Combining inflation density forecasts
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Publication:3065506
DOI10.1002/for.1147zbMath1204.91092OpenAlexW2159232612MaRDI QIDQ3065506
Christian Kascha, Francesco Ravazzolo
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2497763
Related Items (13)
A note on predictive densities based on composite likelihood methods ⋮ Combining predictive distributions ⋮ The power of weather ⋮ Infinite Markov pooling of predictive distributions ⋮ On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates ⋮ Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil ⋮ A Bayesian approach to aggregate experts' initial information ⋮ Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting ⋮ Combining VAR and DSGE forecast densities ⋮ Time-varying combinations of predictive densities using nonlinear filtering ⋮ Dynamic Bayesian predictive synthesis in time series forecasting ⋮ Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights ⋮ MODEL IMPERFECTION AND PREDICTING PREDICTABILITY
Cites Work
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- Combining probability distributions: A critique and an annotated bibliography
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- Multivariate linear time series models
- The Opinion Pool
- Combining Probability Distributions from Dependent Information Sources
- Combining Expert Judgments: A Bayesian Approach
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bayesian Model Averaging for Linear Regression Models
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