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Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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Cited by:
- Katja Drechsel & Laurent Maurin, 2011.
"Flow of conjunctural information and forecast of euro area economic activity,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 336-354, April.
- Maurin, Laurent & Drechsel, Katja, 2008. "Flow of conjunctural information and forecast of euro area economic activity," Working Paper Series 925, European Central Bank.
- Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2020. "Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 87-114, June.
- Krzysztof Beck, 2017. "Bayesian Model Averaging And Jointness Measures: Theoretical Framework And Application To The Gravity Model Of Trade," Statistics in Transition New Series, Polish Statistical Association, vol. 18(3), pages 393-412, September.
- Jose Olmo & Marcos Sanso‐Navarro, 2021. "Modeling the spread of COVID‐19 in New York City," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1209-1229, October.
- Kupiec, Paul H., 2020.
"Policy uncertainty and bank stress testing,"
Journal of Financial Stability, Elsevier, vol. 51(C).
- Paul H. Kupiec, 2019. "Policy uncertainty and bank stress testing," AEI Economics Working Papers 1022739, American Enterprise Institute.
- Wilson, Kevin J., 2017. "An investigation of dependence in expert judgement studies with multiple experts," International Journal of Forecasting, Elsevier, vol. 33(1), pages 325-336.
- Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997.
"Bayesian analysis of long memory and persistence using ARFIMA models,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Pennings, Clint L.P. & van Dalen, Jan & Rook, Laurens, 2019. "Coordinating judgmental forecasting: Coping with intentional biases," Omega, Elsevier, vol. 87(C), pages 46-56.
- Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
- Carlo Altavilla & Matteo Ciccarelli, 2006.
"Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area,"
Discussion Papers
7_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Matteo Ciccarelli & Carlo Altavilla, 2007. "Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro area," 2007 Meeting Papers 315, Society for Economic Dynamics.
- Ciccarelli, Matteo & Altavilla, Carlo, 2007. "Inflation Forecasts, monetary policy and unemployment dynamics: evidence from the US and the euro area," Working Paper Series 725, European Central Bank.
- Michael K. Andersson & Sune Karlsson, 2008.
"Bayesian forecast combination for VAR models,"
Advances in Econometrics, in: Bayesian Econometrics, pages 501-524,
Emerald Group Publishing Limited.
- Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
- Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
- Diebold, Francis X. & Li, Canlin, 2006.
"Forecasting the term structure of government bond yields,"
Journal of Econometrics, Elsevier, vol. 130(2), pages 337-364, February.
- Francis X. Diebold & Canlin Li, 2002. "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers 02-34, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Diebold, Francis X. & Li, Canlin, 2003. "Forecasting the term structure of government bond yields," CFS Working Paper Series 2004/09, Center for Financial Studies (CFS).
- Francis X. Diebold & Canlin Li, 2003. "Forecasting the Term Structure of Government Bond Yields," NBER Working Papers 10048, National Bureau of Economic Research, Inc.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
"Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
- Eduardo Ley & Mark F.J. Steel, 2009. "On the effect of prior assumptions in Bayesian model averaging with applications to growth regression This article was published online on 30 March 2009. An error was subsequently identified. This not," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 651-674.
- Jana Eklund & Sune Karlsson, 2007.
"Forecast Combination and Model Averaging Using Predictive Measures,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
- Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
- Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
- Poirier, Dale J., 1997. "Comparing and choosing between two models with a third model in the background," Journal of Econometrics, Elsevier, vol. 78(2), pages 139-151, June.
- Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019.
"Bayesian nonparametric sparse VAR models,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
- Monica Billio & Roberto Casarin & Luca Rossini, 2016. "Bayesian nonparametric sparse VAR models," Papers 1608.02740, arXiv.org, revised Oct 2018.
- Hu, Michael Y. & Tsoukalas, Christos, 1999. "Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(4), pages 407-422, November.
- Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2017. "Forecasting economic activity by Bayesian bridge model averaging," Empirical Economics, Springer, vol. 53(1), pages 21-40, August.
- Fernandez, Carmen & Ley, Eduardo & Steel, Mark F. J., 2001.
"Benchmark priors for Bayesian model averaging,"
Journal of Econometrics, Elsevier, vol. 100(2), pages 381-427, February.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, "undated". "Benchmark priors for Bayesian Model averaging," Working Papers 98-06, FEDEA.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 66, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series 26, Edinburgh School of Economics, University of Edinburgh.
- Ley, Eduardo & Steel, Mark F. J., 2007.
"On the effect of prior assumptions in Bayesian model averaging with applications to growth regression,"
Policy Research Working Paper Series
4238, The World Bank.
- Ley, Eduardo & Steel, Mark F.J., 2008. "On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression," MPRA Paper 6773, University Library of Munich, Germany, revised 06 Jan 2008.
