Similar Search Results - EconBiz

Machine learning for regularized survey forecast combination : partially-egalitarian lasso and its derivatives

Diebold, Francis X.; Shin, Minchul - 2018

Persistent link: https://www.econbiz.de/10011913095

Real-time forecast evaluation of DSGE models with stochastic volatility

Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332

Persistent link: https://www.econbiz.de/10011920505

Real-time forecast evaluation of DSGE models with stochastic volatility

Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2017 - This Version: August 18, 2016

Recent work has analyzed the forecasting performance of standard dynamic stochastic general equilibrium (DSGE) models, but little attention has been given to DSGE models that incorporate nonlinearities in exogenous driving processes. Against that background, we explore whether incorporating...

Persistent link: https://www.econbiz.de/10011755749

Assessing point forecast accuracy by stochastic error distance

Diebold, Francis X.; Shin, Minchul - In: Econometric reviews 36 (2017) 6/9, pp. 588-598

Persistent link: https://www.econbiz.de/10011795289

Beating the simple average : egalitarian LASSO for combining economic forecasts

Diebold, Francis X.; Shin, Minchul - 2017

Persistent link: https://www.econbiz.de/10011770567

On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates

Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - 2021

Persistent link: https://www.econbiz.de/10012431724

On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates

Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25

Persistent link: https://www.econbiz.de/10014471814

On comparing information in forecasts from econometric models : a comment on Fair and Shiller

Diebold, Francis X. - 1993 - [Rev.]

Persistent link: https://www.econbiz.de/10000854434

The time-series structure of exchange rate fluctuations

Diebold, Francis X. - 1986

Persistent link: https://www.econbiz.de/10000723411

Testing for bubbles, reflecting barriers and other anomalies

Diebold, Francis X. - In: Journal of economic dynamics & control 12 (1988) 1, pp. 63-70

Persistent link: https://www.econbiz.de/10001046143

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