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  • Search: subject:"Optimal Prediction Pool"
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Subject
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ARCH model 1 ARCH-Modell 1 Bayes-Statistik 1 Bayesian 1 Bayesian estimation 1 Bayesian inference 1 Capital income 1 Density forecast 1 Dynamic prediction pool 1 Estimation 1 Financial crisis 1 Financial friction 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Forecast 1 Forecasting model 1 Japan 1 Kapitaleinkommen 1 Markov Chain Monte Carlo 1 Markov chain 1 Markov-Kette 1 Markov-switching prediction pool 1 Minnesota Prior 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Optimal Prediction Pool 1 Optimal prediction pool 1 Prognose 1 Prognoseverfahren 1 Schätzung 1 Theorie 1 Theory 1 Vector Autogregression 1
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Free 1 Undetermined 1
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Article 1 Other 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Hasumi, Ryo 1 Iiboshi, Hirokuni 1 Mao, Weijie 1 Matsumae, Tatsuyoshi 1 Nakamura, Daisuke 1
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Journal of Asian economics 1
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BASE 1 ECONIS (ZBW) 1
Showing 1 - 2 of 2
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Does a financial accelerator improve forecasts during financial crises? : evidence from Japan with prediction-pooling methods
Hasumi, Ryo; Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; … - In: Journal of Asian economics 60 (2019), pp. 45-68
Persistent link: https://www.econbiz.de/10012256541
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Bayesian multivariate predictions
Mao, Weijie - 2010
limited, the second strategy is to build an optimal prediction pool of models by using the conventional log predictive score … selected prior can improve the prediction performance of a BVAR model, and that a real-time optimal prediction pool can …
Persistent link: https://www.econbiz.de/10009466056
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