References

• 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
• 2011Making and Evaluating Point Forecasts1,159 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 2001Testing Density Forecasts, With Applications to Risk Management859 cited
• 2007Comparing Density Forecasts via Weighted Likelihood Ratio Tests519 cited
• 2004Risk and Uncertainty in Monetary Policy439 cited
• 2010Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility423 cited
• 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
• 2000Economic and statistical measures of forecast accuracy401 cited
• 2007Estimation and Forecasting in Models with Multiple Breaks220 cited
• 2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*208 cited
• 2009Averaging forecasts from VARs with uncertain instabilities180 cited
• 2010