Forecast Combination In A Dynamic Setting
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Cited by:
- Aguilar, Ruben & Valdivia, Daney, 2011. "Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos [Bolivian natural gas export prices: Modeling and forecast pooling]," MPRA Paper 35485, University Library of Munich, Germany.
- Ulph, A., 1993. "Environmental policy and international trade when governments and producers act strategically," Discussion Paper Series In Economics And Econometrics 9318, Economics Division, School of Social Sciences, University of Southampton.
- Huiyu Huang & Tae-Hwy Lee, 2010.
"To Combine Forecasts or to Combine Information?,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 534-570.
- Huiyu Huang & Tae-Hwy Lee, 2006. "To Combine Forecasts or to Combine Information?," Working Papers 200806, University of California at Riverside, Department of Economics, revised Feb 2009.
- Ulph, A., 1997. "Political institutions and the design of environmental policy in a federal system with asymmetric information," Discussion Paper Series In Economics And Econometrics 9718, Economics Division, School of Social Sciences, University of Southampton.
- Ulph, A., 1995. "International environmental regulation when national governments act strategically," Discussion Paper Series In Economics And Econometrics 9518, Economics Division, School of Social Sciences, University of Southampton.
- Qizilbash, M., 1994. "Bribery, efficiency wages and political protection," Discussion Paper Series In Economics And Econometrics 9418, Economics Division, School of Social Sciences, University of Southampton.
- David F. Hendry & Michael P. Clements, 2004.
"Pooling of forecasts,"
Econometrics Journal, Royal Economic Society, vol. 7(1), pages 1-31, June.
- David Hendry & Michael P. Clements, 2001. "Pooling of Forecasts," Economics Papers 2002-W9, Economics Group, Nuffield College, University of Oxford.
- Elkin Castaño V. & Luis Fernando Melo Velandia, 1998.
"Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana,"
Borradores de Economia
3212, Banco de la Republica.
- Elkin Castaño & Luis Fernando Melo, 1998. "Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana," Borradores de Economia 109, Banco de la Republica de Colombia.
- Hendry, D.F. & Mizon, G.E., 1999. "On selecting policy analysis models by forecast accuracy," Discussion Paper Series In Economics And Econometrics 9918, Economics Division, School of Social Sciences, University of Southampton.
- Francis X. Diebold & Jose A. Lopez, 1995.
"Forecast evaluation and combination,"
Research Paper
9525, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc.
- Kenton Yee, 2008.
"A Bayesian framework for combining valuation estimates,"
Review of Quantitative Finance and Accounting, Springer, vol. 30(3), pages 339-354, April.
- Kenton K. Yee, 2007. "A Bayesian Framework for Combining Valuation Estimates," Papers 0707.3482, arXiv.org.
- Chadha, J.S. & Schellekens, P., 1998. "Utility functions for central bankers: the not so drastic quadratic," Discussion Paper Series In Economics And Econometrics 9818, Economics Division, School of Social Sciences, University of Southampton.
- Gomez, Miguel I. & Gonzalez, Eliana & Melo, Luis F. & Torres, Jose L., 2006. "Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia," 2006 Annual meeting, July 23-26, Long Beach, CA 21181, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Aldrich, J., 1992. "Haavelmo's Identification Theory," Discussion Paper Series In Economics And Econometrics 9218, Economics Division, School of Social Sciences, University of Southampton.
- Cook, S., 1996. "Econometric methodology I," Discussion Paper Series In Economics And Econometrics 9618, Economics Division, School of Social Sciences, University of Southampton.
- Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004.
"Combinación de pronósticos de la inflación en presencia de cambios estructurales,"
Borradores de Economia
2153, Banco de la Republica.
- Luis Fernando Melo & Héctor Núñez, 2004. "Combinación de Pronósticos de la Inflación en Presencia de cambios Estructurales," Borradores de Economia 286, Banco de la Republica de Colombia.
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Keywords
forecasts ; regression analysis;Statistics
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