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Optimal Combination of Survey Forecasts
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Cited by:
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015.
"Dynamic predictive density combinations for large data sets in economics and finance,"
Working Paper
2015/12, Norges Bank.
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016. "Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 03 Jul 2017.
- Geoff Kenny & Thomas Kostka & Federico Masera, 2015.
"Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 1-46, December.
- Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2013. "Can macroeconomists forecast risk? Event-based evidence from the euro area SPF," Working Paper Series 1540, European Central Bank.
- Constantin Rudolf Salomo Bürgi, 2023.
"How to deal with missing observations in surveys of professional forecasters,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2185975-218, December.
- Constantin Bürgi, 2023. "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series 10203, CESifo.
- Anne Opschoor & Dick van Dijk & Michel van der Wel, 2014. "Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities," Tinbergen Institute Discussion Papers 14-090/III, Tinbergen Institute.
- Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021.
"Forecasting Swiss exports using Bayesian forecast reconciliation,"
European Journal of Operational Research, Elsevier, vol. 291(2), pages 693-710.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers 19-457, KOF Swiss Economic Institute, ETH Zurich.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
- Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016.
"Assessing the economic value of probabilistic forecasts in the presence of an inflation target,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/10, Reserve Bank of New Zealand.
- Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly, 2016. "Assessing the economic value of probabilistic forecasts in the presence of an inflation target," CAMA Working Papers 2016-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knotek, Edward S. & Zaman, Saeed, 2023.
"Real-time density nowcasts of US inflation: A model combination approach,"
International Journal of Forecasting, Elsevier, vol. 39(4), pages 1736-1760.
- Edward Knotek & Saeed Zaman, 2020. "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers 2015, University of Strathclyde Business School, Department of Economics.
- Edward S. Knotek & Saeed Zaman, 2020. "Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach," Working Papers 20-31, Federal Reserve Bank of Cleveland.
- Esteban Fernández-Vázquez & Blanca Moreno, 2017. "Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator," Journal of Geographical Systems, Springer, vol. 19(4), pages 349-370, October.
- Chernis Tony, 2024.
"Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
- Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
- repec:zbw:bofrdp:2016_015 is not listed on IDEAS
- Pilar Poncela & Eva Senra, 2017. "Measuring uncertainty and assessing its predictive power in the euro area," Empirical Economics, Springer, vol. 53(1), pages 165-182, August.
- Richard K. Crump & Domenico Giannone & Sean Hundtofte, 2018.
"Changing Risk-Return Profiles,"
Liberty Street Economics
20181004, Federal Reserve Bank of New York.
- Richard K. Crump & Miro Everaert & Domenico Giannone & Sean Hundtofte, 2018. "Changing Risk-Return Profiles," Staff Reports 850, Federal Reserve Bank of New York.
- Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023.
"Density forecasts of inflation: a quantile regression forest approach,"
Working Paper Series
2830, European Central Bank.
- Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
- M. Lenza & I. Moutachaker & I. Moutachaker, 2024. "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers 2024-12, Institut National de la Statistique et des Etudes Economiques.
- Thompson, Ryan & Qian, Yilin & Vasnev, Andrey L., 2024.
"Flexible global forecast combinations,"
Omega, Elsevier, vol. 126(C).
- Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022. "Flexible global forecast combinations," Papers 2207.07318, arXiv.org, revised Mar 2024.
- Li, Hongmin & Wang, Jianzhou & Lu, Haiyan & Guo, Zhenhai, 2018. "Research and application of a combined model based on variable weight for short term wind speed forecasting," Renewable Energy, Elsevier, vol. 116(PA), pages 669-684.
- Benjamin Avanzi & Yanfeng Li & Bernard Wong & Alan Xian, 2022. "Ensemble distributional forecasting for insurance loss reserving," Papers 2206.08541, arXiv.org, revised Jun 2024.
- Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023.
"Market participants or the random walk – who forecasts better? Evidence from micro-level survey data,"
Finance Research Letters, Elsevier, vol. 54(C).
- Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023. "Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data," Working Papers 2023:2, Örebro University, School of Business.
- repec:wrk:wrkemf:09 is not listed on IDEAS
- Matsypura, Dmytro & Thompson, Ryan & Vasnev, Andrey L., 2018. "Optimal selection of expert forecasts with integer programming," Omega, Elsevier, vol. 78(C), pages 165-175.
- Hauzenberger, Niko & Huber, Florian & Klieber, Karin, 2023.
"Real-time inflation forecasting using non-linear dimension reduction techniques,"
International Journal of Forecasting, Elsevier, vol. 39(2), pages 901-921.
- Niko Hauzenberger & Florian Huber & Karin Klieber, 2020. "Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques," Papers 2012.08155, arXiv.org, revised Dec 2021.
- Diebold, Francis X. & Shin, Minchul & Zhang, Boyuan, 2023.
"On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2020. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Papers 2012.11649, arXiv.org, revised Jun 2022.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers 29635, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone In?ation and Real Interest Rates," PIER Working Paper Archive 21-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2021. "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," Working Papers 21-06, Federal Reserve Bank of Philadelphia.
- Senra, Eva, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022.
"Optimal and robust combination of forecasts via constrained optimization and shrinkage,"
International Journal of Forecasting, Elsevier, vol. 38(1), pages 97-116.
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Discussion Papers LFIN 2020006, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2021. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Reprints LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- Victor Lopez-Perez, 2016. "Macroeconomic Forecast Uncertainty In The Euro Area," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 9-41, March.
- Wang, Shengjie & Kang, Yanfei & Petropoulos, Fotios, 2024. "Combining probabilistic forecasts of intermittent demand," European Journal of Operational Research, Elsevier, vol. 315(3), pages 1038-1048.
- Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
- Diebold, Francis X. & Shin, Minchul, 2019.
"Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1679-1691.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives," PIER Working Paper Archive 18-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2018.
- Francis X. Diebold & Minchul Shin, 2018. "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers 24967, National Bureau of Economic Research, Inc.
- Cobb, Marcus P A, 2018. "Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach," MPRA Paper 88593, University Library of Munich, Germany.
- Laura Coroneo & Fabrizio Iacone, 2020. "Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 391-409, June.
- McAdam, Peter & Warne, Anders, 2019.
"Euro area real-time density forecasting with financial or labor market frictions,"
International Journal of Forecasting, Elsevier, vol. 35(2), pages 580-600.
- McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
- Petropoulos, Fotios & Spiliotis, Evangelos & Panagiotelis, Anastasios, 2023. "Model combinations through revised base rates," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1477-1492.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020.
"A Scoring Rule for Factor and Autoregressive Models Under Misspecification,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
- Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
- Yanwei Jia & Jussi Keppo & Ville Satopää, 2023. "Herding in Probabilistic Forecasts," Management Science, INFORMS, vol. 69(5), pages 2713-2732, May.
- Sami Oinonen & Maritta Paloviita, 2017.
"How Informative are Aggregated Inflation Expectations? Evidence from the ECB Survey of Professional Forecasters,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 139-163, November.
- Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Research Discussion Papers 15/2016, Bank of Finland.
- Martina Hengge, 2019. "Uncertainty as a Predictor of Economic Activity," IHEID Working Papers 19-2019, Economics Section, The Graduate Institute of International Studies.
- Jiun-Hua Su, 2021. "No-Regret Forecasting with Egalitarian Committees," Papers 2109.13801, arXiv.org.
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024.
"Decision Synthesis in Monetary Policy,"
Staff Working Papers
24-30, Bank of Canada.
- Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.
- Cobb, Marcus P A, 2017. "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper 76556, University Library of Munich, Germany.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020.
"A Scoring Rule for Factor and Autoregressive Models Under Misspecification,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
- Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
- Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
- Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, vol. 5(4), pages 1-28, October.
- Constantin Bürgi & Tara M. Sinclair, 2017.
"A nonparametric approach to identifying a subset of forecasters that outperforms the simple average,"
Empirical Economics, Springer, vol. 53(1), pages 101-115, August.
- Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Oinonen, Sami & Paloviita, Maritta, 2016. "How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters," Bank of Finland Research Discussion Papers 15/2016, Bank of Finland.
- Víctor López-Pérez, 2017. "Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 147-174, February.
- Mehmanpazir, Farhad & Khalili-Damghani, Kaveh & Hafezalkotob, Ashkan, 2022. "Dynamic strategic planning: A hybrid approach based on logarithmic regression, system dynamics, Game Theory and Fuzzy Inference System (Case study Steel Industry)," Resources Policy, Elsevier, vol. 77(C).
- Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio, 2014. "Selecting and combining experts from survey forecasts," DES - Working Papers. Statistics and Econometrics. WS ws140905, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Zhentao Shi & Liangjun Su & Tian Xie, 2020. "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers 2010.09477, arXiv.org, revised Aug 2022.