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

DOI10.1080/02664760500079027zbMATH Open1121.62384OpenAlexW2066208645MaRDI QIDQ3592017FDOQ3592017

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

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zbMATH Keywords

forecastinginterest ratescombination forecastingdirectional accuracy

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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

Cited In (4)

• 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
• On the directional accuracy of inflation forecasts: evidence from South African survey data
• A combination selection algorithm on forecasting

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