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Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
16 references·2 citing·36 second hop
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
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  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
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  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2006

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Journal of Applied Econometrics
979 cited

Cited by

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