Forecast Combinations

Marco Aiolfi (), Carlos Capistrán () and Allan Timmermann
Additional contact information
Marco Aiolfi: Goldman Sachs Asset Management, Postal: 200 West Street, 34th Floor, New York, NY 10282-2198, USA

CREATES Research Papers from Department of Economics and Business Economics, Aarhus University

Keywords: Time-series forecasts; survey forecasts; model instability (search for similar items in EconPapers)
JEL-codes: C22 C53 (search for similar items in EconPapers)
Pages: 33
Date: 2010-05-06
New Economics Papers: this item is included in nep-cba, nep-ecm, nep-ets and nep-for
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (19)

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https://repec.econ.au.dk/repec/creates/rp/10/rp10_21.pdf (application/pdf)

Related works:
Working Paper: Forecast Combinations (2010)
Chapter: Forecast Combinations (2006)
Working Paper: Forecast Combinations (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:aah:create:2010-21

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