papers 409, U.S. Bureau of Labor Statistics.
  244. Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Stock and Bond Return Predictability : The Discrimination Power of Model Selection Criteria," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2004.05, Institut d'Economie et Econométrie, Université de Genève.
  245. James H. Stock & Mark W. Watson, 2003. "How did leading indicator forecasts perform during the 2001 recession?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 71-90.
  246. Philipp an de Meulen & Martin Micheli & Torsten Schmidt, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 0294, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  247. Önkal, Dilek & Lawrence, Michael & Zeynep SayIm, K., 2011. "Influence of differentiated roles on group forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 27(1), pages 50-68, January.
  248. D'Elia, Enrico, 2010. "Predictions vs preliminary sample estimates," MPRA Paper 36070, University Library of Munich, Germany.
  249. Armstrong, J. Scott & Morwitz, Vicki G. & Kumar, V., 2000. "Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?," International Journal of Forecasting, Elsevier, vol. 16(3), pages 383-397.
  250. Budescu, David V. & Rantilla, Adrian K. & Yu, Hsiu-Ting & Karelitz, Tzur M., 2003. "The effects of asymmetry among advisors on the aggregation of their opinions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 90(1), pages 178-194, January.
  251. Danese, Pamela & Kalchschmidt, Matteo, 2011. "The impact of forecasting on companies' performance: Analysis in a multivariate setting," International Journal of Production Economics, Elsevier, vol. 133(1), pages 458-469, September.
  252. Kirstin Hubrich & David F. Hendry, 2005. "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005 270, Society for Computational Economics.
  253. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," Journal of Econometrics, Elsevier, vol. 177(2), pages 357-373.
  254. Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
  255. Bell, William Paul, 2008. "Adaptive Interactive Profit Expectations and Small World Networks," MPRA Paper 37924, University Library of Munich, Germany.
  256. Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," BORRADORES DE ECONOMIA 007013, BANCO DE LA REPÚBLICA.
  257. Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012. "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper Series 17_12, The Rimini Centre for Economic Analysis.
  258. Theocharis, Zoe & Harvey, Nigel, 2016. "Order effects in judgmental forecasting," International Journal of Forecasting, Elsevier, vol. 32(1), pages 44-60.
  259. Fildes, Robert & Stekler, Herman, 2002. "The state of macroeconomic forecasting," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 435-468, December.
  260. Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer, vol. 43(2), pages 415-444, May.
  261. Grant, Andrew & Johnstone, David, 2010. "Finding profitable forecast combinations using probability scoring rules," International Journal of Forecasting, Elsevier, vol. 26(3), pages 498-510, July.
  262. Jakub Nowotarski, 2013. "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports HSC/13/17, Hugo Steinhaus Center, Wroclaw University of Technology.
  263. Douglas G. Santos & Flavio A. Ziegelmann, 2014. "Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 284-299, 07.
  264. Adya, Monica & Armstrong, J. Scott & Collopy, Fred & Kennedy, Miles, 2000. "An application of rule-based forecasting to a situation lacking domain knowledge," International Journal of Forecasting, Elsevier, vol. 16(4), pages 477-484.
  265. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2001. "Using investment portfolio return to combine forecasts: A multiobjective approach," European Journal of Operational Research, Elsevier, vol. 134(1), pages 84-102, October.
  266. Graham Elliott & Allan Timmermann, 2008. "Economic Forecasting," Journal of Economic Literature, American Economic Association, vol. 46(1), pages 3-56, March.
  267. Goodwin, Paul, 2000. "Correct or combine? Mechanically integrating judgmental forecasts with statistical methods," International Journal of Forecasting, Elsevier, vol. 16(2), pages 261-275.
  268. Zhang, Feng, 2007. "An application of vector GARCH model in semiconductor demand planning," European Journal of Operational Research, Elsevier, vol. 181(1), pages 288-297, August.
  269. Ercio Muñoz & Miguel Ricaurte & Mariel Siravegna, 2012. "Combinación de Proyecciones para el Precio del Petróleo: Aplicación y Evaluación de Metodologías," Working Papers Central Bank of Chile 660, Central Bank of Chile.
  270. Alvarez, Luis J. & Delrieu, Juan C. & Jareño, Javier, 1997. "Restricted forecasts and economic target monitoring: An application to the Spanish Consumer Price Index," Journal of Policy Modeling, Elsevier, vol. 19(3), pages 333-349, June.
  271. Roumen Vesselinov, 2001. "Methods for Forecasting the Business Cycle," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 61-73.
  272. Sanchez, Ismael, 2006. "Short-term prediction of wind energy production," International Journal of Forecasting, Elsevier, vol. 22(1), pages 43-56.
  273. Clemen, Robert T. & Murphy, Allan H. & Winkler, Robert L., 1995. "Screening probability forecasts: contrasts between choosing and combining," International Journal of Forecasting, Elsevier, vol. 11(1), pages 133-145, March.
  274. Phillip Metaxas & Andrew Leigh, 2013. "The Predictive Power of Political Pundits: Prescient or Pitiful?," CESifo Working Paper Series 4261, CESifo Group Munich.
  275. Krekó, Judit & Vonnák, Balázs, 2003. "Makroelemzők inflációs várakozásai Magyarországon
    [The inflationary expectations of macro analysts in Hungary]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 315-334.
  276. P. J. Lamberson & Scott E. Page, 2012. "Optimal Forecasting Groups," Management Science, INFORMS, vol. 58(4), pages 805-810, April.
  277. Gomez, Miguel I. & Gonzalez, Eliana & Melo, Luis F. & Torres, Jose L., 2006. "Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia," 2006 Annual meeting, July 23-26, Long Beach, CA 21181, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  278. Assimakopoulos, V. & Nikolopoulos, K., 2000. "The theta model: a decomposition approach to forecasting," International Journal of Forecasting, Elsevier, vol. 16(4), pages 521-530.
  279. Jungmittag, Andre, 2014. "Combination of forecasts across estimation windows: An application to air travel demand," Working Paper Series: Business and Law 05, Frankfurt University of Applied Sciences, Faculty of Business and Law.
  280. Stewart, Thomas R. & Roebber, Paul J. & Bosart, Lance F., 1997. "The Importance of the Task in Analyzing Expert Judgment," Organizational Behavior and Human Decision Processes, Elsevier, vol. 69(3), pages 205-219, March.
  281. Han Lin Shang, 2012. "Point and interval forecasts of age-specific life expectancies," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 27(21), pages 593-644, November.
  282. Yaniv, Ilan & Milyavsky, Maxim, 2007. "Using advice from multiple sources to revise and improve judgments," Organizational Behavior and Human Decision Processes, Elsevier, vol. 103(1), pages 104-120, May.
  283. Funke, Michael, 1997. "Supply potential and output gaps in West German manufacturing," International Journal of Forecasting, Elsevier, vol. 13(2), pages 211-222, June.
  284. Armstrong, J. Scott & Fildes, Robert, 2006. "Making progress in forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 433-441.
  285. repec:lan:wpaper:470 is not listed on IDEAS
  286. Clements, Michael P. & Harvey, David I., 2011. "Combining probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 208-223.
  287. Hibon, Michele & Evgeniou, Theodoros, 2005. "To combine or not to combine: selecting among forecasts and their combinations," International Journal of Forecasting, Elsevier, vol. 21(1), pages 15-24.
  288. Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics 11140, University of Munich, Department of Economics.
  289. Otwin Becker & Johannes Leitner & Ulrike Leopold-Wildburger, 2008. "Modeling Expectation Formation Involving Several Sources of Information," German Economic Review, Verein für Socialpolitik, vol. 9, pages 96-112, 02.
  290. Björn Fastrich & Peter Winker, 2014. "Combining Forecasts with Missing Data: Making Use of Portfolio Theory," Computational Economics, Society for Computational Economics, vol. 44(2), pages 127-152, August.
  291. Garratt, Anthony & Lee, Kevin, 2010. "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 403-422, April.
  292. an de Meulen, Philipp & Micheli, Martin & Schmidt, Torsten, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 294, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  293. Roy Batchelor & George Albanis, 2002. "Combining Heterogeneous Classifiers for Stock Selection," Working Papers wp02-01, Warwick Business School, Finance Group.
  294. Hsiao, Cheng & Wan, Shui Ki, 2011. "Comparison of forecasting methods with an application to predicting excess equity premium," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1235-1246.
  295. Taylor, James W. & Bunn, Derek W., 1999. "Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study," International Journal of Forecasting, Elsevier, vol. 15(3), pages 325-339, July.
  296. Charles Rahal, 2015. "House Price Forecasts with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
  297. Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 0142, European Central Bank.
  298. JS Armstrong & Fred Collopy, 2004. "Integration of Statistical Methods and Judgment for Time Series," General Economics and Teaching 0412024, EconWPA.
  299. Franses, Ph.H.B.F., 2006. "Formalizing judgemental adjustment of model-based forecasts," Econometric Institute Research Papers EI 2006-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  300. Todd E. Clark & Taisuke Nakata, 2006. "The trend growth rate of employment : past, present, and future," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 43-85.
  301. Theodosiou, Marina, 2011. "Forecasting monthly and quarterly time series using STL decomposition," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1178-1195, October.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.