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Does Forecast Combination Improve Norges Bank Inflation Forecasts?*
16 references·5 citing·31 second hop
Does Forecast Combination Improve Norges Bank Inflation Forecasts?* (2011)Does Forecast Combination Improve Norges …Exchange rate forecasting, order flow and macroeconomic information (2009)Exchange rate forecasting, or…A Simple Explanation of the Forecast Combination Puzzle* (2009)A Simple Explanation of the F…Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…Persistence in forecasting performance and conditional combination strategies (2005)Persistence in forecasting pe…Pooling of forecasts (2004)Pooling of forecastsCombination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Combining Forecasts (2001)Combining ForecastsThe M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyAverages of Forecasts: Some Empirical Results (1983)Averages of Forecasts: Some E…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…A note on aggregating opinions (1978)A note on aggregating opinionsThe Combination of Forecasts (1969)The Combination of ForecastsForecasting gold volatility with geopolitical risk indices (2022)Forecasting gold volatility w…Drawing on different disciplines: macroeconomic agent-based models (2018)Drawing on different discipli…Model Confidence Sets and forecast combination (2016)Model Confidence Sets and for…Forecasting macroeconomic variables using disaggregate survey data (2013)Forecasting macroeconomic var…Combination schemes for turning point predictions (2012)Combination schemes for turni…Combining forecasts: A review and annotated bibliography (1989)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Forecasting: theory and practice (2022)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)Forecasting methods and applications (1993)Artificial neural network models for forecasting and decision making (1994)Neural Network Models for Time Series Forecasts (1996)Corn Cash Price Forecasting (2020)Time Series Analysis: Forecasting and Control (1977)Exponential smoothing: The state of the art (1985)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1996Asymptotic Inference about Predictive Ability1,415 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 1983Averages of Forecasts: Some Empirical Results622 cited
  • 19968 Forecast evaluation and combination536 cited
  • 2004Pooling of forecasts484 cited
  • 2005Persistence in forecasting performance and conditional combination strategies351 cited
  • 2001Combining Forecasts349 cited
  • 2009A Simple Explanation of the Forecast Combination Puzzle*336 cited
  • 1978A note on aggregating opinions322 cited
  • 2009Exchange rate forecasting, order flow and macroeconomic information281 cited

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Cited by

  • 2018Drawing on different disciplines: macroeconomic agent-based models95 cited
  • 2016Model Confidence Sets and forecast combination65 cited
  • 2013Forecasting macroeconomic variables using disaggregate survey data60 cited
  • 2022Forecasting gold volatility with geopolitical risk indices44 cited
  • 2012Combination schemes for turning point predictions44 cited