Forecast uncertainty, disagreement, and the linear pool
Author:
Affiliation:
1. Research Centre Deutsche Bundesbank Frankfurt Germany
2. Department of Economics and Management Karlsruhe Institute of Technology Karlsruhe Germany
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2834
Reference44 articles.
1. The Evolution of Forecast Density Combinations in Economics
2. Vulnerable Growth
3. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
4. The Combination of Forecasts
5. Quantile Aggregation of Density Forecasts
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