- Zijun Wang, 2010. "Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(4), pages 353-366.
- Rodney W. Strachan & Herman K. Van Dijk, 2013.
"Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
- Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
- Roberto León & Carmelo J. León, 2003. "Single or double bounded contingent valuation? A Bayesian test," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(2), pages 174-188, May.
- Wei, Xiaoqiao & Yang, Yuhong, 2012. "Robust forecast combinations," Journal of Econometrics, Elsevier, vol. 166(2), pages 224-236.
- Rodney W. Strachan & Herman K. van Dijk, 2014.
"Divergent Priors and Well Behaved Bayes Factors,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
- Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
- Koop, Gary & Dijk, Herman K. Van, 2000.
"Testing for integration using evolving trend and seasonals models: A Bayesian approach,"
Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
- Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
- Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
- Nonejad, Nima, 2017. "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 131-154.
- Pena, Daniel & Poncela, Pilar, 2004.
"Forecasting with nonstationary dynamic factor models,"
Journal of Econometrics, Elsevier, vol. 119(2), pages 291-321, April.
- Poncela, Pilar, 2000. "Forecasting with nostationary dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS 9959, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Negrin, Miguel A. & Vázquez-Polo, Francisco-José, 2008. "Incorporating model uncertainty in cost-effectiveness analysis: A Bayesian model averaging approach," Journal of Health Economics, Elsevier, vol. 27(5), pages 1250-1259, September.
- Francis X. Diebold, 2004.
"The Nobel Memorial Prize for Robert F. Engle,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(2), pages 165-185, June.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
- Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X., 2004. "The Nobel Memorial Prize for Robert F. Engle," CFS Working Paper Series 2004/11, Center for Financial Studies (CFS).
- Cheng, Gang & Yang, Yuhong, 2015. "Forecast combination with outlier protection," International Journal of Forecasting, Elsevier, vol. 31(2), pages 223-237.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017.
"Forecasting with temporal hierarchies,"
European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
- Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2015. "Forecasting with Temporal Hierarchies," MPRA Paper 66362, University Library of Munich, Germany.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Fotios Petropoulos, 2015. "Forecasting with Temporal Hierarchies," Monash Econometrics and Business Statistics Working Papers 16/15, Monash University, Department of Econometrics and Business Statistics.
- Arie Preminger & Uri Ben-zion & David Wettstein, 2007. "The extended switching regression model: allowing for multiple latent state variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 457-473.
- Carmen Fernández & Eduardo Ley & Mack F. J. Steel, "undated".
"Statistical modeling of fishing activities in the North Atlantic,"
Working Papers
97-25, FEDEA.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper 1997-111, Tilburg University, Center for Economic Research.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997. "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics 9712001, University Library of Munich, Germany.
- Fernández, C. & Ley, E. & Steel, M.F.J., 1997. "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM 20eee0e0-9a7e-40e2-8b1a-b, Tilburg University, School of Economics and Management.
- Zellner, Arnold & Tobias, Justin & Ryu, Hang, 1998. "Bayesian Method of Moments (BMOM) Analysis of Parametric and Semiparametric Regression Models," CUDARE Working Papers 198660, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"Combination schemes for turning point predictions,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022.
"Forecasting: theory and practice,"
International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
- Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
- Wright, Jonathan H., 2008.
"Bayesian Model Averaging and exchange rate forecasts,"
Journal of Econometrics, Elsevier, vol. 146(2), pages 329-341, October.
- Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.).
- Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003. "Testing and Estimating Persistence in Canadian Unemployment," Econometrics 0311004, University Library of Munich, Germany.
- Phillips, Peter C. B., 1995.
"Bayesian model selection and prediction with empirical applications,"
Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
- Peter C.B. Phillips, 1992. "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.
- Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City.
- Kapetanios, George & Labhard, Vincent & Price, Simon, 2008.
"Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 33-41, January.
- George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
- George Kapetanios & Vincent Labhard & Simon Price, 2006. "Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation," Working Papers 566, Queen Mary University of London, School of Economics and Finance.
- Kapetanios, G. & Labhard, V. & Price, S., 2007. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Working Papers 07/15, Department of Economics, City University London.
- Smith, Michael & Kohn, Robert, 2000.
"Nonparametric seemingly unrelated regression,"
Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
- Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
- Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
- Cheng Hsiao & M. Hashem Pesaran, 2004.
"Random Coefficient Panel Data Models,"
CESifo Working Paper Series
1233, CESifo.
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
- Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
- Mariola Pilatowska, 2009. "The Combined Forecasts Using the Akaike Weights," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 5-16.
- Shively, Thomas S. & Kohn, Robert, 1997. "A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 39-52.
- Roberto Leon-Gonzalez & Daniel Montolio, 2004.
