Nonlinear forecast combinations: An example using euro-area real GDP growth
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DOI: 10.1016/j.jebo.2018.09.021
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Cited by:
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023.
"Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
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More about this item
Keywords
Nonlinear forecast combinations; Nonlinear models; Time-varying coefficients;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E53 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Deposit Insurance
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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