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  • Search: subject:"Combining density forecasts"
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Year of publication
Subject
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Bayesian inference 1 Combining density forecasts 1 Forecast evaluation 1 Predictivism 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Kociecki, Andrzej 1 Kolasa, Marcin 1 Rubaszek, Michał 1
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Narodowy Bank Polski 1
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National Bank of Poland Working Papers 1
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RePEc 1
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Predictivistic Bayesian Forecasting System
Kociecki, Andrzej; Kolasa, Marcin; Rubaszek, Michał - Narodowy Bank Polski - 2011
This paper introduces a formal method of combining expert and model density forecasts when the sample of past forecasts is unavailable. It works directly with the expert forecast density and endogenously delivers weights for forecast combination, relying on probability rules only. In the...
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