Combining inflation density forecasts
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Cites work
- Asymptotic Theory of Integrated Conditional Moment Tests
- Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
- Bayesian Model Averaging for Linear Regression Models
- Bootstrap conditional distribution tests in the presence of dynamic misspecification
- Combining Expert Judgments: A Bayesian Approach
- Combining Probability Distributions from Dependent Information Sources
- Combining probability distributions: A critique and an annotated bibliography
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Consistent model specification tests
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Multivariate linear time series models
- Pooling of forecasts
- Predictive density and conditional confidence interval accuracy tests
- The Opinion Pool
Cited in
(22)- A note on predictive densities based on composite likelihood methods
- Dynamic Bayesian predictive synthesis in time series forecasting
- The power of weather
- A Bayesian approach to aggregate experts' initial information
- Inflation forecast contracts
- Generalised density forecast combinations
- Time-varying combinations of predictive densities using nonlinear filtering
- Infinite Markov pooling of predictive distributions
- Model imperfection and predicting predictability
- A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
- Combining Forecasts with Nonparametric Kernel Regressions
- Combining predictive distributions
- Combining economic forecasts by using a maximum entropy econometric approach
- Early warning with calibrated and sharper probabilistic forecasts
- Forecaster Diversity and the Benefits of Combining Forecasts
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- 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
- Combining VAR and DSGE forecast densities
- Combined Density Nowcasting in an Uncertain Economic Environment
- Bayesian predictive synthesis with outcome-dependent pools
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