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Optimal combination of survey forecasts · Study

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ArticleOptimal combination of survey forecasts

Cristina Conflitti2015

OA

Articlegreen2015

Optimal combination of survey forecasts

Cristina Conflitti · Christine De Mol · Domenico Giannone

90 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical and numerical algorithms

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References

1969The Combination of Forecasts 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2002Macroeconomic Forecasting Using Diffusion Indexes 1989Combining forecasts: A review and annotated bibliography 2006Tests of Conditional Predictive Ability 1990Combining forecasts: A review and annotated bibliography 2006Chapter 4 Forecast Combinations 1984Improved methods of combining forecasts

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2020Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 2017Combining density forecasts using focused scoring rules

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Details

Year2015

Typearticle

Published2015-08-27

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations90

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.ijforecast.2015.03.009

openalex_workW2111928004

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