"Growth, convergence and public investment. A Bayesian model averaging approach,"
Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1925-1936.
- Roberto León-González & Daniel Montolio, "undated". "Growth, Convergence And Public Investment. A Bayesian Model Averaging Approach," Working Papers 13-03 Classification-JEL , Instituto de Estudios Fiscales.
- Roberto Leon Gonzalez & Daniel Montolio Estivill, 2003. "Growth, Convergence and Public Investment. A Bayesian Model Averaging Approach," Working Papers in Economics 106, Universitat de Barcelona. Espai de Recerca en Economia.
- Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco, 2017. "Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model," CEPR Discussion Papers 12339, C.E.P.R. Discussion Papers.
- Niccolò Casnici & Pierpaolo Dondio & Roberto Casarin & Flaminio Squazzoni, 2015. "Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty," PLOS ONE, Public Library of Science, vol. 10(8), pages 1-15, August.
- van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013.
"Equity yields,"
Journal of Financial Economics, Elsevier, vol. 110(3), pages 503-519.
- Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011. "Equity Yields," NBER Working Papers 17416, National Bureau of Economic Research, Inc.
- Kazimi, Camilla & Brownstone, David, 1999.
"Bootstrap confidence bands for shrinkage estimators,"
Journal of Econometrics, Elsevier, vol. 90(1), pages 99-127, May.
- Kazimi, C. & Brownstone, D., 1994. "Bootstrap Confidence Bands for Shrinkage Estimators," Papers 94-95-5, California Irvine - School of Social Sciences.
- Gary Koop & Simon M. Potter, 2003.
"Forecasting in large macroeconomic panels using Bayesian Model Averaging,"
Staff Reports
163, Federal Reserve Bank of New York.
- Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
- Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- 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.
- Cairns, Andrew J. G., 2000. "A discussion of parameter and model uncertainty in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 313-330, December.
- Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011.
"Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures,"
International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922, July.
- Fildes, Robert & Wei, Yingqi & Ismail, Suzilah, 2011. "Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures," International Journal of Forecasting, Elsevier, vol. 27(3), pages 902-922.
- Zellner, Arnold & Tobias, Justin, 1998.
"A Note on Aggregation, Disaggregation and Forecasting Performance,"
CUDARE Working Papers
198677, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Zellner, Arnold & Tobias, Justin, 2004. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12371, Iowa State University, Department of Economics.
- Tobias, Justin & Zellner, Arnold, 2000. "A Note on Aggregation, Disaggregation and Forecasting Performance," Staff General Research Papers Archive 12024, Iowa State University, Department of Economics.
- Malagon Jonathan & Orbegozo Camila, 2019. "The New Drivers of Fear of Floating: Evidence from Latin America," Journal of Globalization and Development, De Gruyter, vol. 10(1), pages 1-17, June.
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
- Beck Krzysztof, 2017. "Bayesian Model Averaging and Jointness Measures: Theoretical Framework and Application to the Gravity Model of Trade," Statistics in Transition New Series, Statistics Poland, vol. 18(3), pages 393-412, September.
- Todd E. Clark & Michael W. McCracken, 2009.
"Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, May.
- Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City.
- Todd E. Clark & Michael W. McCracken, 2008. "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers 2008-028, Federal Reserve Bank of St. Louis.
- Jesus regstdpo-Cuaresma & Neil Foster & Robert Stehrer, 2011.
"Determinants of Regional Economic Growth by Quantile,"
Regional Studies, Taylor & Francis Journals, vol. 45(6), pages 809-826.
- Jesús Crespo-Cuaresma & Neil Foster-McGregor & Robert Stehrer, 2009. "The Determinants of Regional Economic Growth by Quantile," wiiw Working Papers 54, The Vienna Institute for International Economic Studies, wiiw.
- Éric Vansteenberghe, 2024. "Insurance Supervision under Climate Change: A Pioneers Detection Method [La supervision des assurances lorsque le climat est bouleversé : une Méthode de Détection des Pionniers]," Débats économiques et financiers 43, Banque de France.
- Barrow, Devon K. & Crone, Sven F., 2016. "A comparison of AdaBoost algorithms for time series forecast combination," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1103-1119.
- Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 124(1), pages 1-31, January.
- Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002.
"Bayesian modelling of catch in a north‐west Atlantic fishery,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280, July.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 67, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
- Chu‐An Liu & Biing‐Shen Kuo, 2016.
"Model averaging in predictive regressions,"
Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
- Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
- Timmermann, Allan, 2006.
"Forecast Combinations,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 4, pages 135-196,
Elsevier.
- Timmermann, Allan, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, Department of Economics and Business Economics, Aarhus University.
- Aiolfi Marco & Capistrán Carlos & Timmermann Allan, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
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