Travail de recherche/Working paper
Titre:
  • Optimal Combination of Survey Forecasts
Auteur:Conflitti, Cristina; De Mol, Christine; Giannone, Domenico
Statut de publication:Publié, 2012-08
series:ECARES Working Papers, ECARES 2012-023
Sujet CREF:Economie
Sujet JEL:Forecasting and Other Model Applications
Single Equation Models; Single Variables: Time-Series Models
Volumes/pages:18 p.
Mots-clés:forecast combination
forecast evaluation
survey of professional forecasters
real-time data
shrinkage
high-dimensional data
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/124527