Combining inflation density forecasts
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Christian Kascha; Francesco Ravazzolo
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Article
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2010
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John Wiley and Sons
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English
β 399 KB
## Abstract In this paper, we empirically evaluate competing approaches for combining inflation density forecasts in terms of KullbackβLeibler divergence. In particular, we apply a similar suite of models to four different datasets and aim at identifying combination methods that perform well throug