On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates-Reference-Cited by-同舟云学术

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

Published:2022-09 Issue: Volume: Page:
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Diebold Francis X.,Shin Minchul,Zhang Boyuan

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference48 articles.

1. The evolution of forecast density combinations in economics;Aastveit,2019

2. Prediction using several macroeconomic models;Amisano;Rev. Econ. Stat.,2017

3. On the comparison of interval forecasts;Askanazi;J. Time Series Anal.,2018

4. The combination of forecasts;Bates;Oper. Res. Q.,1969

5. Time-varying combinations of predictive densities using nonlinear filtering;Billio;J. Econometrics,2013

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis;Studies in Nonlinear Dynamics & Econometrics;2023-12-18

2. Predictive Density Combination Using a Tree-Based Synthesis Function;Working paper (Federal Reserve Bank of Cleveland);2023-11-21

3. Forecast combinations: An over 50-year review;International Journal of Forecasting;2022-12

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