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Combining forecasts – forty years later
16 references·15 citing·42 second hop
Combining forecasts – forty years later (2010)Combining forecasts – forty years laterOptimal prediction pools (2011)Optimal prediction poolsCombining Probability Forecasts (2010)Combining Probability Forecas…A Simple Explanation of the Forecast Combination Puzzle* (2009)A Simple Explanation of the F…Combining density forecasts (2007)Combining density forecastsEvaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* (2005)Evaluating, Comparing and Com…Social Value of Public Information (2002)Social Value of Public Inform…Testing Density Forecasts, With Applications to Risk Management (2001)Testing Density Forecasts, Wi…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Invited review combining forecasts—twenty years later (1989)Invited review combining fore…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Combining Probability Distributions: A Critique and an Annotated Bibliography (1986)Combining Probability Distrib…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…The Combination of Forecasts (1969)The Combination of ForecastsPrediction with a Generalized Cost of Error Function (1969)Prediction with a Generalized…The Consensus of Subjective Probability Distributions (1968)The Consensus of Subjective P…The Internet of Things and Information Fusion: Who Talks to Who? (2021)The Internet of Things and In…On improving GARCH volatility forecasts for Bitcoin via a meta-learning approach (2021)On improving GARCH volatility…Aggregating predictions from experts: A review of statistical methods, experiments, and applications (2020)Aggregating predictions from …The Evolution of Forecast Density Combinations in Economics (2019)The Evolution of Forecast Den…Uncertainty in forecasts of long-run economic growth (2018)Uncertainty in forecasts of l…Combining forecasts: Performance and coherence (2018)Combining forecasts: Performa…Quantile Aggregation of Density Forecasts (2017)Quantile Aggregation of Densi…Prediction Using Several Macroeconomic Models (2017)Prediction Using Several Macr…Forecasts or fortune-telling: When are expert judgements of safety risk valid? (2017)Forecasts or fortune-telling:…Optimal combination of survey forecasts (2015)Optimal combination of survey…Error modeling approach to improve time series forecasters (2014)Error modeling approach to im…Prediction Using Several Macroeconomic Models (2013)Prediction Using Several Macr…Is It Better to Average Probabilities or Quantiles? (2013)Is It Better to Average Proba…Correcting and combining time series forecasters (2013)Correcting and combining time…The Good Judgment Project: A Large Scale Test of Different Methods of Combining Expert Predictions (2012)The Good Judgment Project: A …Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Coherent Measures of Risk (1999)How Accurate Are Value‐at‐Risk Models at Commercial Banks? (2002)A New Approach to Markov-Switching GARCH Models (2004)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)Agreeing to Disagree (1976)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Combining Probability Distributions From Experts in Risk Analysis (1999)Trust Management for the Semantic Web (2003)Probabilistic Forecasting (2014)The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)Applied Statistical Decision Theory (1962)Group influence on individual risk taking. (1962)Measurement and prediction, clinical and statistical. (1966)A comparative study of differences in subjective likelihood estimates made by individuals, interacting groups, Delphi groups, and nominal groups (1973)Combining Expert Judgments: A Bayesian Approach (1977)Forecast combinations: An over 50-year review (2022)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Combining predictive distributions (2013)Complete subset regressions (2013)The unpublished manuscript (2018)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 2002Social Value of Public Information1,982 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1986Combining Probability Distributions: A Critique and an Annotated Bibliography1,007 cited
  • 2001Testing Density Forecasts, With Applications to Risk Management859 cited
  • 1968The Consensus of Subjective Probability Distributions370 cited
  • 2011Optimal prediction pools369 cited
  • 2009A Simple Explanation of the Forecast Combination Puzzle*336 cited
  • 1969Prediction with a Generalized Cost of Error Function323 cited
  • 1989Invited review combining forecasts—twenty years later321 cited
  • 2007Combining density forecasts309 cited
  • 2010Combining Probability Forecasts227 cited
  • 2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*

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208 cited

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  • 2015Optimal combination of survey forecasts90 cited
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  • 2017Forecasts or fortune-telling: When are expert judgements of safety risk valid?70 cited
  • 2017Prediction Using Several Macroeconomic Models54 cited
  • 2013Correcting and combining time series forecasters51 cited
  • 2020Aggregating predictions from experts: A review of statistical methods, experiments, and applications51 cited
  • 2018Combining forecasts: Performance and coherence48 cited
  • 2021The Internet of Things and Information Fusion: Who Talks to Who?44 cited
  • 2019The Evolution of Forecast Density Combinations in Economics42 cited
  • 2013Prediction Using Several Macroeconomic Models40 cited
  • 2014Error modeling approach to improve time series forecasters39 cited
  • 2021On improving GARCH volatility forecasts for Bitcoin via a meta-learning approach36 cited