On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Year of publication: |
2023
|
---|---|
Authors: | Diebold, Francis X. ; Shin, Minchul ; Zhang, Boyuan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-25
|
Subject: | Density forecasts | Forecast combination | Model averaging | Model selection | Partially egalitarian LASSO | Regularization | Shrinkage | Subset averaging | Survey forecasts | Theorie | Theory | Prognoseverfahren | Forecasting model | Inflation | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Realzins | Real interest rate |
-
Diebold, Francis X., (2021)
-
Diebold, Francis X., (2021)
-
Evaluating point and density forecasts of DSGE models
Wolters, Maik H., (2015)
- More ...
-
Diebold, Francis X., (2021)
-
Diebold, Francis X., (2021)
-
Diebold, Francis X., (2022)
- More ...