Kocięcki, Andrzej; Kolasa, Marcin; Rubaszek, Michał - In: Economic Modelling 29 (2012) 4, pp. 1349-1355
This paper introduces a formal method of combining expert and model density forecasts when the sample of past forecasts … forecasting US inflation by mixing density forecasts from an autoregressive model and the Survey of Professional Forecasters. …