Combination forecasting for directional accuracy: An application to survey interest rate forecasts

DOI10.1080/02664760500079027MaRDI QIDQ3592017zbMATH OpenOpenAlexFDO

Authors Mark Greer

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760500079027

zbMATH Keywords

forecastinginterest ratescombination forecastingdirectional accuracy

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Hits-and-misses for the evaluation and combination of forecasts
• Pooling of forecasts

Cited in

(4)

• On the directional accuracy of inflation forecasts: evidence from South African survey data
• A combination selection algorithm on forecasting
• Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates
• Forecasts of US short-term interest rates: a flexible forecast combination approach

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