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: |
2023
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| Authors: | Diebold, Francis X. ; Shin, Minchul ; Zhang, Boyuan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-25
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| Subject: | Density forecasts | Forecast combination | Model averaging | Model selection | Partially egalitarian LASSO | Regularization | Shrinkage | Subset averaging | Survey forecasts | Prognoseverfahren | Forecasting model | Inflation | Statistische Verteilung | Statistical distribution | Realzins | Real interest rate | Monte-Carlo-Simulation | Monte Carlo simulation | Eurozone | Euro area | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.06.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471814