Optimal forecast combination under asymmetric loss and regime-switching
Year of publication: |
December 2023
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Authors: | Monostoriné Grolmusz, Viola |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | Forecast combination | Loss functions | Time-varying combination weights | Markov switching | Theorie | Theory | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (circa 48 Seiten) Illustrationen |
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Series: | MNB working papers. - Budapest : [Verlag nicht ermittelbar], ISSN 1585-5600, ZDB-ID 2223708-2. - Vol. 2023, 3 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/299284 [Handle] |
Classification: | C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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