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Bayesian calibration of generalized pools of predictive distributions

Casarin, Roberto; Mantoan, Giulia; Ravazzolo, Francesco - In: Econometrics : open access journal 4 (2016) 1, pp. 1-24

Decision-makers often consult different experts to build reliable forecasts on variables of interest. Combining more opinions and calibrating them to maximize the forecast accuracy is consequently a crucial issue in several economic problems. This paper applies a Bayesian beta mixture model to...

Persistent link: https://www.econbiz.de/10011505901

In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models

Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 875-887

Persistent link: https://www.econbiz.de/10011621857

In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments

Forbes, Catherine Scipione - In: International journal of forecasting 32 (2016) 3, pp. 888-890

Persistent link: https://www.econbiz.de/10011621862

Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"

Perron, Pierre; Xu, Jiawen - In: International journal of forecasting 32 (2016) 3, pp. 891-892

Persistent link: https://www.econbiz.de/10011621864

Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"

Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 893-894

Persistent link: https://www.econbiz.de/10011621879

Forecast densities for economic aggregates from disaggregate ensembles

Ravazzolo, Francesco; Vahey, Shaun P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 367-381

Persistent link: https://www.econbiz.de/10010461273

Using entropic tilting to combine BVAR forecasts with external nowcasts

Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 470-485

Persistent link: https://www.econbiz.de/10011705954

Combined density nowcasting in an uncertain economic environment

Aastveit, Knut Are; Ravazzolo, Francesco; Dijk, Herman … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 131-145

Persistent link: https://www.econbiz.de/10011894481

Combination schemes for turning point predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 402-412

Persistent link: https://www.econbiz.de/10009700545

Real-time inflation forecasting in a changing world

Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 29-44

Persistent link: https://www.econbiz.de/10009715102