Forecasting using mixed-frequency VARs with time-varying parameters,
Markus Heinrich and Magnus Reif,
from ifo Institute - Leibniz Institute for Economic Research at the University of Munich
(2018)
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts,
Francis Diebold and Minchul Shin,
from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
(2017)
Keywords: Forecast combination, forecast surveys, shrinkage, model selection, LASSO, regularization
Forecasting the implications of foreign exchange reserve accumulation with an agent-based model,
Ramis Khabibullin, Alexey Ponomarenko and Sergei Seleznev,
from Bank of Russia
(2018)
Keywords: Money supply, foreign exchange reserves, forecasting, agent-based model, Russia.
A New Approach for Detecting Shifts in Forecast Accuracy,
Ching-Wai Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis,
from Cardiff University, Cardiff Business School, Economics Section
(2018)
Keywords: Forecast Breaks, Statistical Decision Making, Central Banking