On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates
Francis X. Diebold, Minchul Shin, Boyuan Zhang
| Year of publication: |
February 2021
|
|---|---|
| Authors: | Diebold, Francis X. ; Shin, Minchul ; Zhang, Boyuan |
| Publisher: |
Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia |
| Subject: | Density forecasts | forecast combination | survey forecasts | shrinkage | modelselection | regularization | partially egalitarian LASSO | model averaging | subset averaging | Inflation | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Eurozone | Euro area | Realzins | Real interest rate | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Aggregation | Prognose | Forecast |
freely available
| Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Research Department. - Philadelphia, Pa., ZDB-ID 2394742-1. - Vol. 21, 06 (February 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.21799/frbp.wp.2021.06 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012431724