𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecast Pooling for European Macroeconomic Variables

✍ Scribed by Massimiliano Marcellino


Book ID
111046798
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
133 KB
Volume
66
Category
Article
ISSN
0140-5543

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting the European Credit Cycle Us
✍ Florian Ielpo πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 964 KB

## ABSTRACT We question the ability of macroeconomic data to predict risk appetite and β€˜flight‐to‐quality’ periods in the European credit market using a model inspired by the Markov switching literature. This model allows for a direct mapping of exogenous variables into state probabilities. We find

Bayesian consensus forecasts of macroeco
✍ Carson E. Agnew πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 848 KB

Economists, like other forecasters, share knowledge, data and theories in common. Consequently, their forecast errors are likely to be highly dependent. This paper reports on an empirical study of 16 macroeconomic forecasters. Composite forecasts are computed using a sequential weighting scheme that