Predicting Relative Forecasting Performance: An Empirical Investigation

Author:

Granziera Eleonora,Sekhposyan Tatevik

Publisher

Elsevier BV

Reference46 articles.

1. Vulnerable Growth;T Adrian;American Economic Review,2016

2. Persistence in Forecasting Performance and Conditional Combination Strategies;M Aiol?;Journal of Econometrics,2006

3. Measuring Economic Policy Uncertainty;S R Baker;Quarterly Journal of Economics,2016

4. The Combination of Forecasts;J M Bates;Operational Research Quarterly,1969

5. Controlling the False Discovery Rates: a Practical and Powerful Approach to Multiple Testing;Y Benjamini;Journal of the Royal Statistical Society. Series B (Methodological),1995

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