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Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - 2015

We have argued that from the standpoint of a policy maker, the uncertainty of using the average forecast is not the variance of the average, but rather the average of the variances of the individual forecasts that incorporate idiosyncratic risks. With a slight reformulation of the loss function...

Persistent link: https://www.econbiz.de/10011305389

Predicting recessions with leading indicators : model averaging and selection over the business cycle

Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471

Persistent link: https://www.econbiz.de/10011343630

Forecasts from reduced-form models under the zero-lower-bound constraint

Pasaogullari, Mehmet - 2015

Persistent link: https://www.econbiz.de/10011312704

Forecasting GDP growth using mixed-frequency models with switching regimes

Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10011327124

Forecasting economic activity with targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206

Persistent link: https://www.econbiz.de/10011327372

Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding

Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143

Persistent link: https://www.econbiz.de/10011327376

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011327408

Now-casting and the real-time data flow

Bańbura, Marta; Giannone, Domenico; Modugno, Michele; … - 2013

Persistent link: https://www.econbiz.de/10009766339

A confidence interval to combined univariate economic forecasts

Hartung, Joachim; Argaç, Doğan - 2002

Research in combining of economic forecasts made by several research institutes on the same economic variable has focused on estimation, hoping that the combined forecast will be improved by taking into account the expert opinions of the institutes. We provide a confidence interval on the...

Persistent link: https://www.econbiz.de/10009772049

Financial factors in macroeconometric models

Giesen, Sebastian - 2013

Persistent link: https://www.econbiz.de/10009733040