EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Bayesian forecasting"
Narrow search

Narrow search

Year of publication
Subject
All
Bayesian forecasting 16 Bayes-Statistik 9 Bayesian inference 9 Forecast density combination 8 Forecasting model 8 Instabilities 8 Model uncertainty 8 Oil price 8 Prognoseverfahren 8 Forecast 6 Prognose 6 Risiko 6 Risk 6 Oil market 5 VAR model 5 VAR-Modell 5 Ölmarkt 5 Ölpreis 5 Theorie 4 Theory 3 M4 forecasting competition 2 Applied statistics 1 Bayesian neural networks 1 Bayesian, forecasting, panel 1 Colombia 1 Demand forecasting 1 Economic forecast 1 Electrical and Computer Engineering 1 Energy forecasting 1 Frühindikator 1 Geldpolitik 1 Gibbs posteriors 1 Granger tests of causality 1 Inflation 1 Kalman filter 1 Kolumbien 1 Konjunkturprognose 1 Leading indicator 1 Loss-based Bayesian forecasting 1 Loss-based prediction 1
more ... less ...
Online availability
All
Free 18 CC license 1
Type of publication
All
Book / Working Paper 14 Article 3 Other 1
Type of publication (narrower categories)
All
Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 14 Undetermined 4
Author
All
Aastveit, Knut Are 9 Cross, Jamie 8 Dijk, Herman K. van 5 Frazier, David T. 2 Loiza-Maya, Ruben 2 Martin, Gael M. 2 van Dijk, Herman K. 2 Anzola-Bravo, César 1 Christopher J O’Donnell 1 Freeman, G. 1 George Corliss, Monica Adya 1 Grajales-Olarte, Anderson 1 Griffiths, William E 1 Guarin, Alexander 1 Koo, Bonsoo 1 Koop, Gary 1 McAlinn, Kenichiro 1 McNelis, Paul D. 1 Méndez-Vizcaíno, Juan C. 1 Nakajima, Jouchi 1 Neftci, Salih N. 1 Newton, Lisa S 1 Pajor, Anna 1 Potter, Simon 1 Sakauchi, Tsuginosuke 1 Smith, Jim Q. 1 West, Mike 1
more ... less ...
Institution
All
Department of Economics, Faculty of Business and Economics 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1
Published in...
All
Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Working Paper 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Borradores de economía 1 CAMP working paper series 1 Central European Journal of Economic Modelling and Econometrics 1 Department of Economics - Working Papers Series 1 Journal of Forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Staff Report 1 Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Working paper / Norges Bank 1
more ... less ...
Source
All
ECONIS (ZBW) 8 EconStor 5 RePEc 4 BASE 1
Showing 1 - 10 of 18
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
Cover Image
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012797259
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012606019
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012661575
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
Persistent link: https://www.econbiz.de/10012628398
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012544443
Saved in:
Cover Image
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012545165
Saved in:
Cover Image
Loss-based variational Bayes prediction
Frazier, David T.; Loiza-Maya, Ruben; Martin, Gael M.; … - 2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
Cover Image
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Aastveit, Knut Are; Cross, Jamie; Dijk, Herman K. van - 2021
We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier approaches that have been applied to oil price forecasting, by allowing...
Persistent link: https://www.econbiz.de/10012795319
Saved in:
Cover Image
Characterizing and communicating the balance of risks of macroeconomic forecasts: a predictive density approach for Colombia
Méndez-Vizcaíno, Juan C.; Guarin, Alexander; … - 2021
Persistent link: https://www.econbiz.de/10013197441
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...