Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - In: Macroeconomic forecasting in the era of big data : …, (pp. 465-494). 2020
This chapter reviews different methods to construct density forecasts and to aggregate forecasts from many sources. Density evaluation tools to measure the accuracy of density forecasts are reviewed and calibration methods for improving the accuracy of forecasts are presented. The manuscript